FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
26-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 5,278.0 5,061.0 -217.0 -4.1% 5,258.0
High 5,278.0 5,217.5 -60.5 -1.1% 5,328.0
Low 5,145.5 5,061.0 -84.5 -1.6% 5,061.0
Close 5,147.5 5,199.0 51.5 1.0% 5,199.0
Range 132.5 156.5 24.0 18.1% 267.0
ATR 77.6 83.2 5.6 7.3% 0.0
Volume 5,703 1,405 -4,298 -75.4% 8,882
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,628.5 5,570.5 5,285.0
R3 5,472.0 5,414.0 5,242.0
R2 5,315.5 5,315.5 5,227.5
R1 5,257.5 5,257.5 5,213.5 5,286.5
PP 5,159.0 5,159.0 5,159.0 5,174.0
S1 5,101.0 5,101.0 5,184.5 5,130.0
S2 5,002.5 5,002.5 5,170.5
S3 4,846.0 4,944.5 5,156.0
S4 4,689.5 4,788.0 5,113.0
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,997.0 5,865.0 5,346.0
R3 5,730.0 5,598.0 5,272.5
R2 5,463.0 5,463.0 5,248.0
R1 5,331.0 5,331.0 5,223.5 5,263.5
PP 5,196.0 5,196.0 5,196.0 5,162.0
S1 5,064.0 5,064.0 5,174.5 4,996.5
S2 4,929.0 4,929.0 5,150.0
S3 4,662.0 4,797.0 5,125.5
S4 4,395.0 4,530.0 5,052.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,328.0 5,061.0 267.0 5.1% 89.5 1.7% 52% False True 1,776
10 5,339.5 5,061.0 278.5 5.4% 74.5 1.4% 50% False True 1,082
20 5,339.5 4,915.0 424.5 8.2% 65.5 1.3% 67% False False 870
40 5,339.5 4,901.5 438.0 8.4% 62.5 1.2% 68% False False 708
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 4.2
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 5,882.5
2.618 5,627.0
1.618 5,470.5
1.000 5,374.0
0.618 5,314.0
HIGH 5,217.5
0.618 5,157.5
0.500 5,139.0
0.382 5,121.0
LOW 5,061.0
0.618 4,964.5
1.000 4,904.5
1.618 4,808.0
2.618 4,651.5
4.250 4,396.0
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5,179.0 5,197.0
PP 5,159.0 5,195.5
S1 5,139.0 5,193.5

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

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