FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 5,528.5 5,590.5 62.0 1.1% 5,204.5
High 5,609.5 5,633.5 24.0 0.4% 5,598.5
Low 5,506.5 5,497.0 -9.5 -0.2% 5,193.5
Close 5,583.0 5,575.5 -7.5 -0.1% 5,518.5
Range 103.0 136.5 33.5 32.5% 405.0
ATR 128.7 129.2 0.6 0.4% 0.0
Volume 89,187 130,252 41,065 46.0% 666,264
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,978.0 5,913.5 5,650.5
R3 5,841.5 5,777.0 5,613.0
R2 5,705.0 5,705.0 5,600.5
R1 5,640.5 5,640.5 5,588.0 5,604.5
PP 5,568.5 5,568.5 5,568.5 5,551.0
S1 5,504.0 5,504.0 5,563.0 5,468.0
S2 5,432.0 5,432.0 5,550.5
S3 5,295.5 5,367.5 5,538.0
S4 5,159.0 5,231.0 5,500.5
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 5,633.5 5,483.0 150.5 2.7% 100.0 1.8% 61% True False 110,279
10 5,633.5 5,071.5 562.0 10.1% 119.0 2.1% 90% True False 113,426
20 5,633.5 5,071.5 562.0 10.1% 120.5 2.2% 90% True False 116,231
40 5,763.5 5,071.5 692.0 12.4% 130.0 2.3% 73% False False 120,081
60 5,763.5 4,839.5 924.0 16.6% 136.5 2.4% 80% False False 124,259
80 5,763.5 4,839.5 924.0 16.6% 137.0 2.5% 80% False False 102,448
100 5,885.0 4,819.5 1,065.5 19.1% 131.0 2.4% 71% False False 81,967
120 6,000.5 4,819.5 1,181.0 21.2% 115.5 2.1% 64% False False 68,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,213.5
2.618 5,991.0
1.618 5,854.5
1.000 5,770.0
0.618 5,718.0
HIGH 5,633.5
0.618 5,581.5
0.500 5,565.0
0.382 5,549.0
LOW 5,497.0
0.618 5,412.5
1.000 5,360.5
1.618 5,276.0
2.618 5,139.5
4.250 4,917.0
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 5,572.0 5,572.0
PP 5,568.5 5,568.5
S1 5,565.0 5,565.0

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

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