FTSE 100 Index Future March 2010

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	5,220.0	5,204.0	-16.0	-0.3%	4,954.0
High	5,236.0	5,236.0	0.0	0.0%	5,094.5
Low	5,200.0	5,200.0	0.0	0.0%	4,915.0
Close	5,202.5	5,214.5	12.0	0.2%	5,077.0
Range	36.0	36.0	0.0	0.0%	179.5
ATR	74.8	72.0	-2.8	-3.7%	0.0
Volume	783	792	9	1.1%	2,568

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,325.0	5,305.5	5,234.5
R3	5,289.0	5,269.5	5,224.5
R2	5,253.0	5,253.0	5,221.0
R1	5,233.5	5,233.5	5,218.0	5,243.0
PP	5,217.0	5,217.0	5,217.0	5,221.5
S1	5,197.5	5,197.5	5,211.0	5,207.0
S2	5,181.0	5,181.0	5,208.0
S3	5,145.0	5,161.5	5,204.5
S4	5,109.0	5,125.5	5,194.5

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,567.5	5,501.5	5,175.5
R3	5,388.0	5,322.0	5,126.5
R2	5,208.5	5,208.5	5,110.0
R1	5,142.5	5,142.5	5,093.5	5,175.5
PP	5,029.0	5,029.0	5,029.0	5,045.0
S1	4,963.0	4,963.0	5,060.5	4,996.0
S2	4,849.5	4,849.5	5,044.0
S3	4,670.0	4,783.5	5,027.5
S4	4,490.5	4,604.0	4,978.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,236.0	5,010.0	226.0	4.3%	48.0	0.9%	90%	True	False	762
10	5,236.0	4,915.0	321.0	6.2%	67.5	1.3%	93%	True	False	944
20	5,236.0	4,915.0	321.0	6.2%	68.0	1.3%	93%	True	False	792
40	5,236.0	4,884.5	351.5	6.7%	56.0	1.1%	94%	True	False	495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.4

Fibonacci Retracements and Extensions
4.250	5,389.0
2.618	5,330.0
1.618	5,294.0
1.000	5,272.0
0.618	5,258.0
HIGH	5,236.0
0.618	5,222.0
0.500	5,218.0
0.382	5,214.0
LOW	5,200.0
0.618	5,178.0
1.000	5,164.0
1.618	5,142.0
2.618	5,106.0
4.250	5,047.0

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	5,218.0	5,209.5
PP	5,217.0	5,204.0
S1	5,215.5	5,199.0

Download as Excel Spreadsheet

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

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