FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 5,150.0 5,185.5 35.5 0.7% 4,975.0
High 5,203.0 5,192.5 -10.5 -0.2% 5,143.0
Low 5,144.5 5,121.0 -23.5 -0.5% 4,944.0
Close 5,178.0 5,138.5 -39.5 -0.8% 5,128.0
Range 58.5 71.5 13.0 22.2% 199.0
ATR 79.6 79.0 -0.6 -0.7% 0.0
Volume 92,784 81,267 -11,517 -12.4% 554,699
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,365.0 5,323.5 5,178.0
R3 5,293.5 5,252.0 5,158.0
R2 5,222.0 5,222.0 5,151.5
R1 5,180.5 5,180.5 5,145.0 5,165.5
PP 5,150.5 5,150.5 5,150.5 5,143.0
S1 5,109.0 5,109.0 5,132.0 5,094.0
S2 5,079.0 5,079.0 5,125.5
S3 5,007.5 5,037.5 5,119.0
S4 4,936.0 4,966.0 5,099.0
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,668.5 5,597.5 5,237.5
R3 5,469.5 5,398.5 5,182.5
R2 5,270.5 5,270.5 5,164.5
R1 5,199.5 5,199.5 5,146.0 5,235.0
PP 5,071.5 5,071.5 5,071.5 5,089.5
S1 5,000.5 5,000.5 5,110.0 5,036.0
S2 4,872.5 4,872.5 5,091.5
S3 4,673.5 4,801.5 5,073.5
S4 4,474.5 4,602.5 5,018.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,203.0 5,064.5 138.5 2.7% 59.0 1.1% 53% False False 94,363
10 5,203.0 4,922.5 280.5 5.5% 82.0 1.6% 77% False False 111,526
20 5,203.0 4,922.5 280.5 5.5% 78.0 1.5% 77% False False 116,975
40 5,203.0 4,568.0 635.0 12.4% 69.5 1.4% 90% False False 65,816
60 5,203.0 4,346.0 857.0 16.7% 64.5 1.3% 92% False False 43,920
80 5,203.0 4,041.0 1,162.0 22.6% 64.5 1.3% 94% False False 32,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,496.5
2.618 5,379.5
1.618 5,308.0
1.000 5,264.0
0.618 5,236.5
HIGH 5,192.5
0.618 5,165.0
0.500 5,157.0
0.382 5,148.5
LOW 5,121.0
0.618 5,077.0
1.000 5,049.5
1.618 5,005.5
2.618 4,934.0
4.250 4,817.0
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 5,157.0 5,149.5
PP 5,150.5 5,146.0
S1 5,144.5 5,142.0

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

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