FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	5,835.0	5,855.5	20.5	0.4%	5,754.0
High	5,875.0	5,902.0	27.0	0.5%	5,852.0
Low	5,828.0	5,846.0	18.0	0.3%	5,728.0
Close	5,855.5	5,883.5	28.0	0.5%	5,809.5
Range	47.0	56.0	9.0	19.1%	124.0
ATR	86.6	84.4	-2.2	-2.5%	0.0
Volume	186,908	270,627	83,719	44.8%	525,644

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,045.0	6,020.5	5,914.5
R3	5,989.0	5,964.5	5,899.0
R2	5,933.0	5,933.0	5,894.0
R1	5,908.5	5,908.5	5,888.5	5,921.0
PP	5,877.0	5,877.0	5,877.0	5,883.5
S1	5,852.5	5,852.5	5,878.5	5,865.0
S2	5,821.0	5,821.0	5,873.0
S3	5,765.0	5,796.5	5,868.0
S4	5,709.0	5,740.5	5,852.5

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	5,902.0	5,766.5	135.5	2.3%	51.5	0.9%	86%	True	False	157,314
10	5,902.0	5,522.0	380.0	6.5%	74.5	1.3%	95%	True	False	132,979
20	5,902.0	5,516.5	385.5	6.6%	94.0	1.6%	95%	True	False	122,824
40	5,902.0	5,516.5	385.5	6.6%	83.5	1.4%	95%	True	False	108,681
60	5,902.0	5,435.0	467.0	7.9%	83.5	1.4%	96%	True	False	107,027
80	5,902.0	5,050.0	852.0	14.5%	80.0	1.4%	98%	True	False	93,232
100	5,902.0	5,050.0	852.0	14.5%	73.0	1.2%	98%	True	False	74,604
120	5,902.0	4,744.0	1,158.0	19.7%	73.0	1.2%	98%	True	False	62,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	15.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,140.0
2.618	6,048.5
1.618	5,992.5
1.000	5,958.0
0.618	5,936.5
HIGH	5,902.0
0.618	5,880.5
0.500	5,874.0
0.382	5,867.5
LOW	5,846.0
0.618	5,811.5
1.000	5,790.0
1.618	5,755.5
2.618	5,699.5
4.250	5,608.0

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	5,880.5	5,871.5
PP	5,877.0	5,860.0
S1	5,874.0	5,848.0

Download as Excel Spreadsheet

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

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