FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 4,985.5 4,944.5 -41.0 -0.8% 4,916.0
High 5,012.5 5,006.5 -6.0 -0.1% 5,012.5
Low 4,958.0 4,922.0 -36.0 -0.7% 4,893.0
Close 4,980.0 4,986.5 6.5 0.1% 4,980.0
Range 54.5 84.5 30.0 55.0% 119.5
ATR 72.2 73.1 0.9 1.2% 0.0
Volume 36,850 52,244 15,394 41.8% 85,588
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,225.0 5,190.5 5,033.0
R3 5,140.5 5,106.0 5,009.5
R2 5,056.0 5,056.0 5,002.0
R1 5,021.5 5,021.5 4,994.0 5,039.0
PP 4,971.5 4,971.5 4,971.5 4,980.5
S1 4,937.0 4,937.0 4,979.0 4,954.0
S2 4,887.0 4,887.0 4,971.0
S3 4,802.5 4,852.5 4,963.5
S4 4,718.0 4,768.0 4,940.0
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,320.5 5,269.5 5,045.5
R3 5,201.0 5,150.0 5,013.0
R2 5,081.5 5,081.5 5,002.0
R1 5,030.5 5,030.5 4,991.0 5,056.0
PP 4,962.0 4,962.0 4,962.0 4,974.5
S1 4,911.0 4,911.0 4,969.0 4,936.5
S2 4,842.5 4,842.5 4,958.0
S3 4,723.0 4,791.5 4,947.0
S4 4,603.5 4,672.0 4,914.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,012.5 4,893.0 119.5 2.4% 71.0 1.4% 78% False False 27,566
10 5,012.5 4,742.5 270.0 5.4% 64.0 1.3% 90% False False 14,384
20 5,012.5 4,568.0 444.5 8.9% 61.5 1.2% 94% False False 7,786
40 5,012.5 4,319.0 693.5 13.9% 56.5 1.1% 96% False False 3,960
60 5,012.5 4,041.0 971.5 19.5% 59.5 1.2% 97% False False 2,687
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 11.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,365.5
2.618 5,227.5
1.618 5,143.0
1.000 5,091.0
0.618 5,058.5
HIGH 5,006.5
0.618 4,974.0
0.500 4,964.0
0.382 4,954.5
LOW 4,922.0
0.618 4,870.0
1.000 4,837.5
1.618 4,785.5
2.618 4,701.0
4.250 4,563.0
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 4,979.0 4,980.0
PP 4,971.5 4,973.5
S1 4,964.0 4,967.0

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

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