FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	6,717.0	6,712.0	-5.0	-0.1%	6,735.0
High	6,728.0	6,719.5	-8.5	-0.1%	6,772.5
Low	6,683.5	6,673.0	-10.5	-0.2%	6,623.0
Close	6,713.0	6,703.5	-9.5	-0.1%	6,683.0
Range	44.5	46.5	2.0	4.5%	149.5
ATR	70.6	68.8	-1.7	-2.4%	0.0
Volume	96,083	142,190	46,107	48.0%	528,567

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,838.0	6,817.5	6,729.0
R3	6,791.5	6,771.0	6,716.5
R2	6,745.0	6,745.0	6,712.0
R1	6,724.5	6,724.5	6,708.0	6,711.5
PP	6,698.5	6,698.5	6,698.5	6,692.0
S1	6,678.0	6,678.0	6,699.0	6,665.0
S2	6,652.0	6,652.0	6,695.0
S3	6,605.5	6,631.5	6,690.5
S4	6,559.0	6,585.0	6,678.0

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,141.5	7,061.5	6,765.0
R3	6,992.0	6,912.0	6,724.0
R2	6,842.5	6,842.5	6,710.5
R1	6,762.5	6,762.5	6,696.5	6,728.0
PP	6,693.0	6,693.0	6,693.0	6,675.5
S1	6,613.0	6,613.0	6,669.5	6,578.0
S2	6,543.5	6,543.5	6,655.5
S3	6,394.0	6,463.5	6,642.0
S4	6,244.5	6,314.0	6,601.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,763.5	6,623.0	140.5	2.1%	72.5	1.1%	57%	False	False	116,491
10	6,798.0	6,623.0	175.0	2.6%	66.5	1.0%	46%	False	False	106,238
20	6,798.0	6,475.0	323.0	4.8%	64.0	1.0%	71%	False	False	94,959
40	6,798.0	6,287.5	510.5	7.6%	67.0	1.0%	81%	False	False	93,557
60	6,798.0	6,287.5	510.5	7.6%	65.5	1.0%	81%	False	False	74,292
80	6,798.0	6,287.5	510.5	7.6%	63.0	0.9%	81%	False	False	55,769
100	6,798.0	5,977.5	820.5	12.2%	60.5	0.9%	88%	False	False	44,632
120	6,798.0	5,951.5	846.5	12.6%	55.0	0.8%	89%	False	False	37,202

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	17.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,917.0
2.618	6,841.0
1.618	6,794.5
1.000	6,766.0
0.618	6,748.0
HIGH	6,719.5
0.618	6,701.5
0.500	6,696.0
0.382	6,691.0
LOW	6,673.0
0.618	6,644.5
1.000	6,626.5
1.618	6,598.0
2.618	6,551.5
4.250	6,475.5

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	6,701.0	6,694.0
PP	6,698.5	6,685.0
S1	6,696.0	6,675.5

Download as Excel Spreadsheet

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

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