FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 5,319.5 5,350.5 31.0 0.6% 5,169.5
High 5,386.0 5,362.0 -24.0 -0.4% 5,294.0
Low 5,315.5 5,325.0 9.5 0.2% 5,164.5
Close 5,364.0 5,339.0 -25.0 -0.5% 5,278.0
Range 70.5 37.0 -33.5 -47.5% 129.5
ATR 90.7 87.0 -3.7 -4.1% 0.0
Volume 70,239 90,491 20,252 28.8% 456,899
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,453.0 5,433.0 5,359.5
R3 5,416.0 5,396.0 5,349.0
R2 5,379.0 5,379.0 5,346.0
R1 5,359.0 5,359.0 5,342.5 5,350.5
PP 5,342.0 5,342.0 5,342.0 5,338.0
S1 5,322.0 5,322.0 5,335.5 5,313.5
S2 5,305.0 5,305.0 5,332.0
S3 5,268.0 5,285.0 5,329.0
S4 5,231.0 5,248.0 5,318.5
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 5,234.0 152.0 2.8% 55.0 1.0% 69% False False 87,142
10 5,386.0 5,016.5 369.5 6.9% 67.0 1.3% 87% False False 93,819
20 5,386.0 4,954.5 431.5 8.1% 87.0 1.6% 89% False False 103,789
40 5,386.0 4,922.5 463.5 8.7% 84.0 1.6% 90% False False 108,408
60 5,386.0 4,742.5 643.5 12.1% 76.5 1.4% 93% False False 87,861
80 5,386.0 4,464.5 921.5 17.3% 72.0 1.3% 95% False False 65,939
100 5,386.0 4,041.0 1,345.0 25.2% 69.0 1.3% 97% False False 52,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.2
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 5,519.0
2.618 5,459.0
1.618 5,422.0
1.000 5,399.0
0.618 5,385.0
HIGH 5,362.0
0.618 5,348.0
0.500 5,343.5
0.382 5,339.0
LOW 5,325.0
0.618 5,302.0
1.000 5,288.0
1.618 5,265.0
2.618 5,228.0
4.250 5,168.0
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 5,343.5 5,330.0
PP 5,342.0 5,320.5
S1 5,340.5 5,311.0

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

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