FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 5,818.0 5,790.5 -27.5 -0.5% 5,859.5
High 5,821.5 5,829.0 7.5 0.1% 5,892.5
Low 5,700.0 5,743.0 43.0 0.8% 5,700.0
Close 5,788.5 5,807.0 18.5 0.3% 5,788.5
Range 121.5 86.0 -35.5 -29.2% 192.5
ATR 77.4 78.0 0.6 0.8% 0.0
Volume 133,524 90,415 -43,109 -32.3% 493,969
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,051.0 6,015.0 5,854.5
R3 5,965.0 5,929.0 5,830.5
R2 5,879.0 5,879.0 5,823.0
R1 5,843.0 5,843.0 5,815.0 5,861.0
PP 5,793.0 5,793.0 5,793.0 5,802.0
S1 5,757.0 5,757.0 5,799.0 5,775.0
S2 5,707.0 5,707.0 5,791.0
S3 5,621.0 5,671.0 5,783.5
S4 5,535.0 5,585.0 5,759.5
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,371.0 6,272.5 5,894.5
R3 6,178.5 6,080.0 5,841.5
R2 5,986.0 5,986.0 5,824.0
R1 5,887.5 5,887.5 5,806.0 5,840.5
PP 5,793.5 5,793.5 5,793.5 5,770.0
S1 5,695.0 5,695.0 5,771.0 5,648.0
S2 5,601.0 5,601.0 5,753.0
S3 5,408.5 5,502.5 5,735.5
S4 5,216.0 5,310.0 5,682.5
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 5,700.0 192.5 3.3% 81.0 1.4% 56% False False 101,283
10 5,892.5 5,667.5 225.0 3.9% 76.0 1.3% 62% False False 98,344
20 5,892.5 5,612.5 280.0 4.8% 72.5 1.3% 69% False False 94,538
40 5,892.5 5,435.0 457.5 7.9% 78.5 1.4% 81% False False 99,128
60 5,892.5 5,050.0 842.5 14.5% 75.5 1.3% 90% False False 83,367
80 5,892.5 5,050.0 842.5 14.5% 67.5 1.2% 90% False False 62,548
100 5,892.5 4,744.0 1,148.5 19.8% 68.5 1.2% 93% False False 50,055
120 5,892.5 4,744.0 1,148.5 19.8% 68.5 1.2% 93% False False 41,778
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 14.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,194.5
2.618 6,054.0
1.618 5,968.0
1.000 5,915.0
0.618 5,882.0
HIGH 5,829.0
0.618 5,796.0
0.500 5,786.0
0.382 5,776.0
LOW 5,743.0
0.618 5,690.0
1.000 5,657.0
1.618 5,604.0
2.618 5,518.0
4.250 5,377.5
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 5,800.0 5,793.5
PP 5,793.0 5,780.0
S1 5,786.0 5,767.0

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

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