FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	5,761.5	5,733.5	-28.0	-0.5%	5,713.5
High	5,781.0	5,820.5	39.5	0.7%	5,858.5
Low	5,736.5	5,733.5	-3.0	-0.1%	5,700.0
Close	5,758.0	5,807.0	49.0	0.9%	5,838.0
Range	44.5	87.0	42.5	95.5%	158.5
ATR	62.8	64.6	1.7	2.7%	0.0
Volume	84,065	80,708	-3,357	-4.0%	375,395

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,048.0	6,014.5	5,855.0
R3	5,961.0	5,927.5	5,831.0
R2	5,874.0	5,874.0	5,823.0
R1	5,840.5	5,840.5	5,815.0	5,857.0
PP	5,787.0	5,787.0	5,787.0	5,795.5
S1	5,753.5	5,753.5	5,799.0	5,770.0
S2	5,700.0	5,700.0	5,791.0
S3	5,613.0	5,666.5	5,783.0
S4	5,526.0	5,579.5	5,759.0

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	5,733.5	125.0	2.2%	57.0	1.0%	59%	False	True	75,988
10	5,858.5	5,700.0	158.5	2.7%	65.5	1.1%	68%	False	False	80,694
20	5,905.0	5,700.0	205.0	3.5%	59.5	1.0%	52%	False	False	97,795
40	5,905.0	5,606.0	299.0	5.1%	55.0	0.9%	67%	False	False	53,136
60	5,905.0	5,420.5	484.5	8.3%	54.0	0.9%	80%	False	False	35,436
80	5,905.0	5,381.0	524.0	9.0%	48.5	0.8%	81%	False	False	26,582
100	5,905.0	5,174.5	730.5	12.6%	40.0	0.7%	87%	False	False	21,278
120	5,905.0	5,174.5	730.5	12.6%	33.5	0.6%	87%	False	False	17,738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,190.0
2.618	6,048.5
1.618	5,961.5
1.000	5,907.5
0.618	5,874.5
HIGH	5,820.5
0.618	5,787.5
0.500	5,777.0
0.382	5,766.5
LOW	5,733.5
0.618	5,679.5
1.000	5,646.5
1.618	5,592.5
2.618	5,505.5
4.250	5,364.0

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	5,797.0	5,799.5
PP	5,787.0	5,791.5
S1	5,777.0	5,784.0

Download as Excel Spreadsheet

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

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