FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 5,037.0 5,041.5 4.5 0.1% 5,228.0
High 5,044.5 5,103.0 58.5 1.2% 5,256.5
Low 4,954.5 5,039.0 84.5 1.7% 4,971.5
Close 5,017.0 5,085.0 68.0 1.4% 5,001.0
Range 90.0 64.0 -26.0 -28.9% 285.0
ATR 98.8 97.8 -0.9 -0.9% 0.0
Volume 119,832 123,149 3,317 2.8% 562,041
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,267.5 5,240.5 5,120.0
R3 5,203.5 5,176.5 5,102.5
R2 5,139.5 5,139.5 5,096.5
R1 5,112.5 5,112.5 5,091.0 5,126.0
PP 5,075.5 5,075.5 5,075.5 5,082.5
S1 5,048.5 5,048.5 5,079.0 5,062.0
S2 5,011.5 5,011.5 5,073.5
S3 4,947.5 4,984.5 5,067.5
S4 4,883.5 4,920.5 5,050.0
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,931.5 5,751.0 5,158.0
R3 5,646.5 5,466.0 5,079.5
R2 5,361.5 5,361.5 5,053.0
R1 5,181.0 5,181.0 5,027.0 5,129.0
PP 5,076.5 5,076.5 5,076.5 5,050.0
S1 4,896.0 4,896.0 4,975.0 4,844.0
S2 4,791.5 4,791.5 4,949.0
S3 4,506.5 4,611.0 4,922.5
S4 4,221.5 4,326.0 4,844.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,142.5 4,954.5 188.0 3.7% 110.0 2.2% 69% False False 126,526
10 5,272.0 4,954.5 317.5 6.2% 103.5 2.0% 41% False False 116,958
20 5,273.0 4,954.5 318.5 6.3% 87.5 1.7% 41% False False 109,318
40 5,273.0 4,922.0 351.0 6.9% 84.0 1.7% 46% False False 110,447
60 5,273.0 4,568.0 705.0 13.9% 75.5 1.5% 73% False False 74,317
80 5,273.0 4,140.0 1,133.0 22.3% 70.5 1.4% 83% False False 55,770
100 5,273.0 4,041.0 1,232.0 24.2% 69.0 1.4% 85% False False 44,659
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,375.0
2.618 5,270.5
1.618 5,206.5
1.000 5,167.0
0.618 5,142.5
HIGH 5,103.0
0.618 5,078.5
0.500 5,071.0
0.382 5,063.5
LOW 5,039.0
0.618 4,999.5
1.000 4,975.0
1.618 4,935.5
2.618 4,871.5
4.250 4,767.0
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 5,080.5 5,066.0
PP 5,075.5 5,047.5
S1 5,071.0 5,029.0

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

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