FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 5,204.5 5,305.0 100.5 1.9% 5,322.5
High 5,327.0 5,343.5 16.5 0.3% 5,331.5
Low 5,193.5 5,269.0 75.5 1.5% 5,071.5
Close 5,318.0 5,323.0 5.0 0.1% 5,136.0
Range 133.5 74.5 -59.0 -44.2% 260.0
ATR 135.9 131.5 -4.4 -3.2% 0.0
Volume 104,002 103,137 -865 -0.8% 490,027
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,535.5 5,503.5 5,364.0
R3 5,461.0 5,429.0 5,343.5
R2 5,386.5 5,386.5 5,336.5
R1 5,354.5 5,354.5 5,330.0 5,370.5
PP 5,312.0 5,312.0 5,312.0 5,320.0
S1 5,280.0 5,280.0 5,316.0 5,296.0
S2 5,237.5 5,237.5 5,309.5
S3 5,163.0 5,205.5 5,302.5
S4 5,088.5 5,131.0 5,282.0
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,959.5 5,808.0 5,279.0
R3 5,699.5 5,548.0 5,207.5
R2 5,439.5 5,439.5 5,183.5
R1 5,288.0 5,288.0 5,160.0 5,234.0
PP 5,179.5 5,179.5 5,179.5 5,152.5
S1 5,028.0 5,028.0 5,112.0 4,974.0
S2 4,919.5 4,919.5 5,088.5
S3 4,659.5 4,768.0 5,064.5
S4 4,399.5 4,508.0 4,993.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,343.5 5,071.5 272.0 5.1% 107.5 2.0% 92% True False 95,965
10 5,560.5 5,071.5 489.0 9.2% 111.5 2.1% 51% False False 108,983
20 5,641.0 5,071.5 569.5 10.7% 132.5 2.5% 44% False False 116,985
40 5,763.5 4,973.5 790.0 14.8% 130.0 2.4% 44% False False 120,394
60 5,763.5 4,839.5 924.0 17.4% 139.0 2.6% 52% False False 122,948
80 5,763.5 4,819.5 944.0 17.7% 139.0 2.6% 53% False False 92,949
100 5,885.0 4,819.5 1,065.5 20.0% 125.5 2.4% 47% False False 74,362
120 6,000.5 4,819.5 1,181.0 22.2% 110.0 2.1% 43% False False 61,972
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28.5
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 5,660.0
2.618 5,538.5
1.618 5,464.0
1.000 5,418.0
0.618 5,389.5
HIGH 5,343.5
0.618 5,315.0
0.500 5,306.0
0.382 5,297.5
LOW 5,269.0
0.618 5,223.0
1.000 5,194.5
1.618 5,148.5
2.618 5,074.0
4.250 4,952.5
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 5,317.5 5,284.5
PP 5,312.0 5,246.0
S1 5,306.0 5,207.5

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

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