FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 5,598.5 5,535.0 -63.5 -1.1% 5,768.0
High 5,598.5 5,669.0 70.5 1.3% 5,793.0
Low 5,516.5 5,522.0 5.5 0.1% 5,571.5
Close 5,544.5 5,645.0 100.5 1.8% 5,673.0
Range 82.0 147.0 65.0 79.3% 221.5
ATR 98.1 101.6 3.5 3.6% 0.0
Volume 147,226 121,461 -25,765 -17.5% 405,819
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,053.0 5,996.0 5,726.0
R3 5,906.0 5,849.0 5,685.5
R2 5,759.0 5,759.0 5,672.0
R1 5,702.0 5,702.0 5,658.5 5,730.5
PP 5,612.0 5,612.0 5,612.0 5,626.0
S1 5,555.0 5,555.0 5,631.5 5,583.5
S2 5,465.0 5,465.0 5,618.0
S3 5,318.0 5,408.0 5,604.5
S4 5,171.0 5,261.0 5,564.0
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% 125.0 2.2% 62% False False 120,581
10 5,800.0 5,516.5 283.5 5.0% 113.0 2.0% 45% False False 111,079
20 5,892.5 5,516.5 376.0 6.7% 97.5 1.7% 34% False False 106,667
40 5,892.5 5,516.5 376.0 6.7% 85.0 1.5% 34% False False 98,867
60 5,892.5 5,343.0 549.5 9.7% 83.5 1.5% 55% False False 103,466
80 5,892.5 5,050.0 842.5 14.9% 79.0 1.4% 71% False False 78,146
100 5,892.5 5,050.0 842.5 14.9% 73.5 1.3% 71% False False 62,529
120 5,892.5 4,744.0 1,148.5 20.3% 72.5 1.3% 78% False False 52,158
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 18.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,294.0
2.618 6,054.0
1.618 5,907.0
1.000 5,816.0
0.618 5,760.0
HIGH 5,669.0
0.618 5,613.0
0.500 5,595.5
0.382 5,578.0
LOW 5,522.0
0.618 5,431.0
1.000 5,375.0
1.618 5,284.0
2.618 5,137.0
4.250 4,897.0
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 5,628.5 5,636.5
PP 5,612.0 5,628.5
S1 5,595.5 5,620.0

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

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