FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 5,287.0 5,294.5 7.5 0.1% 5,319.5
High 5,309.5 5,380.0 70.5 1.3% 5,386.0
Low 5,221.0 5,294.5 73.5 1.4% 5,221.0
Close 5,257.5 5,351.0 93.5 1.8% 5,257.5
Range 88.5 85.5 -3.0 -3.4% 165.0
ATR 84.8 87.5 2.7 3.2% 0.0
Volume 100,631 100,116 -515 -0.5% 423,676
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,598.5 5,560.0 5,398.0
R3 5,513.0 5,474.5 5,374.5
R2 5,427.5 5,427.5 5,366.5
R1 5,389.0 5,389.0 5,359.0 5,408.0
PP 5,342.0 5,342.0 5,342.0 5,351.5
S1 5,303.5 5,303.5 5,343.0 5,323.0
S2 5,256.5 5,256.5 5,335.5
S3 5,171.0 5,218.0 5,327.5
S4 5,085.5 5,132.5 5,304.0
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,783.0 5,685.5 5,348.0
R3 5,618.0 5,520.5 5,303.0
R2 5,453.0 5,453.0 5,288.0
R1 5,355.5 5,355.5 5,272.5 5,322.0
PP 5,288.0 5,288.0 5,288.0 5,271.5
S1 5,190.5 5,190.5 5,242.5 5,157.0
S2 5,123.0 5,123.0 5,227.0
S3 4,958.0 5,025.5 5,212.0
S4 4,793.0 4,860.5 5,167.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,380.0 5,221.0 159.0 3.0% 69.0 1.3% 82% True False 90,710
10 5,386.0 5,201.0 185.0 3.5% 63.0 1.2% 81% False False 87,989
20 5,386.0 4,954.5 431.5 8.1% 83.5 1.6% 92% False False 101,109
40 5,386.0 4,922.5 463.5 8.7% 82.5 1.5% 92% False False 105,776
60 5,386.0 4,742.5 643.5 12.0% 78.5 1.5% 95% False False 93,747
80 5,386.0 4,545.0 841.0 15.7% 73.5 1.4% 96% False False 70,470
100 5,386.0 4,041.0 1,345.0 25.1% 69.5 1.3% 97% False False 56,409
120 5,386.0 4,041.0 1,345.0 25.1% 68.0 1.3% 97% False False 47,052
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 13.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,743.5
2.618 5,604.0
1.618 5,518.5
1.000 5,465.5
0.618 5,433.0
HIGH 5,380.0
0.618 5,347.5
0.500 5,337.0
0.382 5,327.0
LOW 5,294.5
0.618 5,241.5
1.000 5,209.0
1.618 5,156.0
2.618 5,070.5
4.250 4,931.0
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 5,346.5 5,334.0
PP 5,342.0 5,317.5
S1 5,337.0 5,300.5

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

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