FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 5,509.0 5,587.0 78.0 1.4% 5,522.0
High 5,597.0 5,595.5 -1.5 0.0% 5,616.5
Low 5,495.5 5,545.0 49.5 0.9% 5,435.0
Close 5,576.5 5,555.0 -21.5 -0.4% 5,576.5
Range 101.5 50.5 -51.0 -50.2% 181.5
ATR 80.4 78.3 -2.1 -2.7% 0.0
Volume 101,644 74,546 -27,098 -26.7% 520,894
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,716.5 5,686.5 5,583.0
R3 5,666.0 5,636.0 5,569.0
R2 5,615.5 5,615.5 5,564.5
R1 5,585.5 5,585.5 5,559.5 5,575.0
PP 5,565.0 5,565.0 5,565.0 5,560.0
S1 5,535.0 5,535.0 5,550.5 5,525.0
S2 5,514.5 5,514.5 5,545.5
S3 5,464.0 5,484.5 5,541.0
S4 5,413.5 5,434.0 5,527.0
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,087.0 6,013.5 5,676.5
R3 5,905.5 5,832.0 5,626.5
R2 5,724.0 5,724.0 5,610.0
R1 5,650.5 5,650.5 5,593.0 5,687.0
PP 5,542.5 5,542.5 5,542.5 5,561.0
S1 5,469.0 5,469.0 5,560.0 5,506.0
S2 5,361.0 5,361.0 5,543.0
S3 5,179.5 5,287.5 5,526.5
S4 4,998.0 5,106.0 5,476.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,616.0 5,435.0 181.0 3.3% 89.0 1.6% 66% False False 101,731
10 5,616.5 5,435.0 181.5 3.3% 79.5 1.4% 66% False False 123,794
20 5,616.5 5,103.0 513.5 9.2% 74.5 1.3% 88% False False 77,139
40 5,616.5 5,050.0 566.5 10.2% 62.0 1.1% 89% False False 38,680
60 5,616.5 4,766.0 850.5 15.3% 62.0 1.1% 93% False False 25,811
80 5,616.5 4,744.0 872.5 15.7% 63.5 1.1% 93% False False 19,459
100 5,616.5 4,744.0 872.5 15.7% 68.0 1.2% 93% False False 15,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,810.0
2.618 5,727.5
1.618 5,677.0
1.000 5,646.0
0.618 5,626.5
HIGH 5,595.5
0.618 5,576.0
0.500 5,570.0
0.382 5,564.5
LOW 5,545.0
0.618 5,514.0
1.000 5,494.5
1.618 5,463.5
2.618 5,413.0
4.250 5,330.5
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 5,570.0 5,542.0
PP 5,565.0 5,529.0
S1 5,560.0 5,516.0

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

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