FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 5,158.0 5,216.0 58.0 1.1% 5,260.0
High 5,210.5 5,268.5 58.0 1.1% 5,288.0
Low 5,154.0 5,212.0 58.0 1.1% 5,135.0
Close 5,196.0 5,216.5 20.5 0.4% 5,216.5
Range 56.5 56.5 0.0 0.0% 153.0
ATR 82.5 81.8 -0.7 -0.9% 0.0
Volume 26,621 31,415 4,794 18.0% 65,103
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,402.0 5,365.5 5,247.5
R3 5,345.5 5,309.0 5,232.0
R2 5,289.0 5,289.0 5,227.0
R1 5,252.5 5,252.5 5,221.5 5,271.0
PP 5,232.5 5,232.5 5,232.5 5,241.5
S1 5,196.0 5,196.0 5,211.5 5,214.0
S2 5,176.0 5,176.0 5,206.0
S3 5,119.5 5,139.5 5,201.0
S4 5,063.0 5,083.0 5,185.5
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,672.0 5,597.5 5,300.5
R3 5,519.0 5,444.5 5,258.5
R2 5,366.0 5,366.0 5,244.5
R1 5,291.5 5,291.5 5,230.5 5,252.0
PP 5,213.0 5,213.0 5,213.0 5,193.5
S1 5,138.5 5,138.5 5,202.5 5,099.0
S2 5,060.0 5,060.0 5,188.5
S3 4,907.0 4,985.5 5,174.5
S4 4,754.0 4,832.5 5,132.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,288.0 5,135.0 153.0 2.9% 72.5 1.4% 53% False False 13,020
10 5,330.0 5,135.0 195.0 3.7% 77.0 1.5% 42% False False 7,148
20 5,339.5 5,061.0 278.5 5.3% 75.5 1.4% 56% False False 4,115
40 5,339.5 4,915.0 424.5 8.1% 71.0 1.4% 71% False False 2,473
60 5,339.5 4,884.5 455.0 8.7% 63.0 1.2% 73% False False 1,715
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.4
Fibonacci Retracements and Extensions
4.250 5,508.5
2.618 5,416.5
1.618 5,360.0
1.000 5,325.0
0.618 5,303.5
HIGH 5,268.5
0.618 5,247.0
0.500 5,240.0
0.382 5,233.5
LOW 5,212.0
0.618 5,177.0
1.000 5,155.5
1.618 5,120.5
2.618 5,064.0
4.250 4,972.0
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5,240.0 5,211.5
PP 5,232.5 5,206.5
S1 5,224.5 5,202.0

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

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