FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 5,777.0 5,754.0 -23.0 -0.4% 5,669.5
High 5,787.0 5,789.0 2.0 0.0% 5,787.0
Low 5,720.0 5,728.0 8.0 0.1% 5,516.5
Close 5,753.5 5,777.0 23.5 0.4% 5,753.5
Range 67.0 61.0 -6.0 -9.0% 270.5
ATR 101.2 98.4 -2.9 -2.8% 0.0
Volume 91,426 77,438 -13,988 -15.3% 638,642
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 5,947.5 5,923.5 5,810.5
R3 5,886.5 5,862.5 5,794.0
R2 5,825.5 5,825.5 5,788.0
R1 5,801.5 5,801.5 5,782.5 5,813.5
PP 5,764.5 5,764.5 5,764.5 5,771.0
S1 5,740.5 5,740.5 5,771.5 5,752.5
S2 5,703.5 5,703.5 5,766.0
S3 5,642.5 5,679.5 5,760.0
S4 5,581.5 5,618.5 5,743.5
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,497.0 6,396.0 5,902.5
R3 6,226.5 6,125.5 5,828.0
R2 5,956.0 5,956.0 5,803.0
R1 5,855.0 5,855.0 5,778.5 5,905.5
PP 5,685.5 5,685.5 5,685.5 5,711.0
S1 5,584.5 5,584.5 5,728.5 5,635.0
S2 5,415.0 5,415.0 5,704.0
S3 5,144.5 5,314.0 5,679.0
S4 4,874.0 5,043.5 5,604.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,789.0 5,516.5 272.5 4.7% 97.0 1.7% 96% True False 114,255
10 5,793.0 5,516.5 276.5 4.8% 113.0 2.0% 94% False False 112,189
20 5,892.5 5,516.5 376.0 6.5% 99.0 1.7% 69% False False 106,757
40 5,892.5 5,516.5 376.0 6.5% 86.5 1.5% 69% False False 99,162
60 5,892.5 5,435.0 457.5 7.9% 84.5 1.5% 75% False False 106,709
80 5,892.5 5,050.0 842.5 14.6% 80.5 1.4% 86% False False 81,927
100 5,892.5 5,050.0 842.5 14.6% 74.5 1.3% 86% False False 65,555
120 5,892.5 4,744.0 1,148.5 19.9% 73.0 1.3% 90% False False 54,639
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 20.2
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,048.0
2.618 5,948.5
1.618 5,887.5
1.000 5,850.0
0.618 5,826.5
HIGH 5,789.0
0.618 5,765.5
0.500 5,758.5
0.382 5,751.5
LOW 5,728.0
0.618 5,690.5
1.000 5,667.0
1.618 5,629.5
2.618 5,568.5
4.250 5,469.0
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 5,771.0 5,758.0
PP 5,764.5 5,738.5
S1 5,758.5 5,719.0

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

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