FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 5,815.0 5,835.0 20.0 0.3% 5,754.0
High 5,844.0 5,875.0 31.0 0.5% 5,852.0
Low 5,794.0 5,828.0 34.0 0.6% 5,728.0
Close 5,809.5 5,855.5 46.0 0.8% 5,809.5
Range 50.0 47.0 -3.0 -6.0% 124.0
ATR 88.2 86.6 -1.6 -1.8% 0.0
Volume 121,709 186,908 65,199 53.6% 525,644
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 5,994.0 5,971.5 5,881.5
R3 5,947.0 5,924.5 5,868.5
R2 5,900.0 5,900.0 5,864.0
R1 5,877.5 5,877.5 5,860.0 5,889.0
PP 5,853.0 5,853.0 5,853.0 5,858.5
S1 5,830.5 5,830.5 5,851.0 5,842.0
S2 5,806.0 5,806.0 5,847.0
S3 5,759.0 5,783.5 5,842.5
S4 5,712.0 5,736.5 5,829.5
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,168.5 6,113.0 5,877.5
R3 6,044.5 5,989.0 5,843.5
R2 5,920.5 5,920.5 5,832.0
R1 5,865.0 5,865.0 5,821.0 5,893.0
PP 5,796.5 5,796.5 5,796.5 5,810.5
S1 5,741.0 5,741.0 5,798.0 5,769.0
S2 5,672.5 5,672.5 5,787.0
S3 5,548.5 5,617.0 5,775.5
S4 5,424.5 5,493.0 5,741.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,875.0 5,766.5 108.5 1.9% 57.5 1.0% 82% True False 127,022
10 5,875.0 5,516.5 358.5 6.1% 77.0 1.3% 95% True False 120,639
20 5,875.0 5,516.5 358.5 6.1% 95.5 1.6% 95% True False 113,814
40 5,892.5 5,516.5 376.0 6.4% 84.5 1.4% 90% False False 103,797
60 5,892.5 5,435.0 457.5 7.8% 84.5 1.4% 92% False False 103,963
80 5,892.5 5,050.0 842.5 14.4% 80.0 1.4% 96% False False 89,849
100 5,892.5 5,050.0 842.5 14.4% 73.0 1.2% 96% False False 71,899
120 5,892.5 4,744.0 1,148.5 19.6% 73.0 1.2% 97% False False 59,929
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 14.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,075.0
2.618 5,998.0
1.618 5,951.0
1.000 5,922.0
0.618 5,904.0
HIGH 5,875.0
0.618 5,857.0
0.500 5,851.5
0.382 5,846.0
LOW 5,828.0
0.618 5,799.0
1.000 5,781.0
1.618 5,752.0
2.618 5,705.0
4.250 5,628.0
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 5,854.0 5,848.5
PP 5,853.0 5,841.5
S1 5,851.5 5,834.5

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

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