FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 5,254.0 5,238.0 -16.0 -0.3% 5,294.5
High 5,256.0 5,325.0 69.0 1.3% 5,380.0
Low 5,181.0 5,229.0 48.0 0.9% 5,081.0
Close 5,196.5 5,306.5 110.0 2.1% 5,243.5
Range 75.0 96.0 21.0 28.0% 299.0
ATR 96.2 98.5 2.3 2.4% 0.0
Volume 127,997 134,010 6,013 4.7% 371,332
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,575.0 5,536.5 5,359.5
R3 5,479.0 5,440.5 5,333.0
R2 5,383.0 5,383.0 5,324.0
R1 5,344.5 5,344.5 5,315.5 5,364.0
PP 5,287.0 5,287.0 5,287.0 5,296.5
S1 5,248.5 5,248.5 5,297.5 5,268.0
S2 5,191.0 5,191.0 5,289.0
S3 5,095.0 5,152.5 5,280.0
S4 4,999.0 5,056.5 5,253.5
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 5,376.5 5,081.0 295.5 5.6% 96.0 1.8% 76% False False 106,644
10 5,380.0 5,081.0 299.0 5.6% 82.5 1.6% 75% False False 98,677
20 5,386.0 4,954.5 431.5 8.1% 77.5 1.5% 82% False False 97,715
40 5,386.0 4,954.5 431.5 8.1% 83.0 1.6% 82% False False 102,715
60 5,386.0 4,893.0 493.0 9.3% 81.5 1.5% 84% False False 102,534
80 5,386.0 4,568.0 818.0 15.4% 76.0 1.4% 90% False False 77,130
100 5,386.0 4,041.0 1,345.0 25.3% 72.0 1.4% 94% False False 61,732
120 5,386.0 4,041.0 1,345.0 25.3% 70.0 1.3% 94% False False 51,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,733.0
2.618 5,576.5
1.618 5,480.5
1.000 5,421.0
0.618 5,384.5
HIGH 5,325.0
0.618 5,288.5
0.500 5,277.0
0.382 5,265.5
LOW 5,229.0
0.618 5,169.5
1.000 5,133.0
1.618 5,073.5
2.618 4,977.5
4.250 4,821.0
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 5,296.5 5,272.0
PP 5,287.0 5,237.5
S1 5,277.0 5,203.0

Download as Excel Spreadsheet

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

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