FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 5,243.5 5,160.5 -83.0 -1.6% 5,150.0
High 5,243.5 5,225.5 -18.0 -0.3% 5,245.0
Low 5,146.0 5,136.5 -9.5 -0.2% 5,121.0
Close 5,227.5 5,183.5 -44.0 -0.8% 5,177.0
Range 97.5 89.0 -8.5 -8.7% 124.0
ATR 81.8 82.4 0.7 0.8% 0.0
Volume 91,153 109,731 18,578 20.4% 521,456
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,449.0 5,405.0 5,232.5
R3 5,360.0 5,316.0 5,208.0
R2 5,271.0 5,271.0 5,200.0
R1 5,227.0 5,227.0 5,191.5 5,249.0
PP 5,182.0 5,182.0 5,182.0 5,193.0
S1 5,138.0 5,138.0 5,175.5 5,160.0
S2 5,093.0 5,093.0 5,167.0
S3 5,004.0 5,049.0 5,159.0
S4 4,915.0 4,960.0 5,134.5
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 5,273.0 5,136.5 136.5 2.6% 89.0 1.7% 34% False True 107,376
10 5,273.0 5,096.0 177.0 3.4% 74.0 1.4% 49% False False 103,689
20 5,273.0 4,922.5 350.5 6.8% 81.0 1.6% 74% False False 112,985
40 5,273.0 4,742.5 530.5 10.2% 73.0 1.4% 83% False False 84,915
60 5,273.0 4,480.0 793.0 15.3% 68.5 1.3% 89% False False 56,662
80 5,273.0 4,041.0 1,232.0 23.8% 65.5 1.3% 93% False False 42,548
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 7.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,604.0
2.618 5,458.5
1.618 5,369.5
1.000 5,314.5
0.618 5,280.5
HIGH 5,225.5
0.618 5,191.5
0.500 5,181.0
0.382 5,170.5
LOW 5,136.5
0.618 5,081.5
1.000 5,047.5
1.618 4,992.5
2.618 4,903.5
4.250 4,758.0
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 5,182.5 5,205.0
PP 5,182.0 5,197.5
S1 5,181.0 5,190.5

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

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