FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 5,288.5 5,256.5 -32.0 -0.6% 5,260.0
High 5,288.5 5,296.5 8.0 0.2% 5,288.0
Low 5,209.0 5,243.5 34.5 0.7% 5,135.0
Close 5,238.5 5,277.5 39.0 0.7% 5,216.5
Range 79.5 53.0 -26.5 -33.3% 153.0
ATR 81.2 79.6 -1.7 -2.0% 0.0
Volume 221,412 189,910 -31,502 -14.2% 65,103
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,431.5 5,407.5 5,306.5
R3 5,378.5 5,354.5 5,292.0
R2 5,325.5 5,325.5 5,287.0
R1 5,301.5 5,301.5 5,282.5 5,313.5
PP 5,272.5 5,272.5 5,272.5 5,278.5
S1 5,248.5 5,248.5 5,272.5 5,260.5
S2 5,219.5 5,219.5 5,268.0
S3 5,166.5 5,195.5 5,263.0
S4 5,113.5 5,142.5 5,248.5
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 5,296.5 5,154.0 142.5 2.7% 56.0 1.1% 87% True False 100,064
10 5,330.0 5,135.0 195.0 3.7% 71.5 1.4% 73% False False 51,097
20 5,330.0 5,061.0 269.0 5.1% 77.5 1.5% 80% False False 26,159
40 5,339.5 4,915.0 424.5 8.0% 71.0 1.3% 85% False False 13,513
60 5,339.5 4,884.5 455.0 8.6% 64.0 1.2% 86% False False 9,081
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 15.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,522.0
2.618 5,435.5
1.618 5,382.5
1.000 5,349.5
0.618 5,329.5
HIGH 5,296.5
0.618 5,276.5
0.500 5,270.0
0.382 5,263.5
LOW 5,243.5
0.618 5,210.5
1.000 5,190.5
1.618 5,157.5
2.618 5,104.5
4.250 5,018.0
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 5,275.0 5,269.0
PP 5,272.5 5,261.0
S1 5,270.0 5,253.0

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

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