FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 5,559.5 5,580.0 20.5 0.4% 5,587.0
High 5,595.5 5,599.0 3.5 0.1% 5,632.5
Low 5,538.0 5,513.5 -24.5 -0.4% 5,482.0
Close 5,558.0 5,538.0 -20.0 -0.4% 5,558.0
Range 57.5 85.5 28.0 48.7% 150.5
ATR 82.0 82.2 0.3 0.3% 0.0
Volume 131,790 94,176 -37,614 -28.5% 613,784
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 5,806.5 5,758.0 5,585.0
R3 5,721.0 5,672.5 5,561.5
R2 5,635.5 5,635.5 5,553.5
R1 5,587.0 5,587.0 5,546.0 5,568.5
PP 5,550.0 5,550.0 5,550.0 5,541.0
S1 5,501.5 5,501.5 5,530.0 5,483.0
S2 5,464.5 5,464.5 5,522.5
S3 5,379.0 5,416.0 5,514.5
S4 5,293.5 5,330.5 5,491.0
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,009.0 5,934.0 5,641.0
R3 5,858.5 5,783.5 5,599.5
R2 5,708.0 5,708.0 5,585.5
R1 5,633.0 5,633.0 5,572.0 5,595.0
PP 5,557.5 5,557.5 5,557.5 5,538.5
S1 5,482.5 5,482.5 5,544.0 5,445.0
S2 5,407.0 5,407.0 5,530.5
S3 5,256.5 5,332.0 5,516.5
S4 5,106.0 5,181.5 5,475.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,632.5 5,482.0 150.5 2.7% 90.0 1.6% 37% False False 126,682
10 5,632.5 5,435.0 197.5 3.6% 89.5 1.6% 52% False False 114,207
20 5,632.5 5,343.0 289.5 5.2% 77.5 1.4% 67% False False 107,957
40 5,632.5 5,050.0 582.5 10.5% 69.5 1.3% 84% False False 54,512
60 5,632.5 5,050.0 582.5 10.5% 64.5 1.2% 84% False False 36,363
80 5,632.5 4,744.0 888.5 16.0% 65.0 1.2% 89% False False 27,352
100 5,632.5 4,744.0 888.5 16.0% 68.0 1.2% 89% False False 21,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,962.5
2.618 5,823.0
1.618 5,737.5
1.000 5,684.5
0.618 5,652.0
HIGH 5,599.0
0.618 5,566.5
0.500 5,556.0
0.382 5,546.0
LOW 5,513.5
0.618 5,460.5
1.000 5,428.0
1.618 5,375.0
2.618 5,289.5
4.250 5,150.0
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 5,556.0 5,569.0
PP 5,550.0 5,559.0
S1 5,544.0 5,548.5

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

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