FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 5,645.0 5,656.0 11.0 0.2% 5,580.0
High 5,656.0 5,665.0 9.0 0.2% 5,688.0
Low 5,581.5 5,633.5 52.0 0.9% 5,513.5
Close 5,637.0 5,647.5 10.5 0.2% 5,637.0
Range 74.5 31.5 -43.0 -57.7% 174.5
ATR 82.1 78.5 -3.6 -4.4% 0.0
Volume 103,208 49,293 -53,915 -52.2% 501,515
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 5,743.0 5,727.0 5,665.0
R3 5,711.5 5,695.5 5,656.0
R2 5,680.0 5,680.0 5,653.5
R1 5,664.0 5,664.0 5,650.5 5,656.0
PP 5,648.5 5,648.5 5,648.5 5,645.0
S1 5,632.5 5,632.5 5,644.5 5,625.0
S2 5,617.0 5,617.0 5,641.5
S3 5,585.5 5,601.0 5,639.0
S4 5,554.0 5,569.5 5,630.0
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,136.5 6,061.0 5,733.0
R3 5,962.0 5,886.5 5,685.0
R2 5,787.5 5,787.5 5,669.0
R1 5,712.0 5,712.0 5,653.0 5,750.0
PP 5,613.0 5,613.0 5,613.0 5,631.5
S1 5,537.5 5,537.5 5,621.0 5,575.0
S2 5,438.5 5,438.5 5,605.0
S3 5,264.0 5,363.0 5,589.0
S4 5,089.5 5,188.5 5,541.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,688.0 5,525.0 163.0 2.9% 70.5 1.2% 75% False False 91,326
10 5,688.0 5,482.0 206.0 3.6% 80.0 1.4% 80% False False 109,004
20 5,688.0 5,435.0 253.0 4.5% 80.0 1.4% 84% False False 116,399
40 5,688.0 5,050.0 638.0 11.3% 74.0 1.3% 94% False False 65,924
60 5,688.0 5,050.0 638.0 11.3% 64.5 1.1% 94% False False 43,972
80 5,688.0 4,744.0 944.0 16.7% 66.5 1.2% 96% False False 32,994
100 5,688.0 4,744.0 944.0 16.7% 65.5 1.2% 96% False False 26,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19.6
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5,799.0
2.618 5,747.5
1.618 5,716.0
1.000 5,696.5
0.618 5,684.5
HIGH 5,665.0
0.618 5,653.0
0.500 5,649.0
0.382 5,645.5
LOW 5,633.5
0.618 5,614.0
1.000 5,602.0
1.618 5,582.5
2.618 5,551.0
4.250 5,499.5
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 5,649.0 5,643.0
PP 5,648.5 5,639.0
S1 5,648.0 5,635.0

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

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