FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 5,678.0 5,608.0 -70.0 -1.2% 5,790.5
High 5,678.0 5,676.5 -1.5 0.0% 5,829.0
Low 5,575.5 5,571.5 -4.0 -0.1% 5,648.0
Close 5,594.0 5,654.5 60.5 1.1% 5,725.0
Range 102.5 105.0 2.5 2.4% 181.0
ATR 90.8 91.8 1.0 1.1% 0.0
Volume 100,417 99,466 -951 -0.9% 519,274
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 5,949.0 5,907.0 5,712.0
R3 5,844.0 5,802.0 5,683.5
R2 5,739.0 5,739.0 5,674.0
R1 5,697.0 5,697.0 5,664.0 5,718.0
PP 5,634.0 5,634.0 5,634.0 5,645.0
S1 5,592.0 5,592.0 5,645.0 5,613.0
S2 5,529.0 5,529.0 5,635.0
S3 5,424.0 5,487.0 5,625.5
S4 5,319.0 5,382.0 5,597.0
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,277.0 6,182.0 5,824.5
R3 6,096.0 6,001.0 5,775.0
R2 5,915.0 5,915.0 5,758.0
R1 5,820.0 5,820.0 5,741.5 5,777.0
PP 5,734.0 5,734.0 5,734.0 5,712.5
S1 5,639.0 5,639.0 5,708.5 5,596.0
S2 5,553.0 5,553.0 5,692.0
S3 5,372.0 5,458.0 5,675.0
S4 5,191.0 5,277.0 5,625.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,800.0 5,571.5 228.5 4.0% 111.5 2.0% 36% False True 104,442
10 5,833.5 5,571.5 262.0 4.6% 102.0 1.8% 32% False True 104,596
20 5,892.5 5,571.5 321.0 5.7% 85.5 1.5% 26% False True 101,333
40 5,892.5 5,506.0 386.5 6.8% 82.0 1.4% 38% False False 98,888
60 5,892.5 5,320.0 572.5 10.1% 78.0 1.4% 58% False False 95,700
80 5,892.5 5,050.0 842.5 14.9% 73.0 1.3% 72% False False 71,854
100 5,892.5 4,949.5 943.0 16.7% 70.5 1.2% 75% False False 57,498
120 5,892.5 4,744.0 1,148.5 20.3% 70.0 1.2% 79% False False 47,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,123.0
2.618 5,951.5
1.618 5,846.5
1.000 5,781.5
0.618 5,741.5
HIGH 5,676.5
0.618 5,636.5
0.500 5,624.0
0.382 5,611.5
LOW 5,571.5
0.618 5,506.5
1.000 5,466.5
1.618 5,401.5
2.618 5,296.5
4.250 5,125.0
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 5,644.5 5,682.0
PP 5,634.0 5,673.0
S1 5,624.0 5,664.0

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

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