FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	5,535.0	5,666.0	131.0	2.4%	5,768.0
High	5,669.0	5,778.0	109.0	1.9%	5,793.0
Low	5,522.0	5,649.5	127.5	2.3%	5,571.5
Close	5,645.0	5,771.0	126.0	2.2%	5,673.0
Range	147.0	128.5	-18.5	-12.6%	221.5
ATR	101.6	103.9	2.2	2.2%	0.0
Volume	121,461	133,727	12,266	10.1%	405,819

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,118.5	6,073.0	5,841.5
R3	5,990.0	5,944.5	5,806.5
R2	5,861.5	5,861.5	5,794.5
R1	5,816.0	5,816.0	5,783.0	5,839.0
PP	5,733.0	5,733.0	5,733.0	5,744.0
S1	5,687.5	5,687.5	5,759.0	5,710.0
S2	5,604.5	5,604.5	5,747.5
S3	5,476.0	5,559.0	5,735.5
S4	5,347.5	5,430.5	5,700.5

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,343.5	6,230.0	5,795.0
R3	6,122.0	6,008.5	5,734.0
R2	5,900.5	5,900.5	5,713.5
R1	5,787.0	5,787.0	5,693.5	5,733.0
PP	5,679.0	5,679.0	5,679.0	5,652.0
S1	5,565.5	5,565.5	5,652.5	5,511.5
S2	5,457.5	5,457.5	5,632.5
S3	5,236.0	5,344.0	5,612.0
S4	5,014.5	5,122.5	5,551.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,778.0	5,516.5	261.5	4.5%	129.5	2.2%	97%	True	False	127,433
10	5,800.0	5,516.5	283.5	4.9%	120.5	2.1%	90%	False	False	115,937
20	5,892.5	5,516.5	376.0	6.5%	101.5	1.8%	68%	False	False	109,846
40	5,892.5	5,516.5	376.0	6.5%	87.0	1.5%	68%	False	False	99,839
60	5,892.5	5,390.5	502.0	8.7%	84.5	1.5%	76%	False	False	105,397
80	5,892.5	5,050.0	842.5	14.6%	80.0	1.4%	86%	False	False	79,817
100	5,892.5	5,050.0	842.5	14.6%	74.0	1.3%	86%	False	False	63,867
120	5,892.5	4,744.0	1,148.5	19.9%	73.0	1.3%	89%	False	False	53,273

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	17.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,324.0
2.618	6,114.5
1.618	5,986.0
1.000	5,906.5
0.618	5,857.5
HIGH	5,778.0
0.618	5,729.0
0.500	5,714.0
0.382	5,698.5
LOW	5,649.5
0.618	5,570.0
1.000	5,521.0
1.618	5,441.5
2.618	5,313.0
4.250	5,103.5

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	5,752.0	5,730.0
PP	5,733.0	5,688.5
S1	5,714.0	5,647.0

Download as Excel Spreadsheet

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

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