FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 5,534.0 5,551.5 17.5 0.3% 5,430.0
High 5,554.0 5,564.0 10.0 0.2% 5,491.0
Low 5,511.5 5,520.5 9.0 0.2% 5,343.0
Close 5,546.0 5,556.0 10.0 0.2% 5,486.5
Range 42.5 43.5 1.0 2.4% 148.0
ATR 71.6 69.6 -2.0 -2.8% 0.0
Volume 157,364 242,431 85,067 54.1% 133,843
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,677.5 5,660.0 5,580.0
R3 5,634.0 5,616.5 5,568.0
R2 5,590.5 5,590.5 5,564.0
R1 5,573.0 5,573.0 5,560.0 5,582.0
PP 5,547.0 5,547.0 5,547.0 5,551.0
S1 5,529.5 5,529.5 5,552.0 5,538.0
S2 5,503.5 5,503.5 5,548.0
S3 5,460.0 5,486.0 5,544.0
S4 5,416.5 5,442.5 5,532.0
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,884.0 5,833.5 5,568.0
R3 5,736.0 5,685.5 5,527.0
R2 5,588.0 5,588.0 5,513.5
R1 5,537.5 5,537.5 5,500.0 5,563.0
PP 5,440.0 5,440.0 5,440.0 5,453.0
S1 5,389.5 5,389.5 5,473.0 5,415.0
S2 5,292.0 5,292.0 5,459.5
S3 5,144.0 5,241.5 5,446.0
S4 4,996.0 5,093.5 5,405.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,564.0 5,343.0 221.0 4.0% 58.5 1.1% 96% True False 101,559
10 5,564.0 5,199.5 364.5 6.6% 63.0 1.1% 98% True False 54,699
20 5,564.0 5,050.0 514.0 9.3% 69.5 1.3% 98% True False 27,571
40 5,564.0 5,050.0 514.0 9.3% 56.5 1.0% 98% True False 13,814
60 5,564.0 4,744.0 820.0 14.8% 62.0 1.1% 99% True False 9,230
80 5,564.0 4,744.0 820.0 14.8% 61.0 1.1% 99% True False 7,020
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,749.0
2.618 5,678.0
1.618 5,634.5
1.000 5,607.5
0.618 5,591.0
HIGH 5,564.0
0.618 5,547.5
0.500 5,542.0
0.382 5,537.0
LOW 5,520.5
0.618 5,493.5
1.000 5,477.0
1.618 5,450.0
2.618 5,406.5
4.250 5,335.5
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 5,551.5 5,541.0
PP 5,547.0 5,526.5
S1 5,542.0 5,511.5

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

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