FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 5,855.5 5,869.5 14.0 0.2% 5,754.0
High 5,902.0 5,899.5 -2.5 0.0% 5,852.0
Low 5,846.0 5,856.0 10.0 0.2% 5,728.0
Close 5,883.5 5,896.5 13.0 0.2% 5,809.5
Range 56.0 43.5 -12.5 -22.3% 124.0
ATR 84.4 81.5 -2.9 -3.5% 0.0
Volume 270,627 218,231 -52,396 -19.4% 525,644
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,014.5 5,999.0 5,920.5
R3 5,971.0 5,955.5 5,908.5
R2 5,927.5 5,927.5 5,904.5
R1 5,912.0 5,912.0 5,900.5 5,920.0
PP 5,884.0 5,884.0 5,884.0 5,888.0
S1 5,868.5 5,868.5 5,892.5 5,876.0
S2 5,840.5 5,840.5 5,888.5
S3 5,797.0 5,825.0 5,884.5
S4 5,753.5 5,781.5 5,872.5
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 5,902.0 5,794.0 108.0 1.8% 48.0 0.8% 95% False False 182,280
10 5,902.0 5,649.5 252.5 4.3% 64.0 1.1% 98% False False 142,656
20 5,902.0 5,516.5 385.5 6.5% 88.5 1.5% 99% False False 126,868
40 5,902.0 5,516.5 385.5 6.5% 82.5 1.4% 99% False False 111,770
60 5,902.0 5,435.0 467.0 7.9% 83.0 1.4% 99% False False 109,191
80 5,902.0 5,050.0 852.0 14.4% 80.5 1.4% 99% False False 95,959
100 5,902.0 5,050.0 852.0 14.4% 73.0 1.2% 99% False False 76,786
120 5,902.0 4,744.0 1,158.0 19.6% 72.5 1.2% 100% False False 64,002
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,084.5
2.618 6,013.5
1.618 5,970.0
1.000 5,943.0
0.618 5,926.5
HIGH 5,899.5
0.618 5,883.0
0.500 5,878.0
0.382 5,872.5
LOW 5,856.0
0.618 5,829.0
1.000 5,812.5
1.618 5,785.5
2.618 5,742.0
4.250 5,671.0
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 5,890.0 5,886.0
PP 5,884.0 5,875.5
S1 5,878.0 5,865.0

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

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