FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 11-Dec-2012

Day Change Summary
	Previous	Current
	10-Dec-2012	11-Dec-2012	Change	Change %	Previous Week
Open	5,923.0	5,921.0	-2.0	0.0%	5,880.0
High	5,928.5	5,939.5	11.0	0.2%	5,926.5
Low	5,893.0	5,900.0	7.0	0.1%	5,853.5
Close	5,921.5	5,929.0	7.5	0.1%	5,913.0
Range	35.5	39.5	4.0	11.3%	73.0
ATR	58.7	57.3	-1.4	-2.3%	0.0
Volume	93,573	72,993	-20,580	-22.0%	423,995

Daily Pivots for day following 11-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,041.5	6,024.5	5,950.5
R3	6,002.0	5,985.0	5,940.0
R2	5,962.5	5,962.5	5,936.0
R1	5,945.5	5,945.5	5,932.5	5,954.0
PP	5,923.0	5,923.0	5,923.0	5,927.0
S1	5,906.0	5,906.0	5,925.5	5,914.5
S2	5,883.5	5,883.5	5,922.0
S3	5,844.0	5,866.5	5,918.0
S4	5,804.5	5,827.0	5,907.5

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	5,939.5	5,866.0	73.5	1.2%	41.0	0.7%	86%	True	False	78,097
10	5,939.5	5,755.5	184.0	3.1%	48.0	0.8%	94%	True	False	85,691
20	5,939.5	5,591.5	348.0	5.9%	55.0	0.9%	97%	True	False	82,628
40	5,939.5	5,591.5	348.0	5.9%	62.5	1.1%	97%	True	False	83,814
60	5,939.5	5,591.5	348.0	5.9%	62.0	1.0%	97%	True	False	84,561
80	5,939.5	5,591.5	348.0	5.9%	59.5	1.0%	97%	True	False	71,954
100	5,939.5	5,420.5	519.0	8.8%	57.5	1.0%	98%	True	False	57,571
120	5,939.5	5,381.0	558.5	9.4%	54.0	0.9%	98%	True	False	47,979

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,107.5
2.618	6,043.0
1.618	6,003.5
1.000	5,979.0
0.618	5,964.0
HIGH	5,939.5
0.618	5,924.5
0.500	5,920.0
0.382	5,915.0
LOW	5,900.0
0.618	5,875.5
1.000	5,860.5
1.618	5,836.0
2.618	5,796.5
4.250	5,732.0

Fisher Pivots for day following 11-Dec-2012
Pivot	1 day	3 day
R1	5,926.0	5,924.5
PP	5,923.0	5,919.5
S1	5,920.0	5,915.0

Download as Excel Spreadsheet

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

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