FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 5,790.5 5,774.0 -16.5 -0.3% 5,859.5
High 5,829.0 5,797.0 -32.0 -0.5% 5,892.5
Low 5,743.0 5,648.0 -95.0 -1.7% 5,700.0
Close 5,807.0 5,680.0 -127.0 -2.2% 5,788.5
Range 86.0 149.0 63.0 73.3% 192.5
ATR 78.0 83.8 5.8 7.4% 0.0
Volume 90,415 137,369 46,954 51.9% 493,969
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,155.5 6,066.5 5,762.0
R3 6,006.5 5,917.5 5,721.0
R2 5,857.5 5,857.5 5,707.5
R1 5,768.5 5,768.5 5,693.5 5,738.5
PP 5,708.5 5,708.5 5,708.5 5,693.0
S1 5,619.5 5,619.5 5,666.5 5,589.5
S2 5,559.5 5,559.5 5,652.5
S3 5,410.5 5,470.5 5,639.0
S4 5,261.5 5,321.5 5,598.0
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 5,863.0 5,648.0 215.0 3.8% 97.5 1.7% 15% False True 106,485
10 5,892.5 5,648.0 244.5 4.3% 82.0 1.4% 13% False True 102,254
20 5,892.5 5,612.5 280.0 4.9% 76.5 1.3% 24% False False 96,672
40 5,892.5 5,435.0 457.5 8.1% 80.5 1.4% 54% False False 100,353
60 5,892.5 5,050.0 842.5 14.8% 77.5 1.4% 75% False False 85,657
80 5,892.5 5,050.0 842.5 14.8% 69.0 1.2% 75% False False 64,265
100 5,892.5 4,744.0 1,148.5 20.2% 69.5 1.2% 81% False False 51,428
120 5,892.5 4,744.0 1,148.5 20.2% 69.5 1.2% 81% False False 42,923
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 16.0
Widest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 6,430.0
2.618 6,187.0
1.618 6,038.0
1.000 5,946.0
0.618 5,889.0
HIGH 5,797.0
0.618 5,740.0
0.500 5,722.5
0.382 5,705.0
LOW 5,648.0
0.618 5,556.0
1.000 5,499.0
1.618 5,407.0
2.618 5,258.0
4.250 5,015.0
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 5,722.5 5,738.5
PP 5,708.5 5,719.0
S1 5,694.0 5,699.5

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

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