FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 5,586.0 5,531.5 -54.5 -1.0% 5,522.0
High 5,606.0 5,632.5 26.5 0.5% 5,616.5
Low 5,522.5 5,506.0 -16.5 -0.3% 5,435.0
Close 5,546.5 5,529.5 -17.0 -0.3% 5,576.5
Range 83.5 126.5 43.0 51.5% 181.5
ATR 79.9 83.2 3.3 4.2% 0.0
Volume 108,014 161,771 53,757 49.8% 520,894
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,935.5 5,859.0 5,599.0
R3 5,809.0 5,732.5 5,564.5
R2 5,682.5 5,682.5 5,552.5
R1 5,606.0 5,606.0 5,541.0 5,581.0
PP 5,556.0 5,556.0 5,556.0 5,543.5
S1 5,479.5 5,479.5 5,518.0 5,454.5
S2 5,429.5 5,429.5 5,506.5
S3 5,303.0 5,353.0 5,494.5
S4 5,176.5 5,226.5 5,460.0
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 5,632.5 5,482.0 150.5 2.7% 92.0 1.7% 32% True False 116,727
10 5,632.5 5,435.0 197.5 3.6% 98.0 1.8% 48% True False 115,252
20 5,632.5 5,343.0 289.5 5.2% 75.5 1.4% 64% True False 97,212
40 5,632.5 5,050.0 582.5 10.5% 66.0 1.2% 82% True False 48,864
60 5,632.5 5,009.0 623.5 11.3% 65.0 1.2% 83% True False 32,601
80 5,632.5 4,744.0 888.5 16.1% 65.0 1.2% 88% True False 24,541
100 5,632.5 4,744.0 888.5 16.1% 68.0 1.2% 88% True False 19,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,170.0
2.618 5,963.5
1.618 5,837.0
1.000 5,759.0
0.618 5,710.5
HIGH 5,632.5
0.618 5,584.0
0.500 5,569.0
0.382 5,554.5
LOW 5,506.0
0.618 5,428.0
1.000 5,379.5
1.618 5,301.5
2.618 5,175.0
4.250 4,968.5
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 5,569.0 5,557.0
PP 5,556.0 5,548.0
S1 5,543.0 5,539.0

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

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