FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 03-Dec-2012

Day Change Summary
	Previous	Current
	30-Nov-2012	03-Dec-2012	Change	Change %	Previous Week
Open	5,861.0	5,880.0	19.0	0.3%	5,817.5
High	5,906.0	5,904.5	-1.5	0.0%	5,906.0
Low	5,859.5	5,857.5	-2.0	0.0%	5,755.5
Close	5,873.5	5,875.5	2.0	0.0%	5,873.5
Range	46.5	47.0	0.5	1.1%	150.5
ATR	67.5	66.0	-1.5	-2.2%	0.0
Volume	83,708	109,674	25,966	31.0%	423,632

Daily Pivots for day following 03-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,020.0	5,995.0	5,901.5
R3	5,973.0	5,948.0	5,888.5
R2	5,926.0	5,926.0	5,884.0
R1	5,901.0	5,901.0	5,880.0	5,890.0
PP	5,879.0	5,879.0	5,879.0	5,874.0
S1	5,854.0	5,854.0	5,871.0	5,843.0
S2	5,832.0	5,832.0	5,867.0
S3	5,785.0	5,807.0	5,862.5
S4	5,738.0	5,760.0	5,849.5

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,296.5	6,235.5	5,956.5
R3	6,146.0	6,085.0	5,915.0
R2	5,995.5	5,995.5	5,901.0
R1	5,934.5	5,934.5	5,887.5	5,965.0
PP	5,845.0	5,845.0	5,845.0	5,860.0
S1	5,784.0	5,784.0	5,859.5	5,814.5
S2	5,694.5	5,694.5	5,846.0
S3	5,544.0	5,633.5	5,832.0
S4	5,393.5	5,483.0	5,790.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,906.0	5,755.5	150.5	2.6%	54.0	0.9%	80%	False	False	92,059
10	5,906.0	5,699.5	206.5	3.5%	51.5	0.9%	85%	False	False	76,501
20	5,907.0	5,591.5	315.5	5.4%	66.0	1.1%	90%	False	False	87,772
40	5,907.0	5,591.5	315.5	5.4%	65.5	1.1%	90%	False	False	84,698
60	5,907.0	5,591.5	315.5	5.4%	64.0	1.1%	90%	False	False	87,061
80	5,907.0	5,591.5	315.5	5.4%	58.5	1.0%	90%	False	False	65,949
100	5,907.0	5,420.5	486.5	8.3%	57.5	1.0%	94%	False	False	52,763
120	5,907.0	5,381.0	526.0	9.0%	52.5	0.9%	94%	False	False	43,973

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,104.0
2.618	6,027.5
1.618	5,980.5
1.000	5,951.5
0.618	5,933.5
HIGH	5,904.5
0.618	5,886.5
0.500	5,881.0
0.382	5,875.5
LOW	5,857.5
0.618	5,828.5
1.000	5,810.5
1.618	5,781.5
2.618	5,734.5
4.250	5,658.0

Fisher Pivots for day following 03-Dec-2012
Pivot	1 day	3 day
R1	5,881.0	5,871.5
PP	5,879.0	5,867.0
S1	5,877.5	5,863.0

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