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.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.