FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 5,064.0 5,138.5 74.5 1.5% 5,148.0
High 5,147.5 5,156.5 9.0 0.2% 5,159.5
Low 5,018.5 5,106.0 87.5 1.7% 5,033.5
Close 5,133.5 5,133.5 0.0 0.0% 5,070.0
Range 129.0 50.5 -78.5 -60.9% 126.0
ATR 77.3 75.4 -1.9 -2.5% 0.0
Volume 121,050 111,838 -9,212 -7.6% 573,983
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,283.5 5,259.0 5,161.5
R3 5,233.0 5,208.5 5,147.5
R2 5,182.5 5,182.5 5,143.0
R1 5,158.0 5,158.0 5,138.0 5,145.0
PP 5,132.0 5,132.0 5,132.0 5,125.5
S1 5,107.5 5,107.5 5,129.0 5,094.5
S2 5,081.5 5,081.5 5,124.0
S3 5,031.0 5,057.0 5,119.5
S4 4,980.5 5,006.5 5,105.5
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,465.5 5,394.0 5,139.5
R3 5,339.5 5,268.0 5,104.5
R2 5,213.5 5,213.5 5,093.0
R1 5,142.0 5,142.0 5,081.5 5,115.0
PP 5,087.5 5,087.5 5,087.5 5,074.0
S1 5,016.0 5,016.0 5,058.5 4,989.0
S2 4,961.5 4,961.5 5,047.0
S3 4,835.5 4,890.0 5,035.5
S4 4,709.5 4,764.0 5,000.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,156.5 5,018.5 138.0 2.7% 82.5 1.6% 83% True False 116,033
10 5,168.0 5,018.5 149.5 2.9% 74.0 1.4% 77% False False 122,424
20 5,168.0 4,742.5 425.5 8.3% 70.5 1.4% 92% False False 75,279
40 5,168.0 4,555.0 613.0 11.9% 64.5 1.3% 94% False False 37,958
60 5,168.0 4,041.0 1,127.0 22.0% 61.0 1.2% 97% False False 25,356
80 5,168.0 4,041.0 1,127.0 22.0% 61.0 1.2% 97% False False 19,072
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 19.6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,371.0
2.618 5,288.5
1.618 5,238.0
1.000 5,207.0
0.618 5,187.5
HIGH 5,156.5
0.618 5,137.0
0.500 5,131.0
0.382 5,125.5
LOW 5,106.0
0.618 5,075.0
1.000 5,055.5
1.618 5,024.5
2.618 4,974.0
4.250 4,891.5
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 5,133.0 5,118.0
PP 5,132.0 5,103.0
S1 5,131.0 5,087.5

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

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