FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 5,171.5 5,326.0 154.5 3.0% 5,285.0
High 5,280.0 5,346.5 66.5 1.3% 5,296.5
Low 5,165.5 5,306.0 140.5 2.7% 5,140.0
Close 5,248.5 5,315.0 66.5 1.3% 5,157.0
Range 114.5 40.5 -74.0 -64.6% 156.5
ATR 87.3 88.1 0.8 0.9% 0.0
Volume 221,963 64,187 -157,776 -71.1% 723,292
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,444.0 5,420.0 5,337.5
R3 5,403.5 5,379.5 5,326.0
R2 5,363.0 5,363.0 5,322.5
R1 5,339.0 5,339.0 5,318.5 5,331.0
PP 5,322.5 5,322.5 5,322.5 5,318.5
S1 5,298.5 5,298.5 5,311.5 5,290.0
S2 5,282.0 5,282.0 5,307.5
S3 5,241.5 5,258.0 5,304.0
S4 5,201.0 5,217.5 5,292.5
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,667.5 5,568.5 5,243.0
R3 5,511.0 5,412.0 5,200.0
R2 5,354.5 5,354.5 5,185.5
R1 5,255.5 5,255.5 5,171.5 5,227.0
PP 5,198.0 5,198.0 5,198.0 5,183.5
S1 5,099.0 5,099.0 5,142.5 5,070.0
S2 5,041.5 5,041.5 5,128.5
S3 4,885.0 4,942.5 5,114.0
S4 4,728.5 4,786.0 5,071.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,346.5 5,140.0 206.5 3.9% 85.5 1.6% 85% True False 151,412
10 5,346.5 5,135.0 211.5 4.0% 72.5 1.4% 85% True False 107,142
20 5,346.5 5,061.0 285.5 5.4% 82.0 1.5% 89% True False 54,443
40 5,346.5 4,915.0 431.5 8.1% 74.0 1.4% 93% True False 27,616
60 5,346.5 4,884.5 462.0 8.7% 67.0 1.3% 93% True False 18,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,518.5
2.618 5,452.5
1.618 5,412.0
1.000 5,387.0
0.618 5,371.5
HIGH 5,346.5
0.618 5,331.0
0.500 5,326.0
0.382 5,321.5
LOW 5,306.0
0.618 5,281.0
1.000 5,265.5
1.618 5,240.5
2.618 5,200.0
4.250 5,134.0
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 5,326.0 5,291.0
PP 5,322.5 5,267.0
S1 5,319.0 5,243.0

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

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