FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 25-Oct-2012

Day Change Summary
	Previous	Current
	24-Oct-2012	25-Oct-2012	Change	Change %	Previous Week
Open	5,776.0	5,770.0	-6.0	-0.1%	5,764.5
High	5,802.0	5,820.5	18.5	0.3%	5,903.0
Low	5,753.5	5,770.0	16.5	0.3%	5,742.5
Close	5,796.5	5,782.5	-14.0	-0.2%	5,869.0
Range	48.5	50.5	2.0	4.1%	160.5
ATR	64.9	63.9	-1.0	-1.6%	0.0
Volume	69,787	90,010	20,223	29.0%	455,144

Daily Pivots for day following 25-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,942.5	5,913.0	5,810.5
R3	5,892.0	5,862.5	5,796.5
R2	5,841.5	5,841.5	5,792.0
R1	5,812.0	5,812.0	5,787.0	5,827.0
PP	5,791.0	5,791.0	5,791.0	5,798.5
S1	5,761.5	5,761.5	5,778.0	5,776.0
S2	5,740.5	5,740.5	5,773.0
S3	5,690.0	5,711.0	5,768.5
S4	5,639.5	5,660.5	5,754.5

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,319.5	6,255.0	5,957.5
R3	6,159.0	6,094.5	5,913.0
R2	5,998.5	5,998.5	5,898.5
R1	5,934.0	5,934.0	5,883.5	5,966.0
PP	5,838.0	5,838.0	5,838.0	5,854.5
S1	5,773.5	5,773.5	5,854.5	5,806.0
S2	5,677.5	5,677.5	5,839.5
S3	5,517.0	5,613.0	5,825.0
S4	5,356.5	5,452.5	5,780.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,900.0	5,753.5	146.5	2.5%	69.0	1.2%	20%	False	False	86,580
10	5,903.0	5,742.5	160.5	2.8%	60.5	1.0%	25%	False	False	88,670
20	5,903.0	5,700.0	203.0	3.5%	63.0	1.1%	41%	False	False	84,682
40	5,905.0	5,606.0	299.0	5.2%	61.5	1.1%	59%	False	False	75,281
60	5,905.0	5,555.0	350.0	6.1%	56.0	1.0%	65%	False	False	50,213
80	5,905.0	5,420.5	484.5	8.4%	52.5	0.9%	75%	False	False	37,664
100	5,905.0	5,357.0	548.0	9.5%	45.5	0.8%	78%	False	False	30,144
120	5,905.0	5,174.5	730.5	12.6%	38.5	0.7%	83%	False	False	25,125

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	12.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,035.0
2.618	5,952.5
1.618	5,902.0
1.000	5,871.0
0.618	5,851.5
HIGH	5,820.5
0.618	5,801.0
0.500	5,795.0
0.382	5,789.5
LOW	5,770.0
0.618	5,739.0
1.000	5,719.5
1.618	5,688.5
2.618	5,638.0
4.250	5,555.5

Fisher Pivots for day following 25-Oct-2012
Pivot	1 day	3 day
R1	5,795.0	5,819.5
PP	5,791.0	5,807.0
S1	5,787.0	5,795.0

Download as Excel Spreadsheet

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

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