FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 5,169.5 5,224.5 55.0 1.1% 4,991.5
High 5,243.0 5,246.5 3.5 0.1% 5,143.0
Low 5,164.5 5,201.0 36.5 0.7% 4,954.5
Close 5,214.5 5,220.5 6.0 0.1% 5,123.5
Range 78.5 45.5 -33.0 -42.0% 188.5
ATR 100.1 96.2 -3.9 -3.9% 0.0
Volume 100,793 81,122 -19,671 -19.5% 583,157
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,359.0 5,335.5 5,245.5
R3 5,313.5 5,290.0 5,233.0
R2 5,268.0 5,268.0 5,229.0
R1 5,244.5 5,244.5 5,224.5 5,233.5
PP 5,222.5 5,222.5 5,222.5 5,217.0
S1 5,199.0 5,199.0 5,216.5 5,188.0
S2 5,177.0 5,177.0 5,212.0
S3 5,131.5 5,153.5 5,208.0
S4 5,086.0 5,108.0 5,195.5
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 5,246.5 5,016.5 230.0 4.4% 79.0 1.5% 89% True False 100,497
10 5,246.5 4,954.5 292.0 5.6% 103.0 2.0% 91% True False 111,928
20 5,273.0 4,954.5 318.5 6.1% 92.5 1.8% 84% False False 110,259
40 5,273.0 4,922.5 350.5 6.7% 85.0 1.6% 85% False False 113,617
60 5,273.0 4,568.0 705.0 13.5% 77.0 1.5% 93% False False 80,630
80 5,273.0 4,346.0 927.0 17.8% 71.5 1.4% 94% False False 60,505
100 5,273.0 4,041.0 1,232.0 23.6% 70.0 1.3% 96% False False 48,435
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.3
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 5,440.0
2.618 5,365.5
1.618 5,320.0
1.000 5,292.0
0.618 5,274.5
HIGH 5,246.5
0.618 5,229.0
0.500 5,224.0
0.382 5,218.5
LOW 5,201.0
0.618 5,173.0
1.000 5,155.5
1.618 5,127.5
2.618 5,082.0
4.250 5,007.5
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 5,224.0 5,197.5
PP 5,222.5 5,174.0
S1 5,221.5 5,151.0

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

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