FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 5,108.0 5,169.5 61.5 1.2% 4,991.5
High 5,143.0 5,243.0 100.0 1.9% 5,143.0
Low 5,055.5 5,164.5 109.0 2.2% 4,954.5
Close 5,123.5 5,214.5 91.0 1.8% 5,123.5
Range 87.5 78.5 -9.0 -10.3% 188.5
ATR 98.6 100.1 1.5 1.5% 0.0
Volume 96,693 100,793 4,100 4.2% 583,157
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,443.0 5,407.0 5,257.5
R3 5,364.5 5,328.5 5,236.0
R2 5,286.0 5,286.0 5,229.0
R1 5,250.0 5,250.0 5,221.5 5,268.0
PP 5,207.5 5,207.5 5,207.5 5,216.0
S1 5,171.5 5,171.5 5,207.5 5,189.5
S2 5,129.0 5,129.0 5,200.0
S3 5,050.5 5,093.0 5,193.0
S4 4,972.0 5,014.5 5,171.5
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,639.0 5,570.0 5,227.0
R3 5,450.5 5,381.5 5,175.5
R2 5,262.0 5,262.0 5,158.0
R1 5,193.0 5,193.0 5,141.0 5,227.5
PP 5,073.5 5,073.5 5,073.5 5,091.0
S1 5,004.5 5,004.5 5,106.0 5,039.0
S2 4,885.0 4,885.0 5,089.0
S3 4,696.5 4,816.0 5,071.5
S4 4,508.0 4,627.5 5,020.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,243.0 4,954.5 288.5 5.5% 88.0 1.7% 90% True False 108,239
10 5,243.0 4,954.5 288.5 5.5% 103.5 2.0% 90% True False 114,229
20 5,273.0 4,954.5 318.5 6.1% 93.5 1.8% 82% False False 110,266
40 5,273.0 4,922.5 350.5 6.7% 85.5 1.6% 83% False False 115,028
60 5,273.0 4,568.0 705.0 13.5% 77.5 1.5% 92% False False 79,280
80 5,273.0 4,319.0 954.0 18.3% 71.0 1.4% 94% False False 59,494
100 5,273.0 4,041.0 1,232.0 23.6% 70.0 1.3% 95% False False 47,623
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 14.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,576.5
2.618 5,448.5
1.618 5,370.0
1.000 5,321.5
0.618 5,291.5
HIGH 5,243.0
0.618 5,213.0
0.500 5,204.0
0.382 5,194.5
LOW 5,164.5
0.618 5,116.0
1.000 5,086.0
1.618 5,037.5
2.618 4,959.0
4.250 4,831.0
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 5,211.0 5,186.0
PP 5,207.5 5,158.0
S1 5,204.0 5,130.0

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

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