FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 5,185.5 5,245.0 59.5 1.1% 4,975.0
High 5,243.5 5,245.0 1.5 0.0% 5,143.0
Low 5,175.5 5,191.5 16.0 0.3% 4,944.0
Close 5,223.0 5,205.0 -18.0 -0.3% 5,128.0
Range 68.0 53.5 -14.5 -21.3% 199.0
ATR 80.9 78.9 -2.0 -2.4% 0.0
Volume 119,830 109,286 -10,544 -8.8% 554,699
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,374.5 5,343.0 5,234.5
R3 5,321.0 5,289.5 5,219.5
R2 5,267.5 5,267.5 5,215.0
R1 5,236.0 5,236.0 5,210.0 5,225.0
PP 5,214.0 5,214.0 5,214.0 5,208.0
S1 5,182.5 5,182.5 5,200.0 5,171.5
S2 5,160.5 5,160.5 5,195.0
S3 5,107.0 5,129.0 5,190.5
S4 5,053.5 5,075.5 5,175.5
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 5,245.0 5,096.0 149.0 2.9% 59.5 1.1% 73% True False 100,001
10 5,245.0 4,922.5 322.5 6.2% 69.5 1.3% 88% True False 109,177
20 5,245.0 4,922.5 322.5 6.2% 77.0 1.5% 88% True False 112,713
40 5,245.0 4,592.5 652.5 12.5% 70.0 1.3% 94% True False 71,512
60 5,245.0 4,400.5 844.5 16.2% 65.0 1.2% 95% True False 47,727
80 5,245.0 4,041.0 1,204.0 23.1% 64.0 1.2% 97% True False 35,842
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 True
Stretch 12.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,472.5
2.618 5,385.0
1.618 5,331.5
1.000 5,298.5
0.618 5,278.0
HIGH 5,245.0
0.618 5,224.5
0.500 5,218.0
0.382 5,212.0
LOW 5,191.5
0.618 5,158.5
1.000 5,138.0
1.618 5,105.0
2.618 5,051.5
4.250 4,964.0
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 5,218.0 5,197.5
PP 5,214.0 5,190.5
S1 5,209.5 5,183.0

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

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