FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	5,305.0	5,315.5	10.5	0.2%	5,322.5
High	5,343.5	5,542.0	198.5	3.7%	5,331.5
Low	5,269.0	5,275.0	6.0	0.1%	5,071.5
Close	5,323.0	5,536.0	213.0	4.0%	5,136.0
Range	74.5	267.0	192.5	258.4%	260.0
ATR	131.5	141.2	9.7	7.4%	0.0
Volume	103,137	209,087	105,950	102.7%	490,027

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,252.0	6,161.0	5,683.0
R3	5,985.0	5,894.0	5,609.5
R2	5,718.0	5,718.0	5,585.0
R1	5,627.0	5,627.0	5,560.5	5,672.5
PP	5,451.0	5,451.0	5,451.0	5,474.0
S1	5,360.0	5,360.0	5,511.5	5,405.5
S2	5,184.0	5,184.0	5,487.0
S3	4,917.0	5,093.0	5,462.5
S4	4,650.0	4,826.0	5,389.0

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,959.5	5,808.0	5,279.0
R3	5,699.5	5,548.0	5,207.5
R2	5,439.5	5,439.5	5,183.5
R1	5,288.0	5,288.0	5,160.0	5,234.0
PP	5,179.5	5,179.5	5,179.5	5,152.5
S1	5,028.0	5,028.0	5,112.0	4,974.0
S2	4,919.5	4,919.5	5,088.5
S3	4,659.5	4,768.0	5,064.5
S4	4,399.5	4,508.0	4,993.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,542.0	5,071.5	470.5	8.5%	138.5	2.5%	99%	True	False	116,573
10	5,542.0	5,071.5	470.5	8.5%	126.5	2.3%	99%	True	False	117,077
20	5,641.0	5,071.5	569.5	10.3%	139.5	2.5%	82%	False	False	120,073
40	5,763.5	5,071.5	692.0	12.5%	133.5	2.4%	67%	False	False	121,897
60	5,763.5	4,839.5	924.0	16.7%	141.5	2.6%	75%	False	False	126,160
80	5,763.5	4,839.5	924.0	16.7%	139.0	2.5%	75%	False	False	95,559
100	5,885.0	4,819.5	1,065.5	19.2%	128.0	2.3%	67%	False	False	76,453
120	6,000.5	4,819.5	1,181.0	21.3%	112.0	2.0%	61%	False	False	63,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.7
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	6,677.0
2.618	6,241.0
1.618	5,974.0
1.000	5,809.0
0.618	5,707.0
HIGH	5,542.0
0.618	5,440.0
0.500	5,408.5
0.382	5,377.0
LOW	5,275.0
0.618	5,110.0
1.000	5,008.0
1.618	4,843.0
2.618	4,576.0
4.250	4,140.0

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	5,493.5	5,480.0
PP	5,451.0	5,424.0
S1	5,408.5	5,368.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols