FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 5,730.0 5,706.5 -23.5 -0.4% 5,656.0
High 5,752.0 5,729.5 -22.5 -0.4% 5,752.0
Low 5,691.5 5,644.0 -47.5 -0.8% 5,573.5
Close 5,713.0 5,678.0 -35.0 -0.6% 5,678.0
Range 60.5 85.5 25.0 41.3% 178.5
ATR 79.9 80.3 0.4 0.5% 0.0
Volume 102,093 104,739 2,646 2.6% 449,703
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 5,940.5 5,894.5 5,725.0
R3 5,855.0 5,809.0 5,701.5
R2 5,769.5 5,769.5 5,693.5
R1 5,723.5 5,723.5 5,686.0 5,704.0
PP 5,684.0 5,684.0 5,684.0 5,674.0
S1 5,638.0 5,638.0 5,670.0 5,618.0
S2 5,598.5 5,598.5 5,662.5
S3 5,513.0 5,552.5 5,654.5
S4 5,427.5 5,467.0 5,631.0
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,203.5 6,119.0 5,776.0
R3 6,025.0 5,940.5 5,727.0
R2 5,846.5 5,846.5 5,710.5
R1 5,762.0 5,762.0 5,694.5 5,804.0
PP 5,668.0 5,668.0 5,668.0 5,689.0
S1 5,583.5 5,583.5 5,661.5 5,626.0
S2 5,489.5 5,489.5 5,645.5
S3 5,311.0 5,405.0 5,629.0
S4 5,132.5 5,226.5 5,580.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,752.0 5,573.5 178.5 3.1% 73.5 1.3% 59% False False 89,940
10 5,752.0 5,513.5 238.5 4.2% 77.5 1.4% 69% False False 95,121
20 5,752.0 5,435.0 317.0 5.6% 84.5 1.5% 77% False False 104,294
40 5,752.0 5,050.0 702.0 12.4% 76.0 1.3% 89% False False 75,901
60 5,752.0 5,050.0 702.0 12.4% 65.0 1.1% 89% False False 50,634
80 5,752.0 4,744.0 1,008.0 17.8% 67.5 1.2% 93% False False 37,995
100 5,752.0 4,744.0 1,008.0 17.8% 67.0 1.2% 93% False False 30,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 17.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,093.0
2.618 5,953.5
1.618 5,868.0
1.000 5,815.0
0.618 5,782.5
HIGH 5,729.5
0.618 5,697.0
0.500 5,687.0
0.382 5,676.5
LOW 5,644.0
0.618 5,591.0
1.000 5,558.5
1.618 5,505.5
2.618 5,420.0
4.250 5,280.5
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 5,687.0 5,698.0
PP 5,684.0 5,691.5
S1 5,681.0 5,684.5

Download as Excel Spreadsheet

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

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