FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	5,224.5	5,253.5	29.0	0.6%	4,991.5
High	5,246.5	5,290.0	43.5	0.8%	5,143.0
Low	5,201.0	5,238.5	37.5	0.7%	4,954.5
Close	5,220.5	5,248.5	28.0	0.5%	5,123.5
Range	45.5	51.5	6.0	13.2%	188.5
ATR	96.2	94.3	-1.9	-2.0%	0.0
Volume	81,122	86,748	5,626	6.9%	583,157

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,413.5	5,382.5	5,277.0
R3	5,362.0	5,331.0	5,262.5
R2	5,310.5	5,310.5	5,258.0
R1	5,279.5	5,279.5	5,253.0	5,269.0
PP	5,259.0	5,259.0	5,259.0	5,254.0
S1	5,228.0	5,228.0	5,244.0	5,218.0
S2	5,207.5	5,207.5	5,239.0
S3	5,156.0	5,176.5	5,234.5
S4	5,104.5	5,125.0	5,220.0

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,639.0	5,570.0	5,227.0
R3	5,450.5	5,381.5	5,175.5
R2	5,262.0	5,262.0	5,158.0
R1	5,193.0	5,193.0	5,141.0	5,227.5
PP	5,073.5	5,073.5	5,073.5	5,091.0
S1	5,004.5	5,004.5	5,106.0	5,039.0
S2	4,885.0	4,885.0	5,089.0
S3	4,696.5	4,816.0	5,071.5
S4	4,508.0	4,627.5	5,020.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,290.0	5,016.5	273.5	5.2%	76.5	1.5%	85%	True	False	93,216
10	5,290.0	4,954.5	335.5	6.4%	93.0	1.8%	88%	True	False	109,871
20	5,290.0	4,954.5	335.5	6.4%	91.5	1.7%	88%	True	False	108,605
40	5,290.0	4,922.5	367.5	7.0%	84.0	1.6%	89%	True	False	112,089
60	5,290.0	4,592.5	697.5	13.3%	77.0	1.5%	94%	True	False	82,056
80	5,290.0	4,400.5	889.5	16.9%	71.0	1.4%	95%	True	False	61,585
100	5,290.0	4,041.0	1,249.0	23.8%	69.5	1.3%	97%	True	False	49,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	15.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,509.0
2.618	5,425.0
1.618	5,373.5
1.000	5,341.5
0.618	5,322.0
HIGH	5,290.0
0.618	5,270.5
0.500	5,264.0
0.382	5,258.0
LOW	5,238.5
0.618	5,206.5
1.000	5,187.0
1.618	5,155.0
2.618	5,103.5
4.250	5,019.5

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	5,264.0	5,241.5
PP	5,259.0	5,234.5
S1	5,254.0	5,227.0

Download as Excel Spreadsheet

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

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