FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	6,547.0	6,489.0	-58.0	-0.9%	6,672.0
High	6,565.0	6,522.0	-43.0	-0.7%	6,758.0
Low	6,464.5	6,417.0	-47.5	-0.7%	6,638.5
Close	6,508.0	6,477.5	-30.5	-0.5%	6,741.5
Range	100.5	105.0	4.5	4.5%	119.5
ATR	81.6	83.3	1.7	2.0%	0.0
Volume	110,404	129,764	19,360	17.5%	469,668

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,787.0	6,737.5	6,535.0
R3	6,682.0	6,632.5	6,506.5
R2	6,577.0	6,577.0	6,497.0
R1	6,527.5	6,527.5	6,487.0	6,500.0
PP	6,472.0	6,472.0	6,472.0	6,458.5
S1	6,422.5	6,422.5	6,468.0	6,395.0
S2	6,367.0	6,367.0	6,458.0
S3	6,262.0	6,317.5	6,448.5
S4	6,157.0	6,212.5	6,420.0

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,071.0	7,026.0	6,807.0
R3	6,951.5	6,906.5	6,774.5
R2	6,832.0	6,832.0	6,763.5
R1	6,787.0	6,787.0	6,752.5	6,809.5
PP	6,712.5	6,712.5	6,712.5	6,724.0
S1	6,667.5	6,667.5	6,730.5	6,690.0
S2	6,593.0	6,593.0	6,719.5
S3	6,473.5	6,548.0	6,708.5
S4	6,354.0	6,428.5	6,676.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,756.5	6,417.0	339.5	5.2%	93.5	1.4%	18%	False	True	105,137
10	6,758.0	6,417.0	341.0	5.3%	76.5	1.2%	18%	False	True	100,933
20	6,776.0	6,417.0	359.0	5.5%	65.0	1.0%	17%	False	True	88,598
40	6,776.0	6,146.0	630.0	9.7%	74.0	1.1%	53%	False	False	94,167
60	6,875.0	6,042.5	832.5	12.9%	87.0	1.3%	52%	False	False	110,105
80	6,875.0	6,042.5	832.5	12.9%	77.0	1.2%	52%	False	False	94,454
100	6,875.0	6,042.5	832.5	12.9%	68.0	1.0%	52%	False	False	75,575
120	6,875.0	6,042.5	832.5	12.9%	59.0	0.9%	52%	False	False	62,986

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	12.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,968.0
2.618	6,797.0
1.618	6,692.0
1.000	6,627.0
0.618	6,587.0
HIGH	6,522.0
0.618	6,482.0
0.500	6,469.5
0.382	6,457.0
LOW	6,417.0
0.618	6,352.0
1.000	6,312.0
1.618	6,247.0
2.618	6,142.0
4.250	5,971.0

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	6,475.0	6,527.0
PP	6,472.0	6,510.5
S1	6,469.5	6,494.0

Download as Excel Spreadsheet

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

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