FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 5,361.5 5,101.0 -260.5 -4.9% 5,294.5
High 5,373.0 5,272.0 -101.0 -1.9% 5,380.0
Low 5,326.5 5,081.0 -245.5 -4.6% 5,081.0
Close 5,365.0 5,243.5 -121.5 -2.3% 5,243.5
Range 46.5 191.0 144.5 310.8% 299.0
ATR 83.5 97.8 14.3 17.2% 0.0
Volume 91,662 105,130 13,468 14.7% 371,332
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,772.0 5,698.5 5,348.5
R3 5,581.0 5,507.5 5,296.0
R2 5,390.0 5,390.0 5,278.5
R1 5,316.5 5,316.5 5,261.0 5,353.0
PP 5,199.0 5,199.0 5,199.0 5,217.0
S1 5,125.5 5,125.5 5,226.0 5,162.0
S2 5,008.0 5,008.0 5,208.5
S3 4,817.0 4,934.5 5,191.0
S4 4,626.0 4,743.5 5,138.5
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,132.0 5,986.5 5,408.0
R3 5,833.0 5,687.5 5,325.5
R2 5,534.0 5,534.0 5,298.5
R1 5,388.5 5,388.5 5,271.0 5,312.0
PP 5,235.0 5,235.0 5,235.0 5,196.5
S1 5,089.5 5,089.5 5,216.0 5,013.0
S2 4,936.0 4,936.0 5,188.5
S3 4,637.0 4,790.5 5,161.5
S4 4,338.0 4,491.5 5,079.0
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 5,081.0 299.0 5.7% 96.5 1.8% 54% False True 94,392
10 5,386.0 5,081.0 305.0 5.8% 78.0 1.5% 53% False True 89,433
20 5,386.0 4,954.5 431.5 8.2% 82.5 1.6% 67% False False 97,419
40 5,386.0 4,922.5 463.5 8.8% 83.0 1.6% 69% False False 103,446
60 5,386.0 4,765.0 621.0 11.8% 80.5 1.5% 77% False False 98,240
80 5,386.0 4,568.0 818.0 15.6% 75.0 1.4% 83% False False 73,858
100 5,386.0 4,041.0 1,345.0 25.7% 71.0 1.4% 89% False False 59,113
120 5,386.0 4,041.0 1,345.0 25.7% 69.5 1.3% 89% False False 49,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.1
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 6,084.0
2.618 5,772.0
1.618 5,581.0
1.000 5,463.0
0.618 5,390.0
HIGH 5,272.0
0.618 5,199.0
0.500 5,176.5
0.382 5,154.0
LOW 5,081.0
0.618 4,963.0
1.000 4,890.0
1.618 4,772.0
2.618 4,581.0
4.250 4,269.0
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5,221.0 5,238.5
PP 5,199.0 5,233.5
S1 5,176.5 5,229.0

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

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