FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 13-Dec-2012

Day Change Summary
	Previous	Current
	12-Dec-2012	13-Dec-2012	Change	Change %	Previous Week
Open	5,894.0	5,897.5	3.5	0.1%	5,834.0
High	5,922.0	5,905.5	-16.5	-0.3%	5,882.0
Low	5,878.0	5,872.0	-6.0	-0.1%	5,813.0
Close	5,908.0	5,879.5	-28.5	-0.5%	5,872.0
Range	44.0	33.5	-10.5	-23.9%	69.0
ATR	46.3	45.6	-0.7	-1.6%	0.0
Volume	42,615	58,005	15,390	36.1%	18,927

Daily Pivots for day following 13-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,986.0	5,966.5	5,898.0
R3	5,952.5	5,933.0	5,888.5
R2	5,919.0	5,919.0	5,885.5
R1	5,899.5	5,899.5	5,882.5	5,892.5
PP	5,885.5	5,885.5	5,885.5	5,882.0
S1	5,866.0	5,866.0	5,876.5	5,859.0
S2	5,852.0	5,852.0	5,873.5
S3	5,818.5	5,832.5	5,870.5
S4	5,785.0	5,799.0	5,861.0

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,062.5	6,036.5	5,910.0
R3	5,993.5	5,967.5	5,891.0
R2	5,924.5	5,924.5	5,884.5
R1	5,898.5	5,898.5	5,878.5	5,911.5
PP	5,855.5	5,855.5	5,855.5	5,862.0
S1	5,829.5	5,829.5	5,865.5	5,842.5
S2	5,786.5	5,786.5	5,859.5
S3	5,717.5	5,760.5	5,853.0
S4	5,648.5	5,691.5	5,834.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,922.0	5,852.0	70.0	1.2%	32.0	0.5%	39%	False	False	26,989
10	5,922.0	5,813.0	109.0	1.9%	35.0	0.6%	61%	False	False	14,700
20	5,922.0	5,566.0	356.0	6.1%	40.0	0.7%	88%	False	False	7,430
40	5,922.0	5,566.0	356.0	6.1%	46.5	0.8%	88%	False	False	3,747
60	5,922.0	5,566.0	356.0	6.1%	41.0	0.7%	88%	False	False	2,504
80	5,922.0	5,566.0	356.0	6.1%	32.0	0.5%	88%	False	False	1,885
100	5,922.0	5,454.0	468.0	8.0%	25.5	0.4%	91%	False	False	1,514
120	5,922.0	5,377.5	544.5	9.3%	22.0	0.4%	92%	False	False	1,268

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	5.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,048.0
2.618	5,993.0
1.618	5,959.5
1.000	5,939.0
0.618	5,926.0
HIGH	5,905.5
0.618	5,892.5
0.500	5,889.0
0.382	5,885.0
LOW	5,872.0
0.618	5,851.5
1.000	5,838.5
1.618	5,818.0
2.618	5,784.5
4.250	5,729.5

Fisher Pivots for day following 13-Dec-2012
Pivot	1 day	3 day
R1	5,889.0	5,897.0
PP	5,885.5	5,891.0
S1	5,882.5	5,885.0

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