FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 28-Oct-2010

Day Change Summary
	Previous	Current
	27-Oct-2010	28-Oct-2010	Change	Change %	Previous Week
Open	5,699.0	5,658.5	-40.5	-0.7%	5,683.0
High	5,699.5	5,697.5	-2.0	0.0%	5,770.0
Low	5,612.5	5,637.0	24.5	0.4%	5,641.0
Close	5,634.5	5,665.5	31.0	0.6%	5,717.0
Range	87.0	60.5	-26.5	-30.5%	129.0
ATR	78.8	77.7	-1.1	-1.4%	0.0
Volume	99,014	100,214	1,200	1.2%	413,412

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,848.0	5,817.5	5,699.0
R3	5,787.5	5,757.0	5,682.0
R2	5,727.0	5,727.0	5,676.5
R1	5,696.5	5,696.5	5,671.0	5,712.0
PP	5,666.5	5,666.5	5,666.5	5,674.5
S1	5,636.0	5,636.0	5,660.0	5,651.0
S2	5,606.0	5,606.0	5,654.5
S3	5,545.5	5,575.5	5,649.0
S4	5,485.0	5,515.0	5,632.0

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	5,612.5	162.0	2.9%	63.5	1.1%	33%	False	False	86,785
10	5,774.5	5,612.5	162.0	2.9%	75.5	1.3%	33%	False	False	88,905
20	5,774.5	5,513.5	261.0	4.6%	75.0	1.3%	58%	False	False	93,366
40	5,774.5	5,343.0	431.5	7.6%	75.0	1.3%	75%	False	False	95,289
60	5,774.5	5,050.0	724.5	12.8%	69.0	1.2%	85%	False	False	63,698
80	5,774.5	5,009.0	765.5	13.5%	67.5	1.2%	86%	False	False	47,792
100	5,774.5	4,744.0	1,030.5	18.2%	67.0	1.2%	89%	False	False	38,306
120	5,774.5	4,744.0	1,030.5	18.2%	69.0	1.2%	89%	False	False	31,938

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,954.5
2.618	5,856.0
1.618	5,795.5
1.000	5,758.0
0.618	5,735.0
HIGH	5,697.5
0.618	5,674.5
0.500	5,667.0
0.382	5,660.0
LOW	5,637.0
0.618	5,599.5
1.000	5,576.5
1.618	5,539.0
2.618	5,478.5
4.250	5,380.0

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	5,667.0	5,671.0
PP	5,666.5	5,669.0
S1	5,666.0	5,667.0

Download as Excel Spreadsheet

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

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