FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 04-Oct-2012

Day Change Summary
	Previous	Current
	03-Oct-2012	04-Oct-2012	Change	Change %	Previous Week
Open	5,781.5	5,796.0	14.5	0.3%	5,814.0
High	5,806.5	5,827.5	21.0	0.4%	5,841.0
Low	5,756.0	5,774.0	18.0	0.3%	5,711.5
Close	5,795.5	5,794.5	-1.0	0.0%	5,713.0
Range	50.5	53.5	3.0	5.9%	129.5
ATR	66.1	65.2	-0.9	-1.4%	0.0
Volume	81,014	74,727	-6,287	-7.8%	451,066

Daily Pivots for day following 04-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,959.0	5,930.5	5,824.0
R3	5,905.5	5,877.0	5,809.0
R2	5,852.0	5,852.0	5,804.5
R1	5,823.5	5,823.5	5,799.5	5,811.0
PP	5,798.5	5,798.5	5,798.5	5,792.5
S1	5,770.0	5,770.0	5,789.5	5,757.5
S2	5,745.0	5,745.0	5,784.5
S3	5,691.5	5,716.5	5,780.0
S4	5,638.0	5,663.0	5,765.0

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,143.5	6,058.0	5,784.0
R3	6,014.0	5,928.5	5,748.5
R2	5,884.5	5,884.5	5,736.5
R1	5,799.0	5,799.0	5,725.0	5,777.0
PP	5,755.0	5,755.0	5,755.0	5,744.0
S1	5,669.5	5,669.5	5,701.0	5,647.5
S2	5,625.5	5,625.5	5,689.5
S3	5,496.0	5,540.0	5,677.5
S4	5,366.5	5,410.5	5,642.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,827.5	5,700.0	127.5	2.2%	74.0	1.3%	74%	True	False	85,401
10	5,867.5	5,700.0	167.5	2.9%	65.5	1.1%	56%	False	False	83,175
20	5,905.0	5,700.0	205.0	3.5%	59.5	1.0%	46%	False	False	85,819
40	5,905.0	5,606.0	299.0	5.2%	51.0	0.9%	63%	False	False	43,648
60	5,905.0	5,420.5	484.5	8.4%	52.0	0.9%	77%	False	False	29,105
80	5,905.0	5,380.0	525.0	9.1%	45.0	0.8%	79%	False	False	21,834
100	5,905.0	5,174.5	730.5	12.6%	37.0	0.6%	85%	False	False	17,481
120	5,905.0	5,174.5	730.5	12.6%	31.0	0.5%	85%	False	False	14,573

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	15.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,055.0
2.618	5,967.5
1.618	5,914.0
1.000	5,881.0
0.618	5,860.5
HIGH	5,827.5
0.618	5,807.0
0.500	5,801.0
0.382	5,794.5
LOW	5,774.0
0.618	5,741.0
1.000	5,720.5
1.618	5,687.5
2.618	5,634.0
4.250	5,546.5

Fisher Pivots for day following 04-Oct-2012
Pivot	1 day	3 day
R1	5,801.0	5,793.0
PP	5,798.5	5,791.5
S1	5,796.5	5,790.0

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