FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 5,198.0 5,254.0 56.0 1.1% 5,305.5
High 5,256.0 5,315.0 59.0 1.1% 5,331.0
Low 5,193.0 5,251.5 58.5 1.1% 5,174.5
Close 5,238.0 5,258.5 20.5 0.4% 5,258.5
Range 63.0 63.5 0.5 0.8% 156.5
ATR 93.1 92.0 -1.2 -1.2% 0.0
Volume 131,724 116,064 -15,660 -11.9% 568,126
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,465.5 5,425.5 5,293.5
R3 5,402.0 5,362.0 5,276.0
R2 5,338.5 5,338.5 5,270.0
R1 5,298.5 5,298.5 5,264.5 5,318.5
PP 5,275.0 5,275.0 5,275.0 5,285.0
S1 5,235.0 5,235.0 5,252.5 5,255.0
S2 5,211.5 5,211.5 5,247.0
S3 5,148.0 5,171.5 5,241.0
S4 5,084.5 5,108.0 5,223.5
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,724.0 5,648.0 5,344.5
R3 5,567.5 5,491.5 5,301.5
R2 5,411.0 5,411.0 5,287.0
R1 5,335.0 5,335.0 5,273.0 5,295.0
PP 5,254.5 5,254.5 5,254.5 5,234.5
S1 5,178.5 5,178.5 5,244.0 5,138.0
S2 5,098.0 5,098.0 5,230.0
S3 4,941.5 5,022.0 5,215.5
S4 4,785.0 4,865.5 5,172.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,331.0 5,174.5 156.5 3.0% 80.0 1.5% 54% False False 113,625
10 5,376.0 5,174.5 201.5 3.8% 83.5 1.6% 42% False False 110,932
20 5,386.0 5,081.0 305.0 5.8% 81.0 1.5% 58% False False 100,182
40 5,386.0 4,954.5 431.5 8.2% 86.5 1.6% 70% False False 103,884
60 5,386.0 4,922.5 463.5 8.8% 83.0 1.6% 72% False False 106,827
80 5,386.0 4,592.5 793.5 15.1% 78.0 1.5% 84% False False 87,698
100 5,386.0 4,400.5 985.5 18.7% 73.5 1.4% 87% False False 70,190
120 5,386.0 4,041.0 1,345.0 25.6% 71.5 1.4% 91% False False 58,523
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 18.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,585.0
2.618 5,481.0
1.618 5,417.5
1.000 5,378.5
0.618 5,354.0
HIGH 5,315.0
0.618 5,290.5
0.500 5,283.0
0.382 5,276.0
LOW 5,251.5
0.618 5,212.5
1.000 5,188.0
1.618 5,149.0
2.618 5,085.5
4.250 4,981.5
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5,283.0 5,254.0
PP 5,275.0 5,249.5
S1 5,267.0 5,245.0

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

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