FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 5,652.5 5,711.5 59.0 1.0% 5,656.0
High 5,724.5 5,770.0 45.5 0.8% 5,752.0
Low 5,641.0 5,678.5 37.5 0.7% 5,573.5
Close 5,706.5 5,740.5 34.0 0.6% 5,678.0
Range 83.5 91.5 8.0 9.6% 178.5
ATR 81.4 82.1 0.7 0.9% 0.0
Volume 80,226 100,216 19,990 24.9% 449,703
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,004.0 5,964.0 5,791.0
R3 5,912.5 5,872.5 5,765.5
R2 5,821.0 5,821.0 5,757.5
R1 5,781.0 5,781.0 5,749.0 5,801.0
PP 5,729.5 5,729.5 5,729.5 5,740.0
S1 5,689.5 5,689.5 5,732.0 5,709.5
S2 5,638.0 5,638.0 5,723.5
S3 5,546.5 5,598.0 5,715.5
S4 5,455.0 5,506.5 5,690.0
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 5,770.0 5,641.0 129.0 2.2% 87.0 1.5% 77% True False 91,026
10 5,770.0 5,573.5 196.5 3.4% 79.5 1.4% 85% True False 90,330
20 5,770.0 5,482.0 288.0 5.0% 82.0 1.4% 90% True False 100,851
40 5,770.0 5,085.0 685.0 11.9% 78.5 1.4% 96% True False 84,599
60 5,770.0 5,050.0 720.0 12.5% 67.5 1.2% 96% True False 56,468
80 5,770.0 4,744.0 1,026.0 17.9% 67.0 1.2% 97% True False 42,370
100 5,770.0 4,744.0 1,026.0 17.9% 68.0 1.2% 97% True False 33,976
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 19.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,159.0
2.618 6,009.5
1.618 5,918.0
1.000 5,861.5
0.618 5,826.5
HIGH 5,770.0
0.618 5,735.0
0.500 5,724.0
0.382 5,713.5
LOW 5,678.5
0.618 5,622.0
1.000 5,587.0
1.618 5,530.5
2.618 5,439.0
4.250 5,289.5
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 5,735.0 5,729.0
PP 5,729.5 5,717.0
S1 5,724.0 5,705.5

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

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