FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 5,286.0 5,252.0 -34.0 -0.6% 5,272.5
High 5,290.0 5,263.5 -26.5 -0.5% 5,339.5
Low 5,208.0 5,177.5 -30.5 -0.6% 5,177.5
Close 5,220.5 5,211.5 -9.0 -0.2% 5,211.5
Range 82.0 86.0 4.0 4.9% 162.0
ATR 69.1 70.3 1.2 1.8% 0.0
Volume 169 363 194 114.8% 1,946
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,475.5 5,429.5 5,259.0
R3 5,389.5 5,343.5 5,235.0
R2 5,303.5 5,303.5 5,227.5
R1 5,257.5 5,257.5 5,219.5 5,237.5
PP 5,217.5 5,217.5 5,217.5 5,207.5
S1 5,171.5 5,171.5 5,203.5 5,151.5
S2 5,131.5 5,131.5 5,195.5
S3 5,045.5 5,085.5 5,188.0
S4 4,959.5 4,999.5 5,164.0
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,729.0 5,632.0 5,300.5
R3 5,567.0 5,470.0 5,256.0
R2 5,405.0 5,405.0 5,241.0
R1 5,308.0 5,308.0 5,226.5 5,275.5
PP 5,243.0 5,243.0 5,243.0 5,226.5
S1 5,146.0 5,146.0 5,196.5 5,113.5
S2 5,081.0 5,081.0 5,182.0
S3 4,919.0 4,984.0 5,167.0
S4 4,757.0 4,822.0 5,122.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,339.5 5,177.5 162.0 3.1% 59.0 1.1% 21% False True 389
10 5,339.5 5,128.0 211.5 4.1% 49.5 1.0% 39% False False 596
20 5,339.5 4,915.0 424.5 8.1% 67.0 1.3% 70% False False 879
40 5,339.5 4,884.5 455.0 8.7% 59.0 1.1% 72% False False 553
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 7.2
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,629.0
2.618 5,488.5
1.618 5,402.5
1.000 5,349.5
0.618 5,316.5
HIGH 5,263.5
0.618 5,230.5
0.500 5,220.5
0.382 5,210.5
LOW 5,177.5
0.618 5,124.5
1.000 5,091.5
1.618 5,038.5
2.618 4,952.5
4.250 4,812.0
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 5,220.5 5,252.0
PP 5,217.5 5,238.5
S1 5,214.5 5,225.0

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

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