FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 5,160.5 5,216.5 56.0 1.1% 5,182.5
High 5,225.5 5,272.0 46.5 0.9% 5,273.0
Low 5,136.5 5,194.5 58.0 1.1% 5,136.5
Close 5,183.5 5,218.0 34.5 0.7% 5,218.0
Range 89.0 77.5 -11.5 -12.9% 136.5
ATR 82.4 82.8 0.4 0.5% 0.0
Volume 109,731 112,079 2,348 2.1% 530,674
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,460.5 5,417.0 5,260.5
R3 5,383.0 5,339.5 5,239.5
R2 5,305.5 5,305.5 5,232.0
R1 5,262.0 5,262.0 5,225.0 5,284.0
PP 5,228.0 5,228.0 5,228.0 5,239.0
S1 5,184.5 5,184.5 5,211.0 5,206.0
S2 5,150.5 5,150.5 5,204.0
S3 5,073.0 5,107.0 5,196.5
S4 4,995.5 5,029.5 5,175.5
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,618.5 5,555.0 5,293.0
R3 5,482.0 5,418.5 5,255.5
R2 5,345.5 5,345.5 5,243.0
R1 5,282.0 5,282.0 5,230.5 5,314.0
PP 5,209.0 5,209.0 5,209.0 5,225.0
S1 5,145.5 5,145.5 5,205.5 5,177.0
S2 5,072.5 5,072.5 5,193.0
S3 4,936.0 5,009.0 5,180.5
S4 4,799.5 4,872.5 5,143.0
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% 84.0 1.6% 60% False False 106,134
10 5,273.0 5,121.0 152.0 2.9% 77.5 1.5% 64% False False 105,213
20 5,273.0 4,922.5 350.5 6.7% 82.0 1.6% 84% False False 111,311
40 5,273.0 4,742.5 530.5 10.2% 74.0 1.4% 90% False False 87,715
60 5,273.0 4,529.0 744.0 14.3% 69.0 1.3% 93% False False 58,529
80 5,273.0 4,041.0 1,232.0 23.6% 65.5 1.3% 96% False False 43,946
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 True
Bear Hook False
Bull Hook False
Stretch 9.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,601.5
2.618 5,475.0
1.618 5,397.5
1.000 5,349.5
0.618 5,320.0
HIGH 5,272.0
0.618 5,242.5
0.500 5,233.0
0.382 5,224.0
LOW 5,194.5
0.618 5,146.5
1.000 5,117.0
1.618 5,069.0
2.618 4,991.5
4.250 4,865.0
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5,233.0 5,213.5
PP 5,228.0 5,209.0
S1 5,223.0 5,204.0

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

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