FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 5,669.5 5,598.5 -71.0 -1.3% 5,768.0
High 5,723.5 5,598.5 -125.0 -2.2% 5,793.0
Low 5,532.5 5,516.5 -16.0 -0.3% 5,571.5
Close 5,569.0 5,544.5 -24.5 -0.4% 5,673.0
Range 191.0 82.0 -109.0 -57.1% 221.5
ATR 99.4 98.1 -1.2 -1.2% 0.0
Volume 144,802 147,226 2,424 1.7% 405,819
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 5,799.0 5,754.0 5,589.5
R3 5,717.0 5,672.0 5,567.0
R2 5,635.0 5,635.0 5,559.5
R1 5,590.0 5,590.0 5,552.0 5,571.5
PP 5,553.0 5,553.0 5,553.0 5,544.0
S1 5,508.0 5,508.0 5,537.0 5,489.5
S2 5,471.0 5,471.0 5,529.5
S3 5,389.0 5,426.0 5,522.0
S4 5,307.0 5,344.0 5,499.5
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,343.5 6,230.0 5,795.0
R3 6,122.0 6,008.5 5,734.0
R2 5,900.5 5,900.5 5,713.5
R1 5,787.0 5,787.0 5,693.5 5,733.0
PP 5,679.0 5,679.0 5,679.0 5,652.0
S1 5,565.5 5,565.5 5,652.5 5,511.5
S2 5,457.5 5,457.5 5,632.5
S3 5,236.0 5,344.0 5,612.0
S4 5,014.5 5,122.5 5,551.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,723.5 5,516.5 207.0 3.7% 116.0 2.1% 14% False True 116,372
10 5,800.0 5,516.5 283.5 5.1% 113.0 2.0% 10% False True 112,670
20 5,892.5 5,516.5 376.0 6.8% 94.5 1.7% 7% False True 105,507
40 5,892.5 5,516.5 376.0 6.8% 84.5 1.5% 7% False True 98,744
60 5,892.5 5,343.0 549.5 9.9% 82.0 1.5% 37% False False 101,815
80 5,892.5 5,050.0 842.5 15.2% 77.0 1.4% 59% False False 76,628
100 5,892.5 5,050.0 842.5 15.2% 72.5 1.3% 59% False False 61,316
120 5,892.5 4,744.0 1,148.5 20.7% 71.5 1.3% 70% False False 51,149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,947.0
2.618 5,813.0
1.618 5,731.0
1.000 5,680.5
0.618 5,649.0
HIGH 5,598.5
0.618 5,567.0
0.500 5,557.5
0.382 5,548.0
LOW 5,516.5
0.618 5,466.0
1.000 5,434.5
1.618 5,384.0
2.618 5,302.0
4.250 5,168.0
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 5,557.5 5,620.0
PP 5,553.0 5,595.0
S1 5,549.0 5,569.5

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

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