FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 5,123.0 5,092.0 -31.0 -0.6% 4,944.5
High 5,147.5 5,139.0 -8.5 -0.2% 5,168.0
Low 5,076.5 5,036.0 -40.5 -0.8% 4,922.0
Close 5,107.5 5,056.0 -51.5 -1.0% 5,140.0
Range 71.0 103.0 32.0 45.1% 246.0
ATR 72.1 74.3 2.2 3.1% 0.0
Volume 98,434 103,287 4,853 4.9% 607,159
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,386.0 5,324.0 5,112.5
R3 5,283.0 5,221.0 5,084.5
R2 5,180.0 5,180.0 5,075.0
R1 5,118.0 5,118.0 5,065.5 5,097.5
PP 5,077.0 5,077.0 5,077.0 5,067.0
S1 5,015.0 5,015.0 5,046.5 4,994.5
S2 4,974.0 4,974.0 5,037.0
S3 4,871.0 4,912.0 5,027.5
S4 4,768.0 4,809.0 4,999.5
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,814.5 5,723.5 5,275.5
R3 5,568.5 5,477.5 5,207.5
R2 5,322.5 5,322.5 5,185.0
R1 5,231.5 5,231.5 5,162.5 5,277.0
PP 5,076.5 5,076.5 5,076.5 5,099.5
S1 4,985.5 4,985.5 5,117.5 5,031.0
S2 4,830.5 4,830.5 5,095.0
S3 4,584.5 4,739.5 5,072.5
S4 4,338.5 4,493.5 5,004.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,168.0 5,036.0 132.0 2.6% 72.5 1.4% 15% False True 106,289
10 5,168.0 4,922.0 246.0 4.9% 71.0 1.4% 54% False False 107,243
20 5,168.0 4,742.5 425.5 8.4% 65.0 1.3% 74% False False 56,846
40 5,168.0 4,480.0 688.0 13.6% 62.0 1.2% 84% False False 28,501
60 5,168.0 4,041.0 1,127.0 22.3% 60.0 1.2% 90% False False 19,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.1
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 5,577.0
2.618 5,408.5
1.618 5,305.5
1.000 5,242.0
0.618 5,202.5
HIGH 5,139.0
0.618 5,099.5
0.500 5,087.5
0.382 5,075.5
LOW 5,036.0
0.618 4,972.5
1.000 4,933.0
1.618 4,869.5
2.618 4,766.5
4.250 4,598.0
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 5,087.5 5,098.0
PP 5,077.0 5,084.0
S1 5,066.5 5,070.0

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

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