FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	5,859.5	5,839.5	-20.0	-0.3%	5,685.0
High	5,872.5	5,892.5	20.0	0.3%	5,888.0
Low	5,829.0	5,826.0	-3.0	-0.1%	5,647.0
Close	5,839.0	5,864.0	25.0	0.4%	5,850.5
Range	43.5	66.5	23.0	52.9%	241.0
ATR	75.9	75.2	-0.7	-0.9%	0.0
Volume	77,968	111,360	33,392	42.8%	506,947

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,060.5	6,028.5	5,900.5
R3	5,994.0	5,962.0	5,882.5
R2	5,927.5	5,927.5	5,876.0
R1	5,895.5	5,895.5	5,870.0	5,911.5
PP	5,861.0	5,861.0	5,861.0	5,869.0
S1	5,829.0	5,829.0	5,858.0	5,845.0
S2	5,794.5	5,794.5	5,852.0
S3	5,728.0	5,762.5	5,845.5
S4	5,661.5	5,696.0	5,827.5

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,518.0	6,425.5	5,983.0
R3	6,277.0	6,184.5	5,917.0
R2	6,036.0	6,036.0	5,894.5
R1	5,943.5	5,943.5	5,872.5	5,990.0
PP	5,795.0	5,795.0	5,795.0	5,818.5
S1	5,702.5	5,702.5	5,828.5	5,749.0
S2	5,554.0	5,554.0	5,806.5
S3	5,313.0	5,461.5	5,784.0
S4	5,072.0	5,220.5	5,718.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,892.5	5,718.0	174.5	3.0%	66.0	1.1%	84%	True	False	98,023
10	5,892.5	5,612.5	280.0	4.8%	69.5	1.2%	90%	True	False	98,589
20	5,892.5	5,612.5	280.0	4.8%	72.5	1.2%	90%	True	False	93,521
40	5,892.5	5,435.0	457.5	7.8%	77.5	1.3%	94%	True	False	101,423
60	5,892.5	5,050.0	842.5	14.4%	75.0	1.3%	97%	True	False	76,806
80	5,892.5	5,050.0	842.5	14.4%	67.0	1.1%	97%	True	False	57,619
100	5,892.5	4,744.0	1,148.5	19.6%	68.0	1.2%	98%	True	False	46,108
120	5,892.5	4,744.0	1,148.5	19.6%	66.5	1.1%	98%	True	False	38,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,175.0
2.618	6,066.5
1.618	6,000.0
1.000	5,959.0
0.618	5,933.5
HIGH	5,892.5
0.618	5,867.0
0.500	5,859.0
0.382	5,851.5
LOW	5,826.0
0.618	5,785.0
1.000	5,759.5
1.618	5,718.5
2.618	5,652.0
4.250	5,543.5

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	5,862.5	5,862.0
PP	5,861.0	5,859.5
S1	5,859.0	5,857.0

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