FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 26-Oct-2010

Day Change Summary
	Previous	Current
	25-Oct-2010	26-Oct-2010	Change	Change %	Previous Week
Open	5,736.0	5,726.0	-10.0	-0.2%	5,683.0
High	5,774.5	5,729.0	-45.5	-0.8%	5,770.0
Low	5,711.0	5,656.0	-55.0	-1.0%	5,641.0
Close	5,739.5	5,694.0	-45.5	-0.8%	5,717.0
Range	63.5	73.0	9.5	15.0%	129.0
ATR	77.8	78.2	0.4	0.5%	0.0
Volume	70,704	100,974	30,270	42.8%	413,412

Daily Pivots for day following 26-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,912.0	5,876.0	5,734.0
R3	5,839.0	5,803.0	5,714.0
R2	5,766.0	5,766.0	5,707.5
R1	5,730.0	5,730.0	5,700.5	5,711.5
PP	5,693.0	5,693.0	5,693.0	5,684.0
S1	5,657.0	5,657.0	5,687.5	5,638.5
S2	5,620.0	5,620.0	5,680.5
S3	5,547.0	5,584.0	5,674.0
S4	5,474.0	5,511.0	5,654.0

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,096.5	6,035.5	5,788.0
R3	5,967.5	5,906.5	5,752.5
R2	5,838.5	5,838.5	5,740.5
R1	5,777.5	5,777.5	5,729.0	5,808.0
PP	5,709.5	5,709.5	5,709.5	5,724.5
S1	5,648.5	5,648.5	5,705.0	5,679.0
S2	5,580.5	5,580.5	5,693.5
S3	5,451.5	5,519.5	5,681.5
S4	5,322.5	5,390.5	5,646.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,774.5	5,641.0	133.5	2.3%	69.0	1.2%	40%	False	False	83,028
10	5,774.5	5,641.0	133.5	2.3%	75.5	1.3%	40%	False	False	88,453
20	5,774.5	5,506.0	268.5	4.7%	78.0	1.4%	70%	False	False	96,894
40	5,774.5	5,199.5	575.0	10.1%	76.0	1.3%	86%	False	False	90,451
60	5,774.5	5,050.0	724.5	12.7%	67.5	1.2%	89%	False	False	60,379
80	5,774.5	4,792.0	982.5	17.3%	67.0	1.2%	92%	False	False	45,302
100	5,774.5	4,744.0	1,030.5	18.1%	67.0	1.2%	92%	False	False	36,322
120	5,774.5	4,744.0	1,030.5	18.1%	69.5	1.2%	92%	False	False	30,282

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	19.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,039.0
2.618	5,920.0
1.618	5,847.0
1.000	5,802.0
0.618	5,774.0
HIGH	5,729.0
0.618	5,701.0
0.500	5,692.5
0.382	5,684.0
LOW	5,656.0
0.618	5,611.0
1.000	5,583.0
1.618	5,538.0
2.618	5,465.0
4.250	5,346.0

Fisher Pivots for day following 26-Oct-2010
Pivot	1 day	3 day
R1	5,693.5	5,715.0
PP	5,693.0	5,708.0
S1	5,692.5	5,701.0

Download as Excel Spreadsheet

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

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