FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 5,223.5 5,182.5 -41.0 -0.8% 5,150.0
High 5,245.0 5,255.5 10.5 0.2% 5,245.0
Low 5,144.0 5,182.0 38.0 0.7% 5,121.0
Close 5,177.0 5,249.0 72.0 1.4% 5,177.0
Range 101.0 73.5 -27.5 -27.2% 124.0
ATR 80.5 80.4 -0.1 -0.2% 0.0
Volume 118,289 130,231 11,942 10.1% 521,456
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,449.5 5,422.5 5,289.5
R3 5,376.0 5,349.0 5,269.0
R2 5,302.5 5,302.5 5,262.5
R1 5,275.5 5,275.5 5,255.5 5,289.0
PP 5,229.0 5,229.0 5,229.0 5,235.5
S1 5,202.0 5,202.0 5,242.5 5,215.5
S2 5,155.5 5,155.5 5,235.5
S3 5,082.0 5,128.5 5,229.0
S4 5,008.5 5,055.0 5,208.5
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,553.0 5,489.0 5,245.0
R3 5,429.0 5,365.0 5,211.0
R2 5,305.0 5,305.0 5,199.5
R1 5,241.0 5,241.0 5,188.5 5,273.0
PP 5,181.0 5,181.0 5,181.0 5,197.0
S1 5,117.0 5,117.0 5,165.5 5,149.0
S2 5,057.0 5,057.0 5,154.5
S3 4,933.0 4,993.0 5,143.0
S4 4,809.0 4,869.0 5,109.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,255.5 5,121.0 134.5 2.6% 73.5 1.4% 95% True False 111,780
10 5,255.5 5,000.0 255.5 4.9% 71.0 1.4% 97% True False 104,904
20 5,255.5 4,922.5 333.0 6.3% 79.0 1.5% 98% True False 113,122
40 5,255.5 4,718.5 537.0 10.2% 71.0 1.4% 99% True False 77,714
60 5,255.5 4,464.5 791.0 15.1% 66.0 1.3% 99% True False 51,867
80 5,255.5 4,041.0 1,214.5 23.1% 64.5 1.2% 99% True False 38,944
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 9.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,568.0
2.618 5,448.0
1.618 5,374.5
1.000 5,329.0
0.618 5,301.0
HIGH 5,255.5
0.618 5,227.5
0.500 5,219.0
0.382 5,210.0
LOW 5,182.0
0.618 5,136.5
1.000 5,108.5
1.618 5,063.0
2.618 4,989.5
4.250 4,869.5
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 5,239.0 5,232.5
PP 5,229.0 5,216.0
S1 5,219.0 5,200.0

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

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