FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 5,685.0 5,670.0 -15.0 -0.3% 5,736.0
High 5,719.0 5,756.0 37.0 0.6% 5,774.5
Low 5,647.0 5,667.5 20.5 0.4% 5,612.5
Close 5,676.0 5,744.0 68.0 1.2% 5,661.0
Range 72.0 88.5 16.5 22.9% 162.0
ATR 75.8 76.7 0.9 1.2% 0.0
Volume 107,890 98,267 -9,623 -8.9% 461,297
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 5,988.0 5,954.5 5,792.5
R3 5,899.5 5,866.0 5,768.5
R2 5,811.0 5,811.0 5,760.0
R1 5,777.5 5,777.5 5,752.0 5,794.0
PP 5,722.5 5,722.5 5,722.5 5,731.0
S1 5,689.0 5,689.0 5,736.0 5,706.0
S2 5,634.0 5,634.0 5,728.0
S3 5,545.5 5,600.5 5,719.5
S4 5,457.0 5,512.0 5,695.5
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 5,756.0 5,612.5 143.5 2.5% 72.5 1.3% 92% True False 99,155
10 5,774.5 5,612.5 162.0 2.8% 71.0 1.2% 81% False False 91,091
20 5,774.5 5,573.5 201.0 3.5% 72.5 1.3% 85% False False 91,068
40 5,774.5 5,343.0 431.5 7.5% 77.0 1.3% 93% False False 101,865
60 5,774.5 5,050.0 724.5 12.6% 72.5 1.3% 96% False False 68,640
80 5,774.5 5,050.0 724.5 12.6% 67.5 1.2% 96% False False 51,495
100 5,774.5 4,744.0 1,030.5 17.9% 67.5 1.2% 97% False False 41,257
120 5,774.5 4,744.0 1,030.5 17.9% 69.0 1.2% 97% False False 34,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,132.0
2.618 5,987.5
1.618 5,899.0
1.000 5,844.5
0.618 5,810.5
HIGH 5,756.0
0.618 5,722.0
0.500 5,712.0
0.382 5,701.5
LOW 5,667.5
0.618 5,613.0
1.000 5,579.0
1.618 5,524.5
2.618 5,436.0
4.250 5,291.5
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 5,733.0 5,727.0
PP 5,722.5 5,710.0
S1 5,712.0 5,693.0

Download as Excel Spreadsheet

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

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