FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 11-Oct-2010

Day Change Summary
	Previous	Current
	08-Oct-2010	11-Oct-2010	Change	Change %	Previous Week
Open	5,645.0	5,656.0	11.0	0.2%	5,580.0
High	5,656.0	5,665.0	9.0	0.2%	5,688.0
Low	5,581.5	5,633.5	52.0	0.9%	5,513.5
Close	5,637.0	5,647.5	10.5	0.2%	5,637.0
Range	74.5	31.5	-43.0	-57.7%	174.5
ATR	82.1	78.5	-3.6	-4.4%	0.0
Volume	103,208	49,293	-53,915	-52.2%	501,515

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,743.0	5,727.0	5,665.0
R3	5,711.5	5,695.5	5,656.0
R2	5,680.0	5,680.0	5,653.5
R1	5,664.0	5,664.0	5,650.5	5,656.0
PP	5,648.5	5,648.5	5,648.5	5,645.0
S1	5,632.5	5,632.5	5,644.5	5,625.0
S2	5,617.0	5,617.0	5,641.5
S3	5,585.5	5,601.0	5,639.0
S4	5,554.0	5,569.5	5,630.0

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,136.5	6,061.0	5,733.0
R3	5,962.0	5,886.5	5,685.0
R2	5,787.5	5,787.5	5,669.0
R1	5,712.0	5,712.0	5,653.0	5,750.0
PP	5,613.0	5,613.0	5,613.0	5,631.5
S1	5,537.5	5,537.5	5,621.0	5,575.0
S2	5,438.5	5,438.5	5,605.0
S3	5,264.0	5,363.0	5,589.0
S4	5,089.5	5,188.5	5,541.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,688.0	5,525.0	163.0	2.9%	70.5	1.2%	75%	False	False	91,326
10	5,688.0	5,482.0	206.0	3.6%	80.0	1.4%	80%	False	False	109,004
20	5,688.0	5,435.0	253.0	4.5%	80.0	1.4%	84%	False	False	116,399
40	5,688.0	5,050.0	638.0	11.3%	74.0	1.3%	94%	False	False	65,924
60	5,688.0	5,050.0	638.0	11.3%	64.5	1.1%	94%	False	False	43,972
80	5,688.0	4,744.0	944.0	16.7%	66.5	1.2%	96%	False	False	32,994
100	5,688.0	4,744.0	944.0	16.7%	65.5	1.2%	96%	False	False	26,472

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	19.6
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	5,799.0
2.618	5,747.5
1.618	5,716.0
1.000	5,696.5
0.618	5,684.5
HIGH	5,665.0
0.618	5,653.0
0.500	5,649.0
0.382	5,645.5
LOW	5,633.5
0.618	5,614.0
1.000	5,602.0
1.618	5,582.5
2.618	5,551.0
4.250	5,499.5

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	5,649.0	5,643.0
PP	5,648.5	5,639.0
S1	5,648.0	5,635.0

Download as Excel Spreadsheet

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

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