FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 5,859.5 5,839.5 -20.0 -0.3% 5,685.0
High 5,872.5 5,892.5 20.0 0.3% 5,888.0
Low 5,829.0 5,826.0 -3.0 -0.1% 5,647.0
Close 5,839.0 5,864.0 25.0 0.4% 5,850.5
Range 43.5 66.5 23.0 52.9% 241.0
ATR 75.9 75.2 -0.7 -0.9% 0.0
Volume 77,968 111,360 33,392 42.8% 506,947
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,060.5 6,028.5 5,900.5
R3 5,994.0 5,962.0 5,882.5
R2 5,927.5 5,927.5 5,876.0
R1 5,895.5 5,895.5 5,870.0 5,911.5
PP 5,861.0 5,861.0 5,861.0 5,869.0
S1 5,829.0 5,829.0 5,858.0 5,845.0
S2 5,794.5 5,794.5 5,852.0
S3 5,728.0 5,762.5 5,845.5
S4 5,661.5 5,696.0 5,827.5
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,518.0 6,425.5 5,983.0
R3 6,277.0 6,184.5 5,917.0
R2 6,036.0 6,036.0 5,894.5
R1 5,943.5 5,943.5 5,872.5 5,990.0
PP 5,795.0 5,795.0 5,795.0 5,818.5
S1 5,702.5 5,702.5 5,828.5 5,749.0
S2 5,554.0 5,554.0 5,806.5
S3 5,313.0 5,461.5 5,784.0
S4 5,072.0 5,220.5 5,718.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,892.5 5,718.0 174.5 3.0% 66.0 1.1% 84% True False 98,023
10 5,892.5 5,612.5 280.0 4.8% 69.5 1.2% 90% True False 98,589
20 5,892.5 5,612.5 280.0 4.8% 72.5 1.2% 90% True False 93,521
40 5,892.5 5,435.0 457.5 7.8% 77.5 1.3% 94% True False 101,423
60 5,892.5 5,050.0 842.5 14.4% 75.0 1.3% 97% True False 76,806
80 5,892.5 5,050.0 842.5 14.4% 67.0 1.1% 97% True False 57,619
100 5,892.5 4,744.0 1,148.5 19.6% 68.0 1.2% 98% True False 46,108
120 5,892.5 4,744.0 1,148.5 19.6% 66.5 1.1% 98% True False 38,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,175.0
2.618 6,066.5
1.618 6,000.0
1.000 5,959.0
0.618 5,933.5
HIGH 5,892.5
0.618 5,867.0
0.500 5,859.0
0.382 5,851.5
LOW 5,826.0
0.618 5,785.0
1.000 5,759.5
1.618 5,718.5
2.618 5,652.0
4.250 5,543.5
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 5,862.5 5,862.0
PP 5,861.0 5,859.5
S1 5,859.0 5,857.0

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

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