FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	5,666.0	5,777.0	111.0	2.0%	5,669.5
High	5,778.0	5,787.0	9.0	0.2%	5,787.0
Low	5,649.5	5,720.0	70.5	1.2%	5,516.5
Close	5,771.0	5,753.5	-17.5	-0.3%	5,753.5
Range	128.5	67.0	-61.5	-47.9%	270.5
ATR	103.9	101.2	-2.6	-2.5%	0.0
Volume	133,727	91,426	-42,301	-31.6%	638,642

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,954.5	5,921.0	5,790.5
R3	5,887.5	5,854.0	5,772.0
R2	5,820.5	5,820.5	5,766.0
R1	5,787.0	5,787.0	5,759.5	5,770.0
PP	5,753.5	5,753.5	5,753.5	5,745.0
S1	5,720.0	5,720.0	5,747.5	5,703.0
S2	5,686.5	5,686.5	5,741.0
S3	5,619.5	5,653.0	5,735.0
S4	5,552.5	5,586.0	5,716.5

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,497.0	6,396.0	5,902.5
R3	6,226.5	6,125.5	5,828.0
R2	5,956.0	5,956.0	5,803.0
R1	5,855.0	5,855.0	5,778.5	5,905.5
PP	5,685.5	5,685.5	5,685.5	5,711.0
S1	5,584.5	5,584.5	5,728.5	5,635.0
S2	5,415.0	5,415.0	5,704.0
S3	5,144.5	5,314.0	5,679.0
S4	4,874.0	5,043.5	5,604.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,787.0	5,516.5	270.5	4.7%	123.0	2.1%	88%	True	False	127,728
10	5,793.0	5,516.5	276.5	4.8%	117.0	2.0%	86%	False	False	115,599
20	5,892.5	5,516.5	376.0	6.5%	99.5	1.7%	63%	False	False	108,072
40	5,892.5	5,516.5	376.0	6.5%	87.0	1.5%	63%	False	False	99,806
60	5,892.5	5,435.0	457.5	8.0%	84.0	1.5%	70%	False	False	106,100
80	5,892.5	5,050.0	842.5	14.6%	80.5	1.4%	84%	False	False	80,960
100	5,892.5	5,050.0	842.5	14.6%	74.0	1.3%	84%	False	False	64,781
120	5,892.5	4,744.0	1,148.5	20.0%	73.0	1.3%	88%	False	False	54,013

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	18.2
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6,072.0
2.618	5,962.5
1.618	5,895.5
1.000	5,854.0
0.618	5,828.5
HIGH	5,787.0
0.618	5,761.5
0.500	5,753.5
0.382	5,745.5
LOW	5,720.0
0.618	5,678.5
1.000	5,653.0
1.618	5,611.5
2.618	5,544.5
4.250	5,435.0

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	5,753.5	5,720.5
PP	5,753.5	5,687.5
S1	5,753.5	5,654.5

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