FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	5,253.5	5,252.0	-1.5	0.0%	4,991.5
High	5,290.0	5,294.0	4.0	0.1%	5,143.0
Low	5,238.5	5,234.0	-4.5	-0.1%	4,954.5
Close	5,248.5	5,260.5	12.0	0.2%	5,123.5
Range	51.5	60.0	8.5	16.5%	188.5
ATR	94.3	91.8	-2.4	-2.6%	0.0
Volume	86,748	88,911	2,163	2.5%	583,157

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,443.0	5,411.5	5,293.5
R3	5,383.0	5,351.5	5,277.0
R2	5,323.0	5,323.0	5,271.5
R1	5,291.5	5,291.5	5,266.0	5,307.0
PP	5,263.0	5,263.0	5,263.0	5,270.5
S1	5,231.5	5,231.5	5,255.0	5,247.0
S2	5,203.0	5,203.0	5,249.5
S3	5,143.0	5,171.5	5,244.0
S4	5,083.0	5,111.5	5,227.5

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	5,294.0	5,055.5	238.5	4.5%	64.5	1.2%	86%	True	False	90,853
10	5,294.0	4,954.5	339.5	6.5%	87.0	1.6%	90%	True	False	105,406
20	5,294.0	4,954.5	339.5	6.5%	92.0	1.7%	90%	True	False	107,586
40	5,294.0	4,922.5	371.5	7.1%	84.5	1.6%	91%	True	False	110,150
60	5,294.0	4,592.5	701.5	13.3%	77.0	1.5%	95%	True	False	83,537
80	5,294.0	4,400.5	893.5	17.0%	71.5	1.4%	96%	True	False	62,692
100	5,294.0	4,041.0	1,253.0	23.8%	69.5	1.3%	97%	True	False	50,191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,549.0
2.618	5,451.0
1.618	5,391.0
1.000	5,354.0
0.618	5,331.0
HIGH	5,294.0
0.618	5,271.0
0.500	5,264.0
0.382	5,257.0
LOW	5,234.0
0.618	5,197.0
1.000	5,174.0
1.618	5,137.0
2.618	5,077.0
4.250	4,979.0

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	5,264.0	5,256.0
PP	5,263.0	5,252.0
S1	5,261.5	5,247.5

Download as Excel Spreadsheet

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

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