FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
25-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 5,620.5 5,553.0 -67.5 -1.2% 5,668.5
High 5,620.5 5,605.5 -15.0 -0.3% 5,668.5
Low 5,620.5 5,546.0 -74.5 -1.3% 5,511.5
Close 5,620.5 5,591.5 -29.0 -0.5% 5,591.5
Range 0.0 59.5 59.5 157.0
ATR 52.9 54.5 1.5 2.9% 0.0
Volume 60 28 -32 -53.3% 440
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 5,759.5 5,735.0 5,624.0
R3 5,700.0 5,675.5 5,608.0
R2 5,640.5 5,640.5 5,602.5
R1 5,616.0 5,616.0 5,597.0 5,628.0
PP 5,581.0 5,581.0 5,581.0 5,587.0
S1 5,556.5 5,556.5 5,586.0 5,569.0
S2 5,521.5 5,521.5 5,580.5
S3 5,462.0 5,497.0 5,575.0
S4 5,402.5 5,437.5 5,559.0
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,061.5 5,983.5 5,678.0
R3 5,904.5 5,826.5 5,634.5
R2 5,747.5 5,747.5 5,620.5
R1 5,669.5 5,669.5 5,606.0 5,630.0
PP 5,590.5 5,590.5 5,590.5 5,571.0
S1 5,512.5 5,512.5 5,577.0 5,473.0
S2 5,433.5 5,433.5 5,562.5
S3 5,276.5 5,355.5 5,548.5
S4 5,119.5 5,198.5 5,505.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,668.5 5,511.5 157.0 2.8% 27.5 0.5% 51% False False 88
10 5,711.0 5,511.5 199.5 3.6% 36.0 0.6% 40% False False 65
20 5,781.0 5,511.5 269.5 4.8% 21.0 0.4% 30% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,858.5
2.618 5,761.5
1.618 5,702.0
1.000 5,665.0
0.618 5,642.5
HIGH 5,605.5
0.618 5,583.0
0.500 5,576.0
0.382 5,568.5
LOW 5,546.0
0.618 5,509.0
1.000 5,486.5
1.618 5,449.5
2.618 5,390.0
4.250 5,293.0
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 5,586.0 5,589.0
PP 5,581.0 5,586.0
S1 5,576.0 5,583.0

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

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