FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 5,110.5 4,991.5 -119.0 -2.3% 5,228.0
High 5,142.5 5,089.0 -53.5 -1.0% 5,256.5
Low 4,971.5 4,990.0 18.5 0.4% 4,971.5
Close 5,001.0 5,067.0 66.0 1.3% 5,001.0
Range 171.0 99.0 -72.0 -42.1% 285.0
ATR 97.6 97.7 0.1 0.1% 0.0
Volume 113,332 142,755 29,423 26.0% 562,041
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,345.5 5,305.5 5,121.5
R3 5,246.5 5,206.5 5,094.0
R2 5,147.5 5,147.5 5,085.0
R1 5,107.5 5,107.5 5,076.0 5,127.5
PP 5,048.5 5,048.5 5,048.5 5,059.0
S1 5,008.5 5,008.5 5,058.0 5,028.5
S2 4,949.5 4,949.5 5,049.0
S3 4,850.5 4,909.5 5,040.0
S4 4,751.5 4,810.5 5,012.5
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,931.5 5,751.0 5,158.0
R3 5,646.5 5,466.0 5,079.5
R2 5,361.5 5,361.5 5,053.0
R1 5,181.0 5,181.0 5,027.0 5,129.0
PP 5,076.5 5,076.5 5,076.5 5,050.0
S1 4,896.0 4,896.0 4,975.0 4,844.0
S2 4,791.5 4,791.5 4,949.0
S3 4,506.5 4,611.0 4,922.5
S4 4,221.5 4,326.0 4,844.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,204.0 4,971.5 232.5 4.6% 119.0 2.4% 41% False False 120,219
10 5,273.0 4,971.5 301.5 6.0% 106.5 2.1% 32% False False 110,523
20 5,273.0 4,971.5 301.5 6.0% 89.0 1.8% 32% False False 107,714
40 5,273.0 4,893.0 380.0 7.5% 83.5 1.6% 46% False False 104,943
60 5,273.0 4,568.0 705.0 13.9% 75.0 1.5% 71% False False 70,269
80 5,273.0 4,041.0 1,232.0 24.3% 70.5 1.4% 83% False False 52,736
100 5,273.0 4,041.0 1,232.0 24.3% 68.5 1.3% 83% False False 42,233
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,510.0
2.618 5,348.0
1.618 5,249.0
1.000 5,188.0
0.618 5,150.0
HIGH 5,089.0
0.618 5,051.0
0.500 5,039.5
0.382 5,028.0
LOW 4,990.0
0.618 4,929.0
1.000 4,891.0
1.618 4,830.0
2.618 4,731.0
4.250 4,569.0
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 5,058.0 5,063.5
PP 5,048.5 5,060.5
S1 5,039.5 5,057.0

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

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