FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	5,076.5	5,064.0	-12.5	-0.2%	5,148.0
High	5,093.0	5,147.5	54.5	1.1%	5,159.5
Low	5,033.5	5,018.5	-15.0	-0.3%	5,033.5
Close	5,070.0	5,133.5	63.5	1.3%	5,070.0
Range	59.5	129.0	69.5	116.8%	126.0
ATR	73.3	77.3	4.0	5.4%	0.0
Volume	145,556	121,050	-24,506	-16.8%	573,983

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,487.0	5,439.0	5,204.5
R3	5,358.0	5,310.0	5,169.0
R2	5,229.0	5,229.0	5,157.0
R1	5,181.0	5,181.0	5,145.5	5,205.0
PP	5,100.0	5,100.0	5,100.0	5,112.0
S1	5,052.0	5,052.0	5,121.5	5,076.0
S2	4,971.0	4,971.0	5,110.0
S3	4,842.0	4,923.0	5,098.0
S4	4,713.0	4,794.0	5,062.5

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,465.5	5,394.0	5,139.5
R3	5,339.5	5,268.0	5,104.5
R2	5,213.5	5,213.5	5,093.0
R1	5,142.0	5,142.0	5,081.5	5,115.0
PP	5,087.5	5,087.5	5,087.5	5,074.0
S1	5,016.0	5,016.0	5,058.5	4,989.0
S2	4,961.5	4,961.5	5,047.0
S3	4,835.5	4,890.0	5,035.5
S4	4,709.5	4,764.0	5,000.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,159.5	5,018.5	141.0	2.7%	83.5	1.6%	82%	False	True	111,541
10	5,168.0	4,966.0	202.0	3.9%	76.0	1.5%	83%	False	False	124,994
20	5,168.0	4,742.5	425.5	8.3%	70.0	1.4%	92%	False	False	69,689
40	5,168.0	4,545.0	623.0	12.1%	64.5	1.3%	94%	False	False	35,164
60	5,168.0	4,041.0	1,127.0	22.0%	60.5	1.2%	97%	False	False	23,497
80	5,168.0	4,041.0	1,127.0	22.0%	61.0	1.2%	97%	False	False	17,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.3
Widest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	5,696.0
2.618	5,485.0
1.618	5,356.0
1.000	5,276.5
0.618	5,227.0
HIGH	5,147.5
0.618	5,098.0
0.500	5,083.0
0.382	5,068.0
LOW	5,018.5
0.618	4,939.0
1.000	4,889.5
1.618	4,810.0
2.618	4,681.0
4.250	4,470.0

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	5,116.5	5,116.5
PP	5,100.0	5,100.0
S1	5,083.0	5,083.0

Download as Excel Spreadsheet

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

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