FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 5,545.0 5,636.0 91.0 1.6% 5,587.0
High 5,647.0 5,675.0 28.0 0.5% 5,632.5
Low 5,525.0 5,627.0 102.0 1.8% 5,482.0
Close 5,616.5 5,656.0 39.5 0.7% 5,558.0
Range 122.0 48.0 -74.0 -60.7% 150.5
ATR 85.1 83.2 -1.9 -2.2% 0.0
Volume 116,547 94,833 -21,714 -18.6% 613,784
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 5,796.5 5,774.5 5,682.5
R3 5,748.5 5,726.5 5,669.0
R2 5,700.5 5,700.5 5,665.0
R1 5,678.5 5,678.5 5,660.5 5,689.5
PP 5,652.5 5,652.5 5,652.5 5,658.0
S1 5,630.5 5,630.5 5,651.5 5,641.5
S2 5,604.5 5,604.5 5,647.0
S3 5,556.5 5,582.5 5,643.0
S4 5,508.5 5,534.5 5,629.5
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 5,675.0 5,506.0 169.0 3.0% 88.0 1.6% 89% True False 119,823
10 5,675.0 5,435.0 240.0 4.2% 91.0 1.6% 92% True False 114,602
20 5,675.0 5,390.5 284.5 5.0% 79.0 1.4% 93% True False 116,514
40 5,675.0 5,050.0 625.0 11.1% 73.5 1.3% 97% True False 59,795
60 5,675.0 5,050.0 625.0 11.1% 65.0 1.2% 97% True False 39,885
80 5,675.0 4,744.0 931.0 16.5% 66.0 1.2% 98% True False 29,989
100 5,675.0 4,744.0 931.0 16.5% 67.5 1.2% 98% True False 24,024
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 18.0
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,879.0
2.618 5,800.5
1.618 5,752.5
1.000 5,723.0
0.618 5,704.5
HIGH 5,675.0
0.618 5,656.5
0.500 5,651.0
0.382 5,645.5
LOW 5,627.0
0.618 5,597.5
1.000 5,579.0
1.618 5,549.5
2.618 5,501.5
4.250 5,423.0
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 5,654.5 5,635.5
PP 5,652.5 5,615.0
S1 5,651.0 5,594.0

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

View Archives - Comment on this page... - Back to Index of Symbols