FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 02-Oct-2009

Day Change Summary
	Previous	Current
	01-Oct-2009	02-Oct-2009	Change	Change %	Previous Week
Open	5,102.0	4,980.5	-121.5	-2.4%	5,064.0
High	5,136.0	5,001.5	-134.5	-2.6%	5,160.5
Low	4,990.5	4,922.5	-68.0	-1.4%	4,922.5
Close	5,023.0	4,966.0	-57.0	-1.1%	4,966.0
Range	145.5	79.0	-66.5	-45.7%	238.0
ATR	82.0	83.4	1.3	1.6%	0.0
Volume	157,265	133,907	-23,358	-14.9%	619,404

Daily Pivots for day following 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,200.5	5,162.0	5,009.5
R3	5,121.5	5,083.0	4,987.5
R2	5,042.5	5,042.5	4,980.5
R1	5,004.0	5,004.0	4,973.0	4,984.0
PP	4,963.5	4,963.5	4,963.5	4,953.0
S1	4,925.0	4,925.0	4,959.0	4,905.0
S2	4,884.5	4,884.5	4,951.5
S3	4,805.5	4,846.0	4,944.5
S4	4,726.5	4,767.0	4,922.5

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,730.5	5,586.0	5,097.0
R3	5,492.5	5,348.0	5,031.5
R2	5,254.5	5,254.5	5,009.5
R1	5,110.0	5,110.0	4,988.0	5,063.0
PP	5,016.5	5,016.5	5,016.5	4,993.0
S1	4,872.0	4,872.0	4,944.0	4,825.0
S2	4,778.5	4,778.5	4,922.5
S3	4,540.5	4,634.0	4,900.5
S4	4,302.5	4,396.0	4,835.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,160.5	4,922.5	238.0	4.8%	101.0	2.0%	18%	False	True	123,880
10	5,160.5	4,922.5	238.0	4.8%	86.5	1.7%	18%	False	True	119,338
20	5,168.0	4,787.5	380.5	7.7%	78.0	1.6%	47%	False	False	94,393
40	5,168.0	4,568.0	600.0	12.1%	68.0	1.4%	66%	False	False	47,615
60	5,168.0	4,041.0	1,127.0	22.7%	63.5	1.3%	82%	False	False	31,790
80	5,168.0	4,041.0	1,127.0	22.7%	63.0	1.3%	82%	False	False	23,896

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	25.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,337.0
2.618	5,208.5
1.618	5,129.5
1.000	5,080.5
0.618	5,050.5
HIGH	5,001.5
0.618	4,971.5
0.500	4,962.0
0.382	4,952.5
LOW	4,922.5
0.618	4,873.5
1.000	4,843.5
1.618	4,794.5
2.618	4,715.5
4.250	4,587.0

Fisher Pivots for day following 02-Oct-2009
Pivot	1 day	3 day
R1	4,964.5	5,041.5
PP	4,963.5	5,016.5
S1	4,962.0	4,991.0

Download as Excel Spreadsheet

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

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