FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 5,253.5 5,252.0 -1.5 0.0% 4,991.5
High 5,290.0 5,294.0 4.0 0.1% 5,143.0
Low 5,238.5 5,234.0 -4.5 -0.1% 4,954.5
Close 5,248.5 5,260.5 12.0 0.2% 5,123.5
Range 51.5 60.0 8.5 16.5% 188.5
ATR 94.3 91.8 -2.4 -2.6% 0.0
Volume 86,748 88,911 2,163 2.5% 583,157
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,443.0 5,411.5 5,293.5
R3 5,383.0 5,351.5 5,277.0
R2 5,323.0 5,323.0 5,271.5
R1 5,291.5 5,291.5 5,266.0 5,307.0
PP 5,263.0 5,263.0 5,263.0 5,270.5
S1 5,231.5 5,231.5 5,255.0 5,247.0
S2 5,203.0 5,203.0 5,249.5
S3 5,143.0 5,171.5 5,244.0
S4 5,083.0 5,111.5 5,227.5
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 5,294.0 5,055.5 238.5 4.5% 64.5 1.2% 86% True False 90,853
10 5,294.0 4,954.5 339.5 6.5% 87.0 1.6% 90% True False 105,406
20 5,294.0 4,954.5 339.5 6.5% 92.0 1.7% 90% True False 107,586
40 5,294.0 4,922.5 371.5 7.1% 84.5 1.6% 91% True False 110,150
60 5,294.0 4,592.5 701.5 13.3% 77.0 1.5% 95% True False 83,537
80 5,294.0 4,400.5 893.5 17.0% 71.5 1.4% 96% True False 62,692
100 5,294.0 4,041.0 1,253.0 23.8% 69.5 1.3% 97% True False 50,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,549.0
2.618 5,451.0
1.618 5,391.0
1.000 5,354.0
0.618 5,331.0
HIGH 5,294.0
0.618 5,271.0
0.500 5,264.0
0.382 5,257.0
LOW 5,234.0
0.618 5,197.0
1.000 5,174.0
1.618 5,137.0
2.618 5,077.0
4.250 4,979.0
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 5,264.0 5,256.0
PP 5,263.0 5,252.0
S1 5,261.5 5,247.5

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

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