FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 5,895.5 5,919.0 23.5 0.4% 5,880.0
High 5,926.5 5,926.0 -0.5 0.0% 5,926.5
Low 5,885.0 5,890.5 5.5 0.1% 5,853.5
Close 5,905.0 5,913.0 8.0 0.1% 5,913.0
Range 41.5 35.5 -6.0 -14.5% 73.0
ATR 62.4 60.5 -1.9 -3.1% 0.0
Volume 76,492 67,305 -9,187 -12.0% 423,995
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,016.5 6,000.0 5,932.5
R3 5,981.0 5,964.5 5,923.0
R2 5,945.5 5,945.5 5,919.5
R1 5,929.0 5,929.0 5,916.5 5,919.5
PP 5,910.0 5,910.0 5,910.0 5,905.0
S1 5,893.5 5,893.5 5,909.5 5,884.0
S2 5,874.5 5,874.5 5,906.5
S3 5,839.0 5,858.0 5,903.0
S4 5,803.5 5,822.5 5,893.5
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,116.5 6,088.0 5,953.0
R3 6,043.5 6,015.0 5,933.0
R2 5,970.5 5,970.5 5,926.5
R1 5,942.0 5,942.0 5,919.5 5,956.0
PP 5,897.5 5,897.5 5,897.5 5,905.0
S1 5,869.0 5,869.0 5,906.5 5,883.0
S2 5,824.5 5,824.5 5,899.5
S3 5,751.5 5,796.0 5,893.0
S4 5,678.5 5,723.0 5,873.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,926.5 5,853.5 73.0 1.2% 44.5 0.8% 82% False False 84,799
10 5,926.5 5,755.5 171.0 2.9% 49.0 0.8% 92% False False 84,762
20 5,926.5 5,591.5 335.0 5.7% 57.5 1.0% 96% False False 84,303
40 5,926.5 5,591.5 335.0 5.7% 63.5 1.1% 96% False False 84,731
60 5,926.5 5,591.5 335.0 5.7% 62.0 1.1% 96% False False 88,041
80 5,926.5 5,591.5 335.0 5.7% 59.5 1.0% 96% False False 69,873
100 5,926.5 5,420.5 506.0 8.6% 58.0 1.0% 97% False False 55,906
120 5,926.5 5,381.0 545.5 9.2% 53.5 0.9% 98% False False 46,592
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.5
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6,077.0
2.618 6,019.0
1.618 5,983.5
1.000 5,961.5
0.618 5,948.0
HIGH 5,926.0
0.618 5,912.5
0.500 5,908.0
0.382 5,904.0
LOW 5,890.5
0.618 5,868.5
1.000 5,855.0
1.618 5,833.0
2.618 5,797.5
4.250 5,739.5
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 5,911.5 5,907.5
PP 5,910.0 5,902.0
S1 5,908.0 5,896.0

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

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