FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 5,770.0 5,789.5 19.5 0.3% 5,830.0
High 5,820.5 5,803.5 -17.0 -0.3% 5,885.5
Low 5,770.0 5,720.0 -50.0 -0.9% 5,720.0
Close 5,782.5 5,790.0 7.5 0.1% 5,790.0
Range 50.5 83.5 33.0 65.3% 165.5
ATR 63.9 65.3 1.4 2.2% 0.0
Volume 90,010 49,168 -40,842 -45.4% 405,508
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,021.5 5,989.5 5,836.0
R3 5,938.0 5,906.0 5,813.0
R2 5,854.5 5,854.5 5,805.5
R1 5,822.5 5,822.5 5,797.5 5,838.5
PP 5,771.0 5,771.0 5,771.0 5,779.0
S1 5,739.0 5,739.0 5,782.5 5,755.0
S2 5,687.5 5,687.5 5,774.5
S3 5,604.0 5,655.5 5,767.0
S4 5,520.5 5,572.0 5,744.0
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,295.0 6,208.0 5,881.0
R3 6,129.5 6,042.5 5,835.5
R2 5,964.0 5,964.0 5,820.5
R1 5,877.0 5,877.0 5,805.0 5,838.0
PP 5,798.5 5,798.5 5,798.5 5,779.0
S1 5,711.5 5,711.5 5,775.0 5,672.0
S2 5,633.0 5,633.0 5,759.5
S3 5,467.5 5,546.0 5,744.5
S4 5,302.0 5,380.5 5,699.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,885.5 5,720.0 165.5 2.9% 73.0 1.3% 42% False True 81,101
10 5,903.0 5,720.0 183.0 3.2% 64.0 1.1% 38% False True 86,065
20 5,903.0 5,700.0 203.0 3.5% 63.0 1.1% 44% False False 81,680
40 5,905.0 5,606.0 299.0 5.2% 62.0 1.1% 62% False False 76,491
60 5,905.0 5,589.0 316.0 5.5% 55.0 0.9% 64% False False 51,032
80 5,905.0 5,420.5 484.5 8.4% 53.0 0.9% 76% False False 38,278
100 5,905.0 5,357.0 548.0 9.5% 46.0 0.8% 79% False False 30,633
120 5,905.0 5,174.5 730.5 12.6% 39.0 0.7% 84% False False 25,534
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 12.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,158.5
2.618 6,022.0
1.618 5,938.5
1.000 5,887.0
0.618 5,855.0
HIGH 5,803.5
0.618 5,771.5
0.500 5,762.0
0.382 5,752.0
LOW 5,720.0
0.618 5,668.5
1.000 5,636.5
1.618 5,585.0
2.618 5,501.5
4.250 5,365.0
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 5,780.5 5,783.5
PP 5,771.0 5,777.0
S1 5,762.0 5,770.0

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

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