FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 5,843.0 5,810.0 -33.0 -0.6% 5,685.0
High 5,863.0 5,833.5 -29.5 -0.5% 5,888.0
Low 5,784.0 5,780.5 -3.5 -0.1% 5,647.0
Close 5,809.0 5,807.5 -1.5 0.0% 5,850.5
Range 79.0 53.0 -26.0 -32.9% 241.0
ATR 75.6 74.0 -1.6 -2.1% 0.0
Volume 93,818 77,299 -16,519 -17.6% 506,947
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 5,966.0 5,940.0 5,836.5
R3 5,913.0 5,887.0 5,822.0
R2 5,860.0 5,860.0 5,817.0
R1 5,834.0 5,834.0 5,812.5 5,820.5
PP 5,807.0 5,807.0 5,807.0 5,800.5
S1 5,781.0 5,781.0 5,802.5 5,767.5
S2 5,754.0 5,754.0 5,798.0
S3 5,701.0 5,728.0 5,793.0
S4 5,648.0 5,675.0 5,778.5
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 5,780.5 112.0 1.9% 61.5 1.1% 24% False True 92,836
10 5,892.5 5,629.5 263.0 4.5% 68.0 1.2% 68% False False 95,778
20 5,892.5 5,612.5 280.0 4.8% 71.5 1.2% 70% False False 92,342
40 5,892.5 5,435.0 457.5 7.9% 79.0 1.4% 81% False False 99,440
60 5,892.5 5,050.0 842.5 14.5% 75.5 1.3% 90% False False 79,647
80 5,892.5 5,050.0 842.5 14.5% 66.5 1.1% 90% False False 59,753
100 5,892.5 4,744.0 1,148.5 19.8% 68.0 1.2% 93% False False 47,818
120 5,892.5 4,744.0 1,148.5 19.8% 67.0 1.2% 93% False False 39,912
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 15.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,059.0
2.618 5,972.5
1.618 5,919.5
1.000 5,886.5
0.618 5,866.5
HIGH 5,833.5
0.618 5,813.5
0.500 5,807.0
0.382 5,800.5
LOW 5,780.5
0.618 5,747.5
1.000 5,727.5
1.618 5,694.5
2.618 5,641.5
4.250 5,555.0
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 5,807.5 5,836.5
PP 5,807.0 5,827.0
S1 5,807.0 5,817.0

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

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