FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 5,551.5 5,554.5 3.0 0.1% 5,430.0
High 5,564.0 5,559.5 -4.5 -0.1% 5,491.0
Low 5,520.5 5,514.5 -6.0 -0.1% 5,343.0
Close 5,556.0 5,536.5 -19.5 -0.4% 5,486.5
Range 43.5 45.0 1.5 3.4% 148.0
ATR 69.6 67.8 -1.8 -2.5% 0.0
Volume 242,431 153,307 -89,124 -36.8% 133,843
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,672.0 5,649.0 5,561.0
R3 5,627.0 5,604.0 5,549.0
R2 5,582.0 5,582.0 5,545.0
R1 5,559.0 5,559.0 5,540.5 5,548.0
PP 5,537.0 5,537.0 5,537.0 5,531.0
S1 5,514.0 5,514.0 5,532.5 5,503.0
S2 5,492.0 5,492.0 5,528.0
S3 5,447.0 5,469.0 5,524.0
S4 5,402.0 5,424.0 5,512.0
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 5,390.5 173.5 3.1% 51.5 0.9% 84% False False 128,656
10 5,564.0 5,320.0 244.0 4.4% 53.0 1.0% 89% False False 69,858
20 5,564.0 5,050.0 514.0 9.3% 68.0 1.2% 95% False False 35,220
40 5,564.0 5,050.0 514.0 9.3% 55.5 1.0% 95% False False 17,639
60 5,564.0 4,744.0 820.0 14.8% 61.5 1.1% 97% False False 11,784
80 5,564.0 4,744.0 820.0 14.8% 61.5 1.1% 97% False False 8,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,751.0
2.618 5,677.5
1.618 5,632.5
1.000 5,604.5
0.618 5,587.5
HIGH 5,559.5
0.618 5,542.5
0.500 5,537.0
0.382 5,531.5
LOW 5,514.5
0.618 5,486.5
1.000 5,469.5
1.618 5,441.5
2.618 5,396.5
4.250 5,323.0
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 5,537.0 5,538.0
PP 5,537.0 5,537.5
S1 5,536.5 5,537.0

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

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