FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 5,157.5 5,028.0 -129.5 -2.5% 5,182.5
High 5,160.5 5,142.0 -18.5 -0.4% 5,273.0
Low 5,013.5 5,017.0 3.5 0.1% 5,136.5
Close 5,062.0 5,113.5 51.5 1.0% 5,218.0
Range 147.0 125.0 -22.0 -15.0% 136.5
ATR 89.4 92.0 2.5 2.8% 0.0
Volume 107,313 133,564 26,251 24.5% 530,674
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,466.0 5,414.5 5,182.0
R3 5,341.0 5,289.5 5,148.0
R2 5,216.0 5,216.0 5,136.5
R1 5,164.5 5,164.5 5,125.0 5,190.0
PP 5,091.0 5,091.0 5,091.0 5,103.5
S1 5,039.5 5,039.5 5,102.0 5,065.0
S2 4,966.0 4,966.0 5,090.5
S3 4,841.0 4,914.5 5,079.0
S4 4,716.0 4,789.5 5,045.0
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 5,272.0 5,013.5 258.5 5.1% 105.0 2.0% 39% False False 112,157
10 5,273.0 5,013.5 259.5 5.1% 97.0 1.9% 39% False False 109,767
20 5,273.0 4,922.5 350.5 6.9% 83.0 1.6% 54% False False 109,472
40 5,273.0 4,765.0 508.0 9.9% 79.5 1.6% 69% False False 98,651
60 5,273.0 4,568.0 705.0 13.8% 72.5 1.4% 77% False False 66,004
80 5,273.0 4,041.0 1,232.0 24.1% 68.0 1.3% 87% False False 49,537
100 5,273.0 4,041.0 1,232.0 24.1% 67.0 1.3% 87% False False 39,673
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,673.0
2.618 5,469.0
1.618 5,344.0
1.000 5,267.0
0.618 5,219.0
HIGH 5,142.0
0.618 5,094.0
0.500 5,079.5
0.382 5,065.0
LOW 5,017.0
0.618 4,940.0
1.000 4,892.0
1.618 4,815.0
2.618 4,690.0
4.250 4,486.0
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 5,102.0 5,112.0
PP 5,091.0 5,110.5
S1 5,079.5 5,109.0

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

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