FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 5,547.0 5,501.0 -46.0 -0.8% 5,559.5
High 5,576.5 5,563.0 -13.5 -0.2% 5,641.0
Low 5,467.0 5,415.5 -51.5 -0.9% 5,327.0
Close 5,487.0 5,538.0 51.0 0.9% 5,528.5
Range 109.5 147.5 38.0 34.7% 314.0
ATR 145.7 145.9 0.1 0.1% 0.0
Volume 100,816 136,014 35,198 34.9% 606,215
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,948.0 5,890.5 5,619.0
R3 5,800.5 5,743.0 5,578.5
R2 5,653.0 5,653.0 5,565.0
R1 5,595.5 5,595.5 5,551.5 5,624.0
PP 5,505.5 5,505.5 5,505.5 5,520.0
S1 5,448.0 5,448.0 5,524.5 5,477.0
S2 5,358.0 5,358.0 5,511.0
S3 5,210.5 5,300.5 5,497.5
S4 5,063.0 5,153.0 5,457.0
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,441.0 6,298.5 5,701.0
R3 6,127.0 5,984.5 5,615.0
R2 5,813.0 5,813.0 5,586.0
R1 5,670.5 5,670.5 5,557.5 5,585.0
PP 5,499.0 5,499.0 5,499.0 5,456.0
S1 5,356.5 5,356.5 5,499.5 5,271.0
S2 5,185.0 5,185.0 5,471.0
S3 4,871.0 5,042.5 5,442.0
S4 4,557.0 4,728.5 5,356.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,632.5 5,327.0 305.5 5.5% 161.0 2.9% 69% False False 126,619
10 5,641.0 5,327.0 314.0 5.7% 153.5 2.8% 67% False False 124,987
20 5,763.5 5,312.5 451.0 8.1% 140.0 2.5% 50% False False 124,556
40 5,763.5 4,839.5 924.0 16.7% 146.0 2.6% 76% False False 128,352
60 5,763.5 4,839.5 924.0 16.7% 141.5 2.6% 76% False False 105,675
80 5,873.5 4,819.5 1,054.0 19.0% 139.0 2.5% 68% False False 79,329
100 6,000.5 4,819.5 1,181.0 21.3% 118.0 2.1% 61% False False 63,466
120 6,000.5 4,819.5 1,181.0 21.3% 101.0 1.8% 61% False False 52,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,190.0
2.618 5,949.0
1.618 5,801.5
1.000 5,710.5
0.618 5,654.0
HIGH 5,563.0
0.618 5,506.5
0.500 5,489.0
0.382 5,472.0
LOW 5,415.5
0.618 5,324.5
1.000 5,268.0
1.618 5,177.0
2.618 5,029.5
4.250 4,788.5
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 5,522.0 5,524.0
PP 5,505.5 5,510.0
S1 5,489.0 5,496.0

These figures are updated between 7pm and 10pm EST after a trading day.

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