FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 5,697.0 5,774.5 77.5 1.4% 5,790.5
High 5,800.0 5,780.5 -19.5 -0.3% 5,829.0
Low 5,697.0 5,681.5 -15.5 -0.3% 5,648.0
Close 5,761.5 5,725.0 -36.5 -0.6% 5,725.0
Range 103.0 99.0 -4.0 -3.9% 181.0
ATR 83.7 84.8 1.1 1.3% 0.0
Volume 94,806 111,538 16,732 17.6% 519,274
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,026.0 5,974.5 5,779.5
R3 5,927.0 5,875.5 5,752.0
R2 5,828.0 5,828.0 5,743.0
R1 5,776.5 5,776.5 5,734.0 5,753.0
PP 5,729.0 5,729.0 5,729.0 5,717.0
S1 5,677.5 5,677.5 5,716.0 5,654.0
S2 5,630.0 5,630.0 5,707.0
S3 5,531.0 5,578.5 5,698.0
S4 5,432.0 5,479.5 5,670.5
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,277.0 6,182.0 5,824.5
R3 6,096.0 6,001.0 5,775.0
R2 5,915.0 5,915.0 5,758.0
R1 5,820.0 5,820.0 5,741.5 5,777.0
PP 5,734.0 5,734.0 5,734.0 5,712.5
S1 5,639.0 5,639.0 5,708.5 5,596.0
S2 5,553.0 5,553.0 5,692.0
S3 5,372.0 5,458.0 5,675.0
S4 5,191.0 5,277.0 5,625.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,829.0 5,648.0 181.0 3.2% 98.0 1.7% 43% False False 103,854
10 5,892.5 5,648.0 244.5 4.3% 85.5 1.5% 31% False False 101,324
20 5,892.5 5,612.5 280.0 4.9% 78.5 1.4% 40% False False 99,074
40 5,892.5 5,482.0 410.5 7.2% 78.5 1.4% 59% False False 98,997
60 5,892.5 5,096.0 796.5 13.9% 78.0 1.4% 79% False False 90,474
80 5,892.5 5,050.0 842.5 14.7% 70.0 1.2% 80% False False 67,907
100 5,892.5 4,747.0 1,145.5 20.0% 69.0 1.2% 85% False False 54,340
120 5,892.5 4,744.0 1,148.5 20.1% 70.0 1.2% 85% False False 45,350
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 16.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,201.0
2.618 6,039.5
1.618 5,940.5
1.000 5,879.5
0.618 5,841.5
HIGH 5,780.5
0.618 5,742.5
0.500 5,731.0
0.382 5,719.5
LOW 5,681.5
0.618 5,620.5
1.000 5,582.5
1.618 5,521.5
2.618 5,422.5
4.250 5,261.0
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 5,731.0 5,726.0
PP 5,729.0 5,725.5
S1 5,727.0 5,725.0

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

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