FTSE 100 Index Future December 2010


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 5,792.5 5,828.0 35.5 0.6% 5,669.5
High 5,829.0 5,841.0 12.0 0.2% 5,787.0
Low 5,766.5 5,798.0 31.5 0.5% 5,516.5
Close 5,798.0 5,801.0 3.0 0.1% 5,753.5
Range 62.5 43.0 -19.5 -31.2% 270.5
ATR 94.8 91.1 -3.7 -3.9% 0.0
Volume 93,402 113,927 20,525 22.0% 638,642
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 5,942.5 5,914.5 5,824.5
R3 5,899.5 5,871.5 5,813.0
R2 5,856.5 5,856.5 5,809.0
R1 5,828.5 5,828.5 5,805.0 5,821.0
PP 5,813.5 5,813.5 5,813.5 5,809.5
S1 5,785.5 5,785.5 5,797.0 5,778.0
S2 5,770.5 5,770.5 5,793.0
S3 5,727.5 5,742.5 5,789.0
S4 5,684.5 5,699.5 5,777.5
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 5,852.0 5,720.0 132.0 2.3% 63.5 1.1% 61% False False 99,072
10 5,852.0 5,516.5 335.5 5.8% 96.5 1.7% 85% False False 113,253
20 5,852.0 5,516.5 335.5 5.8% 99.5 1.7% 85% False False 108,924
40 5,892.5 5,516.5 376.0 6.5% 85.5 1.5% 76% False False 101,253
60 5,892.5 5,435.0 457.5 7.9% 85.5 1.5% 80% False False 102,932
80 5,892.5 5,050.0 842.5 14.5% 81.0 1.4% 89% False False 86,004
100 5,892.5 5,050.0 842.5 14.5% 73.5 1.3% 89% False False 68,815
120 5,892.5 4,744.0 1,148.5 19.8% 73.5 1.3% 92% False False 57,358
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.4
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 6,024.0
2.618 5,953.5
1.618 5,910.5
1.000 5,884.0
0.618 5,867.5
HIGH 5,841.0
0.618 5,824.5
0.500 5,819.5
0.382 5,814.5
LOW 5,798.0
0.618 5,771.5
1.000 5,755.0
1.618 5,728.5
2.618 5,685.5
4.250 5,615.0
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 5,819.5 5,809.0
PP 5,813.5 5,806.5
S1 5,807.0 5,804.0

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

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