FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	5,243.5	5,160.5	-83.0	-1.6%	5,150.0
High	5,243.5	5,225.5	-18.0	-0.3%	5,245.0
Low	5,146.0	5,136.5	-9.5	-0.2%	5,121.0
Close	5,227.5	5,183.5	-44.0	-0.8%	5,177.0
Range	97.5	89.0	-8.5	-8.7%	124.0
ATR	81.8	82.4	0.7	0.8%	0.0
Volume	91,153	109,731	18,578	20.4%	521,456

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,449.0	5,405.0	5,232.5
R3	5,360.0	5,316.0	5,208.0
R2	5,271.0	5,271.0	5,200.0
R1	5,227.0	5,227.0	5,191.5	5,249.0
PP	5,182.0	5,182.0	5,182.0	5,193.0
S1	5,138.0	5,138.0	5,175.5	5,160.0
S2	5,093.0	5,093.0	5,167.0
S3	5,004.0	5,049.0	5,159.0
S4	4,915.0	4,960.0	5,134.5

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,553.0	5,489.0	5,245.0
R3	5,429.0	5,365.0	5,211.0
R2	5,305.0	5,305.0	5,199.5
R1	5,241.0	5,241.0	5,188.5	5,273.0
PP	5,181.0	5,181.0	5,181.0	5,197.0
S1	5,117.0	5,117.0	5,165.5	5,149.0
S2	5,057.0	5,057.0	5,154.5
S3	4,933.0	4,993.0	5,143.0
S4	4,809.0	4,869.0	5,109.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,273.0	5,136.5	136.5	2.6%	89.0	1.7%	34%	False	True	107,376
10	5,273.0	5,096.0	177.0	3.4%	74.0	1.4%	49%	False	False	103,689
20	5,273.0	4,922.5	350.5	6.8%	81.0	1.6%	74%	False	False	112,985
40	5,273.0	4,742.5	530.5	10.2%	73.0	1.4%	83%	False	False	84,915
60	5,273.0	4,480.0	793.0	15.3%	68.5	1.3%	89%	False	False	56,662
80	5,273.0	4,041.0	1,232.0	23.8%	65.5	1.3%	93%	False	False	42,548

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	7.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,604.0
2.618	5,458.5
1.618	5,369.5
1.000	5,314.5
0.618	5,280.5
HIGH	5,225.5
0.618	5,191.5
0.500	5,181.0
0.382	5,170.5
LOW	5,136.5
0.618	5,081.5
1.000	5,047.5
1.618	4,992.5
2.618	4,903.5
4.250	4,758.0

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	5,182.5	5,205.0
PP	5,182.0	5,197.5
S1	5,181.0	5,190.5

Download as Excel Spreadsheet

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

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