FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 29-Oct-2010

Day Change Summary
	Previous	Current
	28-Oct-2010	29-Oct-2010	Change	Change %	Previous Week
Open	5,658.5	5,656.0	-2.5	0.0%	5,736.0
High	5,697.5	5,684.5	-13.0	-0.2%	5,774.5
Low	5,637.0	5,629.5	-7.5	-0.1%	5,612.5
Close	5,665.5	5,661.0	-4.5	-0.1%	5,661.0
Range	60.5	55.0	-5.5	-9.1%	162.0
ATR	77.7	76.0	-1.6	-2.1%	0.0
Volume	100,214	90,391	-9,823	-9.8%	461,297

Daily Pivots for day following 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,823.5	5,797.0	5,691.0
R3	5,768.5	5,742.0	5,676.0
R2	5,713.5	5,713.5	5,671.0
R1	5,687.0	5,687.0	5,666.0	5,700.0
PP	5,658.5	5,658.5	5,658.5	5,665.0
S1	5,632.0	5,632.0	5,656.0	5,645.0
S2	5,603.5	5,603.5	5,651.0
S3	5,548.5	5,577.0	5,646.0
S4	5,493.5	5,522.0	5,631.0

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,168.5	6,077.0	5,750.0
R3	6,006.5	5,915.0	5,705.5
R2	5,844.5	5,844.5	5,690.5
R1	5,753.0	5,753.0	5,676.0	5,718.0
PP	5,682.5	5,682.5	5,682.5	5,665.0
S1	5,591.0	5,591.0	5,646.0	5,556.0
S2	5,520.5	5,520.5	5,631.5
S3	5,358.5	5,429.0	5,616.5
S4	5,196.5	5,267.0	5,572.0

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%	68.0	1.2%	30%	False	False	92,259
10	5,774.5	5,612.5	162.0	2.9%	72.5	1.3%	30%	False	False	87,470
20	5,774.5	5,513.5	261.0	4.6%	75.0	1.3%	57%	False	False	91,296
40	5,774.5	5,343.0	431.5	7.6%	74.5	1.3%	74%	False	False	97,357
60	5,774.5	5,050.0	724.5	12.8%	70.0	1.2%	84%	False	False	65,204
80	5,774.5	5,047.0	727.5	12.9%	67.0	1.2%	84%	False	False	48,920
100	5,774.5	4,744.0	1,030.5	18.2%	66.5	1.2%	89%	False	False	39,207
120	5,774.5	4,744.0	1,030.5	18.2%	68.5	1.2%	89%	False	False	32,691

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,918.0
2.618	5,828.5
1.618	5,773.5
1.000	5,739.5
0.618	5,718.5
HIGH	5,684.5
0.618	5,663.5
0.500	5,657.0
0.382	5,650.5
LOW	5,629.5
0.618	5,595.5
1.000	5,574.5
1.618	5,540.5
2.618	5,485.5
4.250	5,396.0

Fisher Pivots for day following 29-Oct-2010
Pivot	1 day	3 day
R1	5,659.5	5,659.5
PP	5,658.5	5,657.5
S1	5,657.0	5,656.0

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