FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 5,312.5 5,361.5 49.0 0.9% 5,319.5
High 5,376.5 5,373.0 -3.5 -0.1% 5,386.0
Low 5,305.0 5,326.5 21.5 0.4% 5,221.0
Close 5,328.5 5,365.0 36.5 0.7% 5,257.5
Range 71.5 46.5 -25.0 -35.0% 165.0
ATR 86.3 83.5 -2.8 -3.3% 0.0
Volume 74,424 91,662 17,238 23.2% 423,676
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,494.5 5,476.0 5,390.5
R3 5,448.0 5,429.5 5,378.0
R2 5,401.5 5,401.5 5,373.5
R1 5,383.0 5,383.0 5,369.5 5,392.0
PP 5,355.0 5,355.0 5,355.0 5,359.5
S1 5,336.5 5,336.5 5,360.5 5,346.0
S2 5,308.5 5,308.5 5,356.5
S3 5,262.0 5,290.0 5,352.0
S4 5,215.5 5,243.5 5,339.5
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% 76.5 1.4% 91% False False 88,400
10 5,386.0 5,221.0 165.0 3.1% 65.0 1.2% 87% False False 87,811
20 5,386.0 4,954.5 431.5 8.0% 79.0 1.5% 95% False False 98,841
40 5,386.0 4,922.5 463.5 8.6% 81.5 1.5% 95% False False 104,749
60 5,386.0 4,742.5 643.5 12.0% 78.0 1.5% 97% False False 96,512
80 5,386.0 4,568.0 818.0 15.2% 73.5 1.4% 97% False False 72,544
100 5,386.0 4,041.0 1,345.0 25.1% 70.0 1.3% 98% False False 58,064
120 5,386.0 4,041.0 1,345.0 25.1% 68.5 1.3% 98% False False 48,422
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 11.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,570.5
2.618 5,494.5
1.618 5,448.0
1.000 5,419.5
0.618 5,401.5
HIGH 5,373.0
0.618 5,355.0
0.500 5,350.0
0.382 5,344.5
LOW 5,326.5
0.618 5,298.0
1.000 5,280.0
1.618 5,251.5
2.618 5,205.0
4.250 5,129.0
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 5,360.0 5,356.0
PP 5,355.0 5,346.5
S1 5,350.0 5,337.0

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

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