FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 20-Nov-2012

Day Change Summary
	Previous	Current
	19-Nov-2012	20-Nov-2012	Change	Change %	Previous Week
Open	5,600.0	5,684.0	84.0	1.5%	5,707.5
High	5,684.0	5,705.5	21.5	0.4%	5,724.0
Low	5,600.0	5,660.0	60.0	1.1%	5,566.0
Close	5,686.0	5,698.0	12.0	0.2%	5,556.5
Range	84.0	45.5	-38.5	-45.8%	158.0
ATR	62.3	61.1	-1.2	-1.9%	0.0
Volume	22	151	129	586.4%	824

Daily Pivots for day following 20-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,824.5	5,806.5	5,723.0
R3	5,779.0	5,761.0	5,710.5
R2	5,733.5	5,733.5	5,706.5
R1	5,715.5	5,715.5	5,702.0	5,724.5
PP	5,688.0	5,688.0	5,688.0	5,692.0
S1	5,670.0	5,670.0	5,694.0	5,679.0
S2	5,642.5	5,642.5	5,689.5
S3	5,597.0	5,624.5	5,685.5
S4	5,551.5	5,579.0	5,673.0

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,089.5	5,981.0	5,643.5
R3	5,931.5	5,823.0	5,600.0
R2	5,773.5	5,773.5	5,585.5
R1	5,665.0	5,665.0	5,571.0	5,640.0
PP	5,615.5	5,615.5	5,615.5	5,603.0
S1	5,507.0	5,507.0	5,542.0	5,482.0
S2	5,457.5	5,457.5	5,527.5
S3	5,299.5	5,349.0	5,513.0
S4	5,141.5	5,191.0	5,469.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,710.0	5,566.0	144.0	2.5%	62.0	1.1%	92%	False	False	163
10	5,861.5	5,566.0	295.5	5.2%	64.0	1.1%	45%	False	False	121
20	5,861.5	5,566.0	295.5	5.2%	52.5	0.9%	45%	False	False	95
40	5,861.5	5,566.0	295.5	5.2%	43.0	0.8%	45%	False	False	54
60	5,861.5	5,566.0	295.5	5.2%	32.0	0.6%	45%	False	False	45
80	5,861.5	5,543.5	318.0	5.6%	24.0	0.4%	49%	False	False	43
100	5,861.5	5,380.5	481.0	8.4%	20.0	0.4%	66%	False	False	41

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	10.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,899.0
2.618	5,824.5
1.618	5,779.0
1.000	5,751.0
0.618	5,733.5
HIGH	5,705.5
0.618	5,688.0
0.500	5,683.0
0.382	5,677.5
LOW	5,660.0
0.618	5,632.0
1.000	5,614.5
1.618	5,586.5
2.618	5,541.0
4.250	5,466.5

Fisher Pivots for day following 20-Nov-2012
Pivot	1 day	3 day
R1	5,693.0	5,677.0
PP	5,688.0	5,656.5
S1	5,683.0	5,636.0

Download as Excel Spreadsheet

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

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