FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	5,747.0	5,740.0	-7.0	-0.1%	5,822.5
High	5,770.5	5,777.5	7.0	0.1%	5,907.0
Low	5,696.0	5,738.5	42.5	0.7%	5,696.0
Close	5,760.0	5,758.0	-2.0	0.0%	5,760.0
Range	74.5	39.0	-35.5	-47.7%	211.0
ATR	71.8	69.5	-2.3	-3.3%	0.0
Volume	56,337	107,308	50,971	90.5%	453,593

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,875.0	5,855.5	5,779.5
R3	5,836.0	5,816.5	5,768.5
R2	5,797.0	5,797.0	5,765.0
R1	5,777.5	5,777.5	5,761.5	5,787.0
PP	5,758.0	5,758.0	5,758.0	5,763.0
S1	5,738.5	5,738.5	5,754.5	5,748.0
S2	5,719.0	5,719.0	5,751.0
S3	5,680.0	5,699.5	5,747.5
S4	5,641.0	5,660.5	5,736.5

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,420.5	6,301.5	5,876.0
R3	6,209.5	6,090.5	5,818.0
R2	5,998.5	5,998.5	5,798.5
R1	5,879.5	5,879.5	5,779.5	5,833.5
PP	5,787.5	5,787.5	5,787.5	5,765.0
S1	5,668.5	5,668.5	5,740.5	5,622.5
S2	5,576.5	5,576.5	5,721.5
S3	5,365.5	5,457.5	5,702.0
S4	5,154.5	5,246.5	5,644.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,907.0	5,696.0	211.0	3.7%	78.5	1.4%	29%	False	False	98,200
10	5,907.0	5,696.0	211.0	3.7%	74.5	1.3%	29%	False	False	90,445
20	5,907.0	5,696.0	211.0	3.7%	68.5	1.2%	29%	False	False	85,331
40	5,907.0	5,696.0	211.0	3.7%	64.5	1.1%	29%	False	False	87,875
60	5,907.0	5,606.0	301.0	5.2%	60.5	1.0%	50%	False	False	66,851
80	5,907.0	5,420.5	486.5	8.4%	58.0	1.0%	69%	False	False	50,148
100	5,907.0	5,381.0	526.0	9.1%	53.0	0.9%	72%	False	False	40,122
120	5,907.0	5,174.5	732.5	12.7%	45.5	0.8%	80%	False	False	33,446

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	15.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,943.0
2.618	5,879.5
1.618	5,840.5
1.000	5,816.5
0.618	5,801.5
HIGH	5,777.5
0.618	5,762.5
0.500	5,758.0
0.382	5,753.5
LOW	5,738.5
0.618	5,714.5
1.000	5,699.5
1.618	5,675.5
2.618	5,636.5
4.250	5,573.0

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	5,758.0	5,757.0
PP	5,758.0	5,756.0
S1	5,758.0	5,755.0

Download as Excel Spreadsheet

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

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