FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 5,268.5 5,319.5 51.0 1.0% 5,169.5
High 5,293.5 5,386.0 92.5 1.7% 5,294.0
Low 5,236.5 5,315.5 79.0 1.5% 5,164.5
Close 5,278.0 5,364.0 86.0 1.6% 5,278.0
Range 57.0 70.5 13.5 23.7% 129.5
ATR 89.4 90.7 1.3 1.5% 0.0
Volume 99,325 70,239 -29,086 -29.3% 456,899
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,566.5 5,536.0 5,403.0
R3 5,496.0 5,465.5 5,383.5
R2 5,425.5 5,425.5 5,377.0
R1 5,395.0 5,395.0 5,370.5 5,410.0
PP 5,355.0 5,355.0 5,355.0 5,363.0
S1 5,324.5 5,324.5 5,357.5 5,340.0
S2 5,284.5 5,284.5 5,351.0
S3 5,214.0 5,254.0 5,344.5
S4 5,143.5 5,183.5 5,325.0
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,634.0 5,585.5 5,349.0
R3 5,504.5 5,456.0 5,313.5
R2 5,375.0 5,375.0 5,301.5
R1 5,326.5 5,326.5 5,290.0 5,351.0
PP 5,245.5 5,245.5 5,245.5 5,257.5
S1 5,197.0 5,197.0 5,266.0 5,221.0
S2 5,116.0 5,116.0 5,254.5
S3 4,986.5 5,067.5 5,242.5
S4 4,857.0 4,938.0 5,207.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,386.0 5,201.0 185.0 3.4% 57.0 1.1% 88% True False 85,269
10 5,386.0 4,954.5 431.5 8.0% 72.5 1.4% 95% True False 96,754
20 5,386.0 4,954.5 431.5 8.0% 89.5 1.7% 95% True False 103,638
40 5,386.0 4,922.5 463.5 8.6% 84.5 1.6% 95% True False 108,380
60 5,386.0 4,718.5 667.5 12.4% 77.5 1.4% 97% True False 86,356
80 5,386.0 4,464.5 921.5 17.2% 72.0 1.3% 98% True False 64,810
100 5,386.0 4,041.0 1,345.0 25.1% 69.5 1.3% 98% True False 51,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,685.5
2.618 5,570.5
1.618 5,500.0
1.000 5,456.5
0.618 5,429.5
HIGH 5,386.0
0.618 5,359.0
0.500 5,351.0
0.382 5,342.5
LOW 5,315.5
0.618 5,272.0
1.000 5,245.0
1.618 5,201.5
2.618 5,131.0
4.250 5,016.0
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5,359.5 5,346.0
PP 5,355.0 5,328.0
S1 5,351.0 5,310.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.