FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	5,587.0	5,543.5	-43.5	-0.8%	5,522.0
High	5,595.5	5,579.0	-16.5	-0.3%	5,616.5
Low	5,545.0	5,482.0	-63.0	-1.1%	5,435.0
Close	5,555.0	5,557.0	2.0	0.0%	5,576.5
Range	50.5	97.0	46.5	92.1%	181.5
ATR	78.3	79.6	1.3	1.7%	0.0
Volume	74,546	137,663	63,117	84.7%	520,894

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,830.5	5,790.5	5,610.5
R3	5,733.5	5,693.5	5,583.5
R2	5,636.5	5,636.5	5,575.0
R1	5,596.5	5,596.5	5,566.0	5,616.5
PP	5,539.5	5,539.5	5,539.5	5,549.0
S1	5,499.5	5,499.5	5,548.0	5,519.5
S2	5,442.5	5,442.5	5,539.0
S3	5,345.5	5,402.5	5,530.5
S4	5,248.5	5,305.5	5,503.5

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,087.0	6,013.5	5,676.5
R3	5,905.5	5,832.0	5,626.5
R2	5,724.0	5,724.0	5,610.0
R1	5,650.5	5,650.5	5,593.0	5,687.0
PP	5,542.5	5,542.5	5,542.5	5,561.0
S1	5,469.0	5,469.0	5,560.0	5,506.0
S2	5,361.0	5,361.0	5,543.0
S3	5,179.5	5,287.5	5,526.5
S4	4,998.0	5,106.0	5,476.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,597.0	5,435.0	162.0	2.9%	94.0	1.7%	75%	False	False	111,584
10	5,616.5	5,435.0	181.5	3.3%	85.0	1.5%	67%	False	False	113,317
20	5,616.5	5,199.5	417.0	7.5%	74.0	1.3%	86%	False	False	84,008
40	5,616.5	5,050.0	566.5	10.2%	62.0	1.1%	89%	False	False	42,121
60	5,616.5	4,792.0	824.5	14.8%	63.0	1.1%	93%	False	False	28,105
80	5,616.5	4,744.0	872.5	15.7%	64.0	1.2%	93%	False	False	21,179
100	5,616.5	4,744.0	872.5	15.7%	67.5	1.2%	93%	False	False	16,960

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	15.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,991.0
2.618	5,833.0
1.618	5,736.0
1.000	5,676.0
0.618	5,639.0
HIGH	5,579.0
0.618	5,542.0
0.500	5,530.5
0.382	5,519.0
LOW	5,482.0
0.618	5,422.0
1.000	5,385.0
1.618	5,325.0
2.618	5,228.0
4.250	5,070.0

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	5,548.0	5,551.0
PP	5,539.5	5,545.5
S1	5,530.5	5,539.5

Download as Excel Spreadsheet

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

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