FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 5,656.0 5,685.0 29.0 0.5% 5,736.0
High 5,684.5 5,719.0 34.5 0.6% 5,774.5
Low 5,629.5 5,647.0 17.5 0.3% 5,612.5
Close 5,661.0 5,676.0 15.0 0.3% 5,661.0
Range 55.0 72.0 17.0 30.9% 162.0
ATR 76.0 75.8 -0.3 -0.4% 0.0
Volume 90,391 107,890 17,499 19.4% 461,297
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 5,896.5 5,858.5 5,715.5
R3 5,824.5 5,786.5 5,696.0
R2 5,752.5 5,752.5 5,689.0
R1 5,714.5 5,714.5 5,682.5 5,697.5
PP 5,680.5 5,680.5 5,680.5 5,672.0
S1 5,642.5 5,642.5 5,669.5 5,625.5
S2 5,608.5 5,608.5 5,663.0
S3 5,536.5 5,570.5 5,656.0
S4 5,464.5 5,498.5 5,636.5
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,168.5 6,077.0 5,750.0
R3 6,006.5 5,915.0 5,705.5
R2 5,844.5 5,844.5 5,690.5
R1 5,753.0 5,753.0 5,676.0 5,718.0
PP 5,682.5 5,682.5 5,682.5 5,665.0
S1 5,591.0 5,591.0 5,646.0 5,556.0
S2 5,520.5 5,520.5 5,631.5
S3 5,358.5 5,429.0 5,616.5
S4 5,196.5 5,267.0 5,572.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,729.0 5,612.5 116.5 2.1% 69.5 1.2% 55% False False 99,696
10 5,774.5 5,612.5 162.0 2.9% 69.5 1.2% 39% False False 90,732
20 5,774.5 5,525.0 249.5 4.4% 74.5 1.3% 61% False False 91,982
40 5,774.5 5,343.0 431.5 7.6% 76.0 1.3% 77% False False 99,969
60 5,774.5 5,050.0 724.5 12.8% 71.0 1.3% 86% False False 67,002
80 5,774.5 5,050.0 724.5 12.8% 67.0 1.2% 86% False False 50,268
100 5,774.5 4,744.0 1,030.5 18.2% 67.0 1.2% 90% False False 40,278
120 5,774.5 4,744.0 1,030.5 18.2% 69.0 1.2% 90% False False 33,590
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,025.0
2.618 5,907.5
1.618 5,835.5
1.000 5,791.0
0.618 5,763.5
HIGH 5,719.0
0.618 5,691.5
0.500 5,683.0
0.382 5,674.5
LOW 5,647.0
0.618 5,602.5
1.000 5,575.0
1.618 5,530.5
2.618 5,458.5
4.250 5,341.0
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 5,683.0 5,675.5
PP 5,680.5 5,675.0
S1 5,678.5 5,674.0

Download as Excel Spreadsheet

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

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