FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 5,299.0 5,305.5 6.5 0.1% 5,254.0
High 5,376.0 5,331.0 -45.0 -0.8% 5,376.0
Low 5,273.0 5,250.0 -23.0 -0.4% 5,181.0
Close 5,320.5 5,308.0 -12.5 -0.2% 5,320.5
Range 103.0 81.0 -22.0 -21.4% 195.0
ATR 96.5 95.4 -1.1 -1.1% 0.0
Volume 98,093 116,950 18,857 19.2% 541,197
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,539.5 5,504.5 5,352.5
R3 5,458.5 5,423.5 5,330.5
R2 5,377.5 5,377.5 5,323.0
R1 5,342.5 5,342.5 5,315.5 5,360.0
PP 5,296.5 5,296.5 5,296.5 5,305.0
S1 5,261.5 5,261.5 5,300.5 5,279.0
S2 5,215.5 5,215.5 5,293.0
S3 5,134.5 5,180.5 5,285.5
S4 5,053.5 5,099.5 5,263.5
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,877.5 5,794.0 5,428.0
R3 5,682.5 5,599.0 5,374.0
R2 5,487.5 5,487.5 5,356.0
R1 5,404.0 5,404.0 5,338.5 5,446.0
PP 5,292.5 5,292.5 5,292.5 5,313.5
S1 5,209.0 5,209.0 5,302.5 5,251.0
S2 5,097.5 5,097.5 5,285.0
S3 4,902.5 5,014.0 5,267.0
S4 4,707.5 4,819.0 5,213.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,376.0 5,229.0 147.0 2.8% 88.0 1.7% 54% False False 106,030
10 5,380.0 5,081.0 299.0 5.6% 91.0 1.7% 76% False False 102,947
20 5,386.0 5,081.0 305.0 5.7% 76.5 1.4% 74% False False 95,502
40 5,386.0 4,954.5 431.5 8.1% 84.5 1.6% 82% False False 102,684
60 5,386.0 4,922.0 464.0 8.7% 83.0 1.6% 83% False False 107,710
80 5,386.0 4,568.0 818.0 15.4% 77.0 1.4% 90% False False 82,080
100 5,386.0 4,270.0 1,116.0 21.0% 72.0 1.4% 93% False False 65,689
120 5,386.0 4,041.0 1,345.0 25.3% 71.0 1.3% 94% False False 54,768
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 13.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,675.0
2.618 5,543.0
1.618 5,462.0
1.000 5,412.0
0.618 5,381.0
HIGH 5,331.0
0.618 5,300.0
0.500 5,290.5
0.382 5,281.0
LOW 5,250.0
0.618 5,200.0
1.000 5,169.0
1.618 5,119.0
2.618 5,038.0
4.250 4,906.0
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 5,302.0 5,313.0
PP 5,296.5 5,311.5
S1 5,290.5 5,309.5

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

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