FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 5,305.5 5,285.0 -20.5 -0.4% 5,254.0
High 5,331.0 5,325.0 -6.0 -0.1% 5,376.0
Low 5,250.0 5,205.0 -45.0 -0.9% 5,181.0
Close 5,308.0 5,231.0 -77.0 -1.5% 5,320.5
Range 81.0 120.0 39.0 48.1% 195.0
ATR 95.4 97.2 1.8 1.8% 0.0
Volume 116,950 83,316 -33,634 -28.8% 541,197
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,613.5 5,542.5 5,297.0
R3 5,493.5 5,422.5 5,264.0
R2 5,373.5 5,373.5 5,253.0
R1 5,302.5 5,302.5 5,242.0 5,278.0
PP 5,253.5 5,253.5 5,253.5 5,241.5
S1 5,182.5 5,182.5 5,220.0 5,158.0
S2 5,133.5 5,133.5 5,209.0
S3 5,013.5 5,062.5 5,198.0
S4 4,893.5 4,942.5 5,165.0
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 5,205.0 171.0 3.3% 93.0 1.8% 15% False True 95,891
10 5,376.5 5,081.0 295.5 5.6% 94.5 1.8% 51% False False 101,267
20 5,386.0 5,081.0 305.0 5.8% 78.5 1.5% 49% False False 94,628
40 5,386.0 4,954.5 431.5 8.2% 86.0 1.6% 64% False False 102,447
60 5,386.0 4,922.5 463.5 8.9% 83.5 1.6% 67% False False 108,228
80 5,386.0 4,568.0 818.0 15.6% 78.0 1.5% 81% False False 83,117
100 5,386.0 4,319.0 1,067.0 20.4% 72.5 1.4% 85% False False 66,521
120 5,386.0 4,041.0 1,345.0 25.7% 71.5 1.4% 88% False False 55,458
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 17.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,835.0
2.618 5,639.0
1.618 5,519.0
1.000 5,445.0
0.618 5,399.0
HIGH 5,325.0
0.618 5,279.0
0.500 5,265.0
0.382 5,251.0
LOW 5,205.0
0.618 5,131.0
1.000 5,085.0
1.618 5,011.0
2.618 4,891.0
4.250 4,695.0
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5,265.0 5,290.5
PP 5,253.5 5,270.5
S1 5,242.5 5,251.0

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

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