FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	5,571.5	5,577.0	5.5	0.1%	5,534.0
High	5,616.0	5,579.0	-37.0	-0.7%	5,599.0
Low	5,543.5	5,494.5	-49.0	-0.9%	5,471.0
Close	5,560.0	5,543.0	-17.0	-0.3%	5,492.0
Range	72.5	84.5	12.0	16.6%	128.0
ATR	73.7	74.4	0.8	1.1%	0.0
Volume	88,401	119,022	30,621	34.6%	799,870

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,792.5	5,752.0	5,589.5
R3	5,708.0	5,667.5	5,566.0
R2	5,623.5	5,623.5	5,558.5
R1	5,583.0	5,583.0	5,550.5	5,561.0
PP	5,539.0	5,539.0	5,539.0	5,528.0
S1	5,498.5	5,498.5	5,535.5	5,476.5
S2	5,454.5	5,454.5	5,527.5
S3	5,370.0	5,414.0	5,520.0
S4	5,285.5	5,329.5	5,496.5

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,904.5	5,826.5	5,562.5
R3	5,776.5	5,698.5	5,527.0
R2	5,648.5	5,648.5	5,515.5
R1	5,570.5	5,570.5	5,503.5	5,545.5
PP	5,520.5	5,520.5	5,520.5	5,508.0
S1	5,442.5	5,442.5	5,480.5	5,417.5
S2	5,392.5	5,392.5	5,468.5
S3	5,264.5	5,314.5	5,457.0
S4	5,136.5	5,186.5	5,421.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,616.5	5,471.0	145.5	2.6%	84.0	1.5%	49%	False	False	108,194
10	5,616.5	5,390.5	226.0	4.1%	67.5	1.2%	67%	False	False	118,425
20	5,616.5	5,050.0	566.5	10.2%	72.5	1.3%	87%	False	False	62,212
40	5,616.5	5,050.0	566.5	10.2%	58.5	1.1%	87%	False	False	31,154
60	5,616.5	4,744.0	872.5	15.7%	61.5	1.1%	92%	False	False	20,794
80	5,616.5	4,744.0	872.5	15.7%	63.5	1.1%	92%	False	False	15,695

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,938.0
2.618	5,800.0
1.618	5,715.5
1.000	5,663.5
0.618	5,631.0
HIGH	5,579.0
0.618	5,546.5
0.500	5,537.0
0.382	5,527.0
LOW	5,494.5
0.618	5,442.5
1.000	5,410.0
1.618	5,358.0
2.618	5,273.5
4.250	5,135.5

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	5,541.0	5,555.5
PP	5,539.0	5,551.5
S1	5,537.0	5,547.0

Download as Excel Spreadsheet

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

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