FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 15-Oct-2012

Day Change Summary
	Previous	Current
	12-Oct-2012	15-Oct-2012	Change	Change %	Previous Week
Open	5,792.0	5,764.5	-27.5	-0.5%	5,817.5
High	5,802.5	5,809.0	6.5	0.1%	5,834.5
Low	5,753.0	5,742.5	-10.5	-0.2%	5,733.5
Close	5,769.0	5,780.0	11.0	0.2%	5,769.0
Range	49.5	66.5	17.0	34.3%	101.0
ATR	63.8	64.0	0.2	0.3%	0.0
Volume	75,217	103,842	28,625	38.1%	397,566

Daily Pivots for day following 15-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,976.5	5,945.0	5,816.5
R3	5,910.0	5,878.5	5,798.5
R2	5,843.5	5,843.5	5,792.0
R1	5,812.0	5,812.0	5,786.0	5,828.0
PP	5,777.0	5,777.0	5,777.0	5,785.0
S1	5,745.5	5,745.5	5,774.0	5,761.0
S2	5,710.5	5,710.5	5,768.0
S3	5,644.0	5,679.0	5,761.5
S4	5,577.5	5,612.5	5,743.5

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,082.0	6,026.5	5,824.5
R3	5,981.0	5,925.5	5,797.0
R2	5,880.0	5,880.0	5,787.5
R1	5,824.5	5,824.5	5,778.5	5,802.0
PP	5,779.0	5,779.0	5,779.0	5,767.5
S1	5,723.5	5,723.5	5,759.5	5,701.0
S2	5,678.0	5,678.0	5,750.5
S3	5,577.0	5,622.5	5,741.0
S4	5,476.0	5,521.5	5,713.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,834.5	5,733.5	101.0	1.7%	63.5	1.1%	46%	False	False	83,370
10	5,858.5	5,733.5	125.0	2.2%	56.5	1.0%	37%	False	False	79,217
20	5,871.0	5,700.0	171.0	3.0%	60.0	1.0%	47%	False	False	90,418
40	5,905.0	5,606.0	299.0	5.2%	56.5	1.0%	58%	False	False	57,611
60	5,905.0	5,420.5	484.5	8.4%	54.5	0.9%	74%	False	False	38,420
80	5,905.0	5,381.0	524.0	9.1%	49.0	0.8%	76%	False	False	28,820
100	5,905.0	5,174.5	730.5	12.6%	41.0	0.7%	83%	False	False	23,069
120	5,905.0	5,174.5	730.5	12.6%	34.5	0.6%	83%	False	False	19,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,091.5
2.618	5,983.0
1.618	5,916.5
1.000	5,875.5
0.618	5,850.0
HIGH	5,809.0
0.618	5,783.5
0.500	5,776.0
0.382	5,768.0
LOW	5,742.5
0.618	5,701.5
1.000	5,676.0
1.618	5,635.0
2.618	5,568.5
4.250	5,460.0

Fisher Pivots for day following 15-Oct-2012
Pivot	1 day	3 day
R1	5,778.5	5,779.0
PP	5,777.0	5,778.0
S1	5,776.0	5,777.0

Download as Excel Spreadsheet

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

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