FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	5,539.0	5,528.5	-10.5	-0.2%	5,204.5
High	5,605.0	5,609.5	4.5	0.1%	5,598.5
Low	5,523.0	5,506.5	-16.5	-0.3%	5,193.5
Close	5,549.5	5,583.0	33.5	0.6%	5,518.5
Range	82.0	103.0	21.0	25.6%	405.0
ATR	130.6	128.7	-2.0	-1.5%	0.0
Volume	81,919	89,187	7,268	8.9%	666,264

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,875.5	5,832.0	5,639.5
R3	5,772.5	5,729.0	5,611.5
R2	5,669.5	5,669.5	5,602.0
R1	5,626.0	5,626.0	5,592.5	5,648.0
PP	5,566.5	5,566.5	5,566.5	5,577.0
S1	5,523.0	5,523.0	5,573.5	5,545.0
S2	5,463.5	5,463.5	5,564.0
S3	5,360.5	5,420.0	5,554.5
S4	5,257.5	5,317.0	5,526.5

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,652.0	6,490.0	5,741.0
R3	6,247.0	6,085.0	5,630.0
R2	5,842.0	5,842.0	5,593.0
R1	5,680.0	5,680.0	5,555.5	5,761.0
PP	5,437.0	5,437.0	5,437.0	5,477.0
S1	5,275.0	5,275.0	5,481.5	5,356.0
S2	5,032.0	5,032.0	5,444.0
S3	4,627.0	4,870.0	5,407.0
S4	4,222.0	4,465.0	5,296.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,609.5	5,275.0	334.5	6.0%	126.0	2.3%	92%	True	False	126,046
10	5,609.5	5,071.5	538.0	9.6%	116.5	2.1%	95%	True	False	111,005
20	5,632.5	5,071.5	561.0	10.0%	127.5	2.3%	91%	False	False	117,658
40	5,763.5	5,071.5	692.0	12.4%	129.5	2.3%	74%	False	False	119,835
60	5,763.5	4,839.5	924.0	16.6%	138.0	2.5%	80%	False	False	125,578
80	5,763.5	4,839.5	924.0	16.6%	136.5	2.4%	80%	False	False	100,820
100	5,885.0	4,819.5	1,065.5	19.1%	130.0	2.3%	72%	False	False	80,664
120	6,000.5	4,819.5	1,181.0	21.2%	114.0	2.0%	65%	False	False	67,222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,047.0
2.618	5,879.0
1.618	5,776.0
1.000	5,712.5
0.618	5,673.0
HIGH	5,609.5
0.618	5,570.0
0.500	5,558.0
0.382	5,546.0
LOW	5,506.5
0.618	5,443.0
1.000	5,403.5
1.618	5,340.0
2.618	5,237.0
4.250	5,069.0

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	5,574.5	5,573.0
PP	5,566.5	5,563.0
S1	5,558.0	5,553.0

Download as Excel Spreadsheet

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

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