FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5,285.0 5,288.5 3.5 0.1% 5,260.0
High 5,292.0 5,288.5 -3.5 -0.1% 5,288.0
Low 5,257.0 5,209.0 -48.0 -0.9% 5,135.0
Close 5,269.0 5,238.5 -30.5 -0.6% 5,216.5
Range 35.0 79.5 44.5 127.1% 153.0
ATR 81.3 81.2 -0.1 -0.2% 0.0
Volume 30,966 221,412 190,446 615.0% 65,103
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,484.0 5,440.5 5,282.0
R3 5,404.5 5,361.0 5,260.5
R2 5,325.0 5,325.0 5,253.0
R1 5,281.5 5,281.5 5,246.0 5,263.5
PP 5,245.5 5,245.5 5,245.5 5,236.0
S1 5,202.0 5,202.0 5,231.0 5,184.0
S2 5,166.0 5,166.0 5,224.0
S3 5,086.5 5,122.5 5,216.5
S4 5,007.0 5,043.0 5,195.0
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,672.0 5,597.5 5,300.5
R3 5,519.0 5,444.5 5,258.5
R2 5,366.0 5,366.0 5,244.5
R1 5,291.5 5,291.5 5,230.5 5,252.0
PP 5,213.0 5,213.0 5,213.0 5,193.5
S1 5,138.5 5,138.5 5,202.5 5,099.0
S2 5,060.0 5,060.0 5,188.5
S3 4,907.0 4,985.5 5,174.5
S4 4,754.0 4,832.5 5,132.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,292.0 5,135.0 157.0 3.0% 59.0 1.1% 66% False False 62,872
10 5,330.0 5,135.0 195.0 3.7% 72.5 1.4% 53% False False 32,217
20 5,330.0 5,061.0 269.0 5.1% 76.5 1.5% 66% False False 16,694
40 5,339.5 4,915.0 424.5 8.1% 71.5 1.4% 76% False False 8,767
60 5,339.5 4,884.5 455.0 8.7% 63.5 1.2% 78% False False 5,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,626.5
2.618 5,496.5
1.618 5,417.0
1.000 5,368.0
0.618 5,337.5
HIGH 5,288.5
0.618 5,258.0
0.500 5,249.0
0.382 5,239.5
LOW 5,209.0
0.618 5,160.0
1.000 5,129.5
1.618 5,080.5
2.618 5,001.0
4.250 4,871.0
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5,249.0 5,250.5
PP 5,245.5 5,246.5
S1 5,242.0 5,242.5

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

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