FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	5,812.5	5,763.5	-49.0	-0.8%	5,830.0
High	5,847.0	5,845.5	-1.5	0.0%	5,885.5
Low	5,753.0	5,754.0	1.0	0.0%	5,720.0
Close	5,764.0	5,836.5	72.5	1.3%	5,790.0
Range	94.0	91.5	-2.5	-2.7%	165.5
ATR	67.2	68.9	1.7	2.6%	0.0
Volume	92,276	75,892	-16,384	-17.8%	405,508

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,086.5	6,053.0	5,887.0
R3	5,995.0	5,961.5	5,861.5
R2	5,903.5	5,903.5	5,853.5
R1	5,870.0	5,870.0	5,845.0	5,887.0
PP	5,812.0	5,812.0	5,812.0	5,820.5
S1	5,778.5	5,778.5	5,828.0	5,795.0
S2	5,720.5	5,720.5	5,819.5
S3	5,629.0	5,687.0	5,811.5
S4	5,537.5	5,595.5	5,786.0

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	5,847.0	5,720.0	127.0	2.2%	79.0	1.4%	92%	False	False	75,356
10	5,900.0	5,720.0	180.0	3.1%	74.0	1.3%	65%	False	False	80,968
20	5,903.0	5,720.0	183.0	3.1%	64.5	1.1%	64%	False	False	82,171
40	5,905.0	5,700.0	205.0	3.5%	62.0	1.1%	67%	False	False	83,995
60	5,905.0	5,606.0	299.0	5.1%	55.5	1.0%	77%	False	False	56,489
80	5,905.0	5,420.5	484.5	8.3%	55.0	0.9%	86%	False	False	42,371
100	5,905.0	5,380.0	525.0	9.0%	48.5	0.8%	87%	False	False	33,901
120	5,905.0	5,174.5	730.5	12.5%	41.5	0.7%	91%	False	False	28,263

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,234.5
2.618	6,085.0
1.618	5,993.5
1.000	5,937.0
0.618	5,902.0
HIGH	5,845.5
0.618	5,810.5
0.500	5,800.0
0.382	5,789.0
LOW	5,754.0
0.618	5,697.5
1.000	5,662.5
1.618	5,606.0
2.618	5,514.5
4.250	5,365.0

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	5,824.0	5,824.5
PP	5,812.0	5,812.0
S1	5,800.0	5,800.0

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