FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 5,531.5 5,559.5 28.0 0.5% 5,587.0
High 5,632.5 5,595.5 -37.0 -0.7% 5,632.5
Low 5,506.0 5,538.0 32.0 0.6% 5,482.0
Close 5,529.5 5,558.0 28.5 0.5% 5,558.0
Range 126.5 57.5 -69.0 -54.5% 150.5
ATR 83.2 82.0 -1.2 -1.5% 0.0
Volume 161,771 131,790 -29,981 -18.5% 613,784
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 5,736.5 5,704.5 5,589.5
R3 5,679.0 5,647.0 5,574.0
R2 5,621.5 5,621.5 5,568.5
R1 5,589.5 5,589.5 5,563.5 5,577.0
PP 5,564.0 5,564.0 5,564.0 5,557.5
S1 5,532.0 5,532.0 5,552.5 5,519.0
S2 5,506.5 5,506.5 5,547.5
S3 5,449.0 5,474.5 5,542.0
S4 5,391.5 5,417.0 5,526.5
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,009.0 5,934.0 5,641.0
R3 5,858.5 5,783.5 5,599.5
R2 5,708.0 5,708.0 5,585.5
R1 5,633.0 5,633.0 5,572.0 5,595.0
PP 5,557.5 5,557.5 5,557.5 5,538.5
S1 5,482.5 5,482.5 5,544.0 5,445.0
S2 5,407.0 5,407.0 5,530.5
S3 5,256.5 5,332.0 5,516.5
S4 5,106.0 5,181.5 5,475.0
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% 83.0 1.5% 50% False False 122,756
10 5,632.5 5,435.0 197.5 3.6% 91.0 1.6% 62% False False 113,467
20 5,632.5 5,343.0 289.5 5.2% 74.0 1.3% 74% False False 103,419
40 5,632.5 5,050.0 582.5 10.5% 67.5 1.2% 87% False False 52,159
60 5,632.5 5,047.0 585.5 10.5% 64.5 1.2% 87% False False 34,795
80 5,632.5 4,744.0 888.5 16.0% 64.5 1.2% 92% False False 26,185
100 5,632.5 4,744.0 888.5 16.0% 67.5 1.2% 92% False False 20,970
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 16.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,840.0
2.618 5,746.0
1.618 5,688.5
1.000 5,653.0
0.618 5,631.0
HIGH 5,595.5
0.618 5,573.5
0.500 5,567.0
0.382 5,560.0
LOW 5,538.0
0.618 5,502.5
1.000 5,480.5
1.618 5,445.0
2.618 5,387.5
4.250 5,293.5
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 5,567.0 5,569.0
PP 5,564.0 5,565.5
S1 5,561.0 5,562.0

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

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