FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 5,564.5 5,522.0 -42.5 -0.8% 5,534.0
High 5,599.0 5,616.5 17.5 0.3% 5,599.0
Low 5,471.0 5,514.5 43.5 0.8% 5,471.0
Close 5,492.0 5,574.0 82.0 1.5% 5,492.0
Range 128.0 102.0 -26.0 -20.3% 128.0
ATR 69.8 73.7 3.9 5.6% 0.0
Volume 149,639 86,782 -62,857 -42.0% 799,870
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,874.5 5,826.0 5,630.0
R3 5,772.5 5,724.0 5,602.0
R2 5,670.5 5,670.5 5,592.5
R1 5,622.0 5,622.0 5,583.5 5,646.0
PP 5,568.5 5,568.5 5,568.5 5,580.5
S1 5,520.0 5,520.0 5,564.5 5,544.0
S2 5,466.5 5,466.5 5,555.5
S3 5,364.5 5,418.0 5,546.0
S4 5,262.5 5,316.0 5,518.0
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,904.5 5,826.5 5,562.5
R3 5,776.5 5,698.5 5,527.0
R2 5,648.5 5,648.5 5,515.5
R1 5,570.5 5,570.5 5,503.5 5,545.5
PP 5,520.5 5,520.5 5,520.5 5,508.0
S1 5,442.5 5,442.5 5,480.5 5,417.5
S2 5,392.5 5,392.5 5,468.5
S3 5,264.5 5,314.5 5,457.0
S4 5,136.5 5,186.5 5,421.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,616.5 5,471.0 145.5 2.6% 70.5 1.3% 71% True False 145,857
10 5,616.5 5,343.0 273.5 4.9% 65.0 1.2% 84% True False 101,707
20 5,616.5 5,050.0 566.5 10.2% 69.5 1.3% 92% True False 51,846
40 5,616.5 5,050.0 566.5 10.2% 56.5 1.0% 92% True False 25,968
60 5,616.5 4,744.0 872.5 15.7% 62.0 1.1% 95% True False 17,340
80 5,616.5 4,744.0 872.5 15.7% 63.5 1.1% 95% True False 13,103
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 12.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,050.0
2.618 5,883.5
1.618 5,781.5
1.000 5,718.5
0.618 5,679.5
HIGH 5,616.5
0.618 5,577.5
0.500 5,565.5
0.382 5,553.5
LOW 5,514.5
0.618 5,451.5
1.000 5,412.5
1.618 5,349.5
2.618 5,247.5
4.250 5,081.0
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 5,571.0 5,564.0
PP 5,568.5 5,554.0
S1 5,565.5 5,544.0

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

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