FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	5,828.0	5,815.0	-13.0	-0.2%	5,754.0
High	5,841.0	5,844.0	3.0	0.1%	5,852.0
Low	5,798.0	5,794.0	-4.0	-0.1%	5,728.0
Close	5,801.0	5,809.5	8.5	0.1%	5,809.5
Range	43.0	50.0	7.0	16.3%	124.0
ATR	91.1	88.2	-2.9	-3.2%	0.0
Volume	113,927	121,709	7,782	6.8%	525,644

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,966.0	5,937.5	5,837.0
R3	5,916.0	5,887.5	5,823.0
R2	5,866.0	5,866.0	5,818.5
R1	5,837.5	5,837.5	5,814.0	5,827.0
PP	5,816.0	5,816.0	5,816.0	5,810.5
S1	5,787.5	5,787.5	5,805.0	5,777.0
S2	5,766.0	5,766.0	5,800.5
S3	5,716.0	5,737.5	5,796.0
S4	5,666.0	5,687.5	5,782.0

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,168.5	6,113.0	5,877.5
R3	6,044.5	5,989.0	5,843.5
R2	5,920.5	5,920.5	5,832.0
R1	5,865.0	5,865.0	5,821.0	5,893.0
PP	5,796.5	5,796.5	5,796.5	5,810.5
S1	5,741.0	5,741.0	5,798.0	5,769.0
S2	5,672.5	5,672.5	5,787.0
S3	5,548.5	5,617.0	5,775.5
S4	5,424.5	5,493.0	5,741.5

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	5,728.0	124.0	2.1%	60.0	1.0%	66%	False	False	105,128
10	5,852.0	5,516.5	335.5	5.8%	91.5	1.6%	87%	False	False	116,428
20	5,852.0	5,516.5	335.5	5.8%	99.0	1.7%	87%	False	False	111,145
40	5,892.5	5,516.5	376.0	6.5%	85.5	1.5%	78%	False	False	101,743
60	5,892.5	5,435.0	457.5	7.9%	85.5	1.5%	82%	False	False	103,342
80	5,892.5	5,050.0	842.5	14.5%	81.5	1.4%	90%	False	False	87,521
100	5,892.5	5,050.0	842.5	14.5%	73.0	1.3%	90%	False	False	70,031
120	5,892.5	4,744.0	1,148.5	19.8%	73.5	1.3%	93%	False	False	58,372

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,056.5
2.618	5,975.0
1.618	5,925.0
1.000	5,894.0
0.618	5,875.0
HIGH	5,844.0
0.618	5,825.0
0.500	5,819.0
0.382	5,813.0
LOW	5,794.0
0.618	5,763.0
1.000	5,744.0
1.618	5,713.0
2.618	5,663.0
4.250	5,581.5

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	5,819.0	5,808.0
PP	5,816.0	5,806.5
S1	5,812.5	5,805.0

Download as Excel Spreadsheet

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

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