FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5,209.5 5,198.0 -11.5 -0.2% 5,254.0
High 5,247.0 5,256.0 9.0 0.2% 5,376.0
Low 5,174.5 5,193.0 18.5 0.4% 5,181.0
Close 5,208.5 5,238.0 29.5 0.6% 5,320.5
Range 72.5 63.0 -9.5 -13.1% 195.0
ATR 95.4 93.1 -2.3 -2.4% 0.0
Volume 120,072 131,724 11,652 9.7% 541,197
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,418.0 5,391.0 5,272.5
R3 5,355.0 5,328.0 5,255.5
R2 5,292.0 5,292.0 5,249.5
R1 5,265.0 5,265.0 5,244.0 5,278.5
PP 5,229.0 5,229.0 5,229.0 5,236.0
S1 5,202.0 5,202.0 5,232.0 5,215.5
S2 5,166.0 5,166.0 5,226.5
S3 5,103.0 5,139.0 5,220.5
S4 5,040.0 5,076.0 5,203.5
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 5,174.5 201.5 3.8% 88.0 1.7% 32% False False 110,031
10 5,376.0 5,081.0 295.0 5.6% 96.0 1.8% 53% False False 109,838
20 5,386.0 5,081.0 305.0 5.8% 80.5 1.5% 51% False False 98,825
40 5,386.0 4,954.5 431.5 8.2% 86.0 1.6% 66% False False 103,715
60 5,386.0 4,922.5 463.5 8.8% 83.0 1.6% 68% False False 107,667
80 5,386.0 4,592.5 793.5 15.1% 78.0 1.5% 81% False False 86,248
100 5,386.0 4,400.5 985.5 18.8% 73.0 1.4% 85% False False 69,033
120 5,386.0 4,041.0 1,345.0 25.7% 71.5 1.4% 89% False False 57,556
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20.0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,524.0
2.618 5,421.0
1.618 5,358.0
1.000 5,319.0
0.618 5,295.0
HIGH 5,256.0
0.618 5,232.0
0.500 5,224.5
0.382 5,217.0
LOW 5,193.0
0.618 5,154.0
1.000 5,130.0
1.618 5,091.0
2.618 5,028.0
4.250 4,925.0
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5,233.5 5,250.0
PP 5,229.0 5,246.0
S1 5,224.5 5,242.0

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

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