FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5,282.5 5,237.0 -45.5 -0.9% 5,330.5
High 5,305.5 5,284.0 -21.5 -0.4% 5,337.0
Low 5,193.5 5,213.0 19.5 0.4% 5,193.5
Close 5,230.5 5,284.0 53.5 1.0% 5,284.0
Range 112.0 71.0 -41.0 -36.6% 143.5
ATR 90.2 88.9 -1.4 -1.5% 0.0
Volume 230,961 160,275 -70,686 -30.6% 1,063,699
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,473.5 5,449.5 5,323.0
R3 5,402.5 5,378.5 5,303.5
R2 5,331.5 5,331.5 5,297.0
R1 5,307.5 5,307.5 5,290.5 5,319.5
PP 5,260.5 5,260.5 5,260.5 5,266.0
S1 5,236.5 5,236.5 5,277.5 5,248.5
S2 5,189.5 5,189.5 5,271.0
S3 5,118.5 5,165.5 5,264.5
S4 5,047.5 5,094.5 5,245.0
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,702.0 5,636.5 5,363.0
R3 5,558.5 5,493.0 5,323.5
R2 5,415.0 5,415.0 5,310.5
R1 5,349.5 5,349.5 5,297.0 5,310.5
PP 5,271.5 5,271.5 5,271.5 5,252.0
S1 5,206.0 5,206.0 5,271.0 5,167.0
S2 5,128.0 5,128.0 5,257.5
S3 4,984.5 5,062.5 5,244.5
S4 4,841.0 4,919.0 5,205.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,337.0 5,193.5 143.5 2.7% 70.5 1.3% 63% False False 212,739
10 5,337.0 5,174.5 162.5 3.1% 75.5 1.4% 67% False False 163,182
20 5,380.0 5,081.0 299.0 5.7% 83.5 1.6% 68% False False 132,249
40 5,386.0 4,954.5 431.5 8.2% 84.0 1.6% 76% False False 117,055
60 5,386.0 4,922.5 463.5 8.8% 83.0 1.6% 78% False False 115,698
80 5,386.0 4,742.5 643.5 12.2% 78.5 1.5% 84% False False 100,985
100 5,386.0 4,480.0 906.0 17.1% 74.5 1.4% 89% False False 80,819
120 5,386.0 4,041.0 1,345.0 25.5% 71.5 1.4% 92% False False 67,384
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,586.0
2.618 5,470.0
1.618 5,399.0
1.000 5,355.0
0.618 5,328.0
HIGH 5,284.0
0.618 5,257.0
0.500 5,248.5
0.382 5,240.0
LOW 5,213.0
0.618 5,169.0
1.000 5,142.0
1.618 5,098.0
2.618 5,027.0
4.250 4,911.0
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5,272.0 5,278.0
PP 5,260.5 5,271.5
S1 5,248.5 5,265.0

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

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