FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	5,730.0	5,706.5	-23.5	-0.4%	5,656.0
High	5,752.0	5,729.5	-22.5	-0.4%	5,752.0
Low	5,691.5	5,644.0	-47.5	-0.8%	5,573.5
Close	5,713.0	5,678.0	-35.0	-0.6%	5,678.0
Range	60.5	85.5	25.0	41.3%	178.5
ATR	79.9	80.3	0.4	0.5%	0.0
Volume	102,093	104,739	2,646	2.6%	449,703

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,940.5	5,894.5	5,725.0
R3	5,855.0	5,809.0	5,701.5
R2	5,769.5	5,769.5	5,693.5
R1	5,723.5	5,723.5	5,686.0	5,704.0
PP	5,684.0	5,684.0	5,684.0	5,674.0
S1	5,638.0	5,638.0	5,670.0	5,618.0
S2	5,598.5	5,598.5	5,662.5
S3	5,513.0	5,552.5	5,654.5
S4	5,427.5	5,467.0	5,631.0

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,203.5	6,119.0	5,776.0
R3	6,025.0	5,940.5	5,727.0
R2	5,846.5	5,846.5	5,710.5
R1	5,762.0	5,762.0	5,694.5	5,804.0
PP	5,668.0	5,668.0	5,668.0	5,689.0
S1	5,583.5	5,583.5	5,661.5	5,626.0
S2	5,489.5	5,489.5	5,645.5
S3	5,311.0	5,405.0	5,629.0
S4	5,132.5	5,226.5	5,580.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,752.0	5,573.5	178.5	3.1%	73.5	1.3%	59%	False	False	89,940
10	5,752.0	5,513.5	238.5	4.2%	77.5	1.4%	69%	False	False	95,121
20	5,752.0	5,435.0	317.0	5.6%	84.5	1.5%	77%	False	False	104,294
40	5,752.0	5,050.0	702.0	12.4%	76.0	1.3%	89%	False	False	75,901
60	5,752.0	5,050.0	702.0	12.4%	65.0	1.1%	89%	False	False	50,634
80	5,752.0	4,744.0	1,008.0	17.8%	67.5	1.2%	93%	False	False	37,995
100	5,752.0	4,744.0	1,008.0	17.8%	67.0	1.2%	93%	False	False	30,474

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	17.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,093.0
2.618	5,953.5
1.618	5,868.0
1.000	5,815.0
0.618	5,782.5
HIGH	5,729.5
0.618	5,697.0
0.500	5,687.0
0.382	5,676.5
LOW	5,644.0
0.618	5,591.0
1.000	5,558.5
1.618	5,505.5
2.618	5,420.0
4.250	5,280.5

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	5,687.0	5,698.0
PP	5,684.0	5,691.5
S1	5,681.0	5,684.5

Download as Excel Spreadsheet

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

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