FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	5,285.0	5,209.5	-75.5	-1.4%	5,254.0
High	5,325.0	5,247.0	-78.0	-1.5%	5,376.0
Low	5,205.0	5,174.5	-30.5	-0.6%	5,181.0
Close	5,231.0	5,208.5	-22.5	-0.4%	5,320.5
Range	120.0	72.5	-47.5	-39.6%	195.0
ATR	97.2	95.4	-1.8	-1.8%	0.0
Volume	83,316	120,072	36,756	44.1%	541,197

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,427.5	5,390.5	5,248.5
R3	5,355.0	5,318.0	5,228.5
R2	5,282.5	5,282.5	5,222.0
R1	5,245.5	5,245.5	5,215.0	5,228.0
PP	5,210.0	5,210.0	5,210.0	5,201.0
S1	5,173.0	5,173.0	5,202.0	5,155.0
S2	5,137.5	5,137.5	5,195.0
S3	5,065.0	5,100.5	5,188.5
S4	4,992.5	5,028.0	5,168.5

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,877.5	5,794.0	5,428.0
R3	5,682.5	5,599.0	5,374.0
R2	5,487.5	5,487.5	5,356.0
R1	5,404.0	5,404.0	5,338.5	5,446.0
PP	5,292.5	5,292.5	5,292.5	5,313.5
S1	5,209.0	5,209.0	5,302.5	5,251.0
S2	5,097.5	5,097.5	5,285.0
S3	4,902.5	5,014.0	5,267.0
S4	4,707.5	4,819.0	5,213.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,376.0	5,174.5	201.5	3.9%	94.0	1.8%	17%	False	True	101,060
10	5,376.0	5,081.0	295.0	5.7%	94.5	1.8%	43%	False	False	105,832
20	5,386.0	5,081.0	305.0	5.9%	80.0	1.5%	42%	False	False	96,576
40	5,386.0	4,954.5	431.5	8.3%	86.0	1.7%	59%	False	False	103,417
60	5,386.0	4,922.5	463.5	8.9%	83.5	1.6%	62%	False	False	107,937
80	5,386.0	4,568.0	818.0	15.7%	78.0	1.5%	78%	False	False	84,617
100	5,386.0	4,346.0	1,040.0	20.0%	73.0	1.4%	83%	False	False	67,719
120	5,386.0	4,041.0	1,345.0	25.8%	72.0	1.4%	87%	False	False	56,458

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	20.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,555.0
2.618	5,437.0
1.618	5,364.5
1.000	5,319.5
0.618	5,292.0
HIGH	5,247.0
0.618	5,219.5
0.500	5,211.0
0.382	5,202.0
LOW	5,174.5
0.618	5,129.5
1.000	5,102.0
1.618	5,057.0
2.618	4,984.5
4.250	4,866.5

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	5,211.0	5,253.0
PP	5,210.0	5,238.0
S1	5,209.0	5,223.0

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