FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	5,825.0	5,761.5	-63.5	-1.1%	5,713.5
High	5,834.5	5,781.0	-53.5	-0.9%	5,858.5
Low	5,765.0	5,736.5	-28.5	-0.5%	5,700.0
Close	5,775.5	5,758.0	-17.5	-0.3%	5,838.0
Range	69.5	44.5	-25.0	-36.0%	158.5
ATR	64.2	62.8	-1.4	-2.2%	0.0
Volume	73,021	84,065	11,044	15.1%	375,395

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,892.0	5,869.5	5,782.5
R3	5,847.5	5,825.0	5,770.0
R2	5,803.0	5,803.0	5,766.0
R1	5,780.5	5,780.5	5,762.0	5,769.5
PP	5,758.5	5,758.5	5,758.5	5,753.0
S1	5,736.0	5,736.0	5,754.0	5,725.0
S2	5,714.0	5,714.0	5,750.0
S3	5,669.5	5,691.5	5,746.0
S4	5,625.0	5,647.0	5,733.5

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,274.5	6,214.5	5,925.0
R3	6,116.0	6,056.0	5,881.5
R2	5,957.5	5,957.5	5,867.0
R1	5,897.5	5,897.5	5,852.5	5,927.5
PP	5,799.0	5,799.0	5,799.0	5,814.0
S1	5,739.0	5,739.0	5,823.5	5,769.0
S2	5,640.5	5,640.5	5,809.0
S3	5,482.0	5,580.5	5,794.5
S4	5,323.5	5,422.0	5,751.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,858.5	5,736.5	122.0	2.1%	50.5	0.9%	18%	False	True	74,792
10	5,858.5	5,700.0	158.5	2.8%	62.0	1.1%	37%	False	False	84,626
20	5,905.0	5,700.0	205.0	3.6%	61.5	1.1%	28%	False	False	97,152
40	5,905.0	5,606.0	299.0	5.2%	53.0	0.9%	51%	False	False	51,121
60	5,905.0	5,420.5	484.5	8.4%	53.5	0.9%	70%	False	False	34,091
80	5,905.0	5,381.0	524.0	9.1%	47.5	0.8%	72%	False	False	25,573
100	5,905.0	5,174.5	730.5	12.7%	39.0	0.7%	80%	False	False	20,471
120	5,905.0	5,174.5	730.5	12.7%	32.5	0.6%	80%	False	False	17,065

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	14.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,970.0
2.618	5,897.5
1.618	5,853.0
1.000	5,825.5
0.618	5,808.5
HIGH	5,781.0
0.618	5,764.0
0.500	5,759.0
0.382	5,753.5
LOW	5,736.5
0.618	5,709.0
1.000	5,692.0
1.618	5,664.5
2.618	5,620.0
4.250	5,547.5

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	5,759.0	5,785.5
PP	5,758.5	5,776.5
S1	5,758.0	5,767.0

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