FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 5,933.0 5,954.5 21.5 0.4% 5,923.0
High 5,956.0 5,979.0 23.0 0.4% 5,965.0
Low 5,924.5 5,945.5 21.0 0.4% 5,893.0
Close 5,946.5 5,963.0 16.5 0.3% 5,925.5
Range 31.5 33.5 2.0 6.3% 72.0
ATR 53.4 52.0 -1.4 -2.7% 0.0
Volume 241,339 100,528 -140,811 -58.3% 730,928
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,063.0 6,046.5 5,981.5
R3 6,029.5 6,013.0 5,972.0
R2 5,996.0 5,996.0 5,969.0
R1 5,979.5 5,979.5 5,966.0 5,988.0
PP 5,962.5 5,962.5 5,962.5 5,966.5
S1 5,946.0 5,946.0 5,960.0 5,954.0
S2 5,929.0 5,929.0 5,957.0
S3 5,895.5 5,912.5 5,954.0
S4 5,862.0 5,879.0 5,944.5
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,144.0 6,106.5 5,965.0
R3 6,072.0 6,034.5 5,945.5
R2 6,000.0 6,000.0 5,938.5
R1 5,962.5 5,962.5 5,932.0 5,981.0
PP 5,928.0 5,928.0 5,928.0 5,937.0
S1 5,890.5 5,890.5 5,919.0 5,909.0
S2 5,856.0 5,856.0 5,912.5
S3 5,784.0 5,818.5 5,905.5
S4 5,712.0 5,746.5 5,886.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,979.0 5,882.0 97.0 1.6% 37.5 0.6% 84% True False 214,821
10 5,979.0 5,882.0 97.0 1.6% 38.5 0.6% 84% True False 150,145
20 5,979.0 5,750.0 229.0 3.8% 45.5 0.8% 93% True False 116,495
40 5,979.0 5,591.5 387.5 6.5% 58.5 1.0% 96% True False 100,635
60 5,979.0 5,591.5 387.5 6.5% 60.0 1.0% 96% True False 95,818
80 5,979.0 5,591.5 387.5 6.5% 60.0 1.0% 96% True False 86,836
100 5,979.0 5,550.5 428.5 7.2% 57.5 1.0% 96% True False 69,482
120 5,979.0 5,420.5 558.5 9.4% 54.0 0.9% 97% True False 57,904
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,121.5
2.618 6,066.5
1.618 6,033.0
1.000 6,012.5
0.618 5,999.5
HIGH 5,979.0
0.618 5,966.0
0.500 5,962.0
0.382 5,958.5
LOW 5,945.5
0.618 5,925.0
1.000 5,912.0
1.618 5,891.5
2.618 5,858.0
4.250 5,803.0
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 5,963.0 5,952.0
PP 5,962.5 5,941.5
S1 5,962.0 5,930.5

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

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