FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	5,869.5	5,863.5	-6.0	-0.1%	5,754.0
High	5,899.5	5,909.0	9.5	0.2%	5,852.0
Low	5,856.0	5,861.5	5.5	0.1%	5,728.0
Close	5,896.5	5,883.0	-13.5	-0.2%	5,809.5
Range	43.5	47.5	4.0	9.2%	124.0
ATR	81.5	79.0	-2.4	-3.0%	0.0
Volume	218,231	154,615	-63,616	-29.2%	525,644

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,027.0	6,002.5	5,909.0
R3	5,979.5	5,955.0	5,896.0
R2	5,932.0	5,932.0	5,891.5
R1	5,907.5	5,907.5	5,887.5	5,920.0
PP	5,884.5	5,884.5	5,884.5	5,890.5
S1	5,860.0	5,860.0	5,878.5	5,872.0
S2	5,837.0	5,837.0	5,874.5
S3	5,789.5	5,812.5	5,870.0
S4	5,742.0	5,765.0	5,857.0

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	5,909.0	5,794.0	115.0	2.0%	49.0	0.8%	77%	True	False	190,418
10	5,909.0	5,720.0	189.0	3.2%	56.0	1.0%	86%	True	False	144,745
20	5,909.0	5,516.5	392.5	6.7%	88.5	1.5%	93%	True	False	130,341
40	5,909.0	5,516.5	392.5	6.7%	81.5	1.4%	93%	True	False	113,630
60	5,909.0	5,435.0	474.0	8.1%	82.5	1.4%	95%	True	False	109,784
80	5,909.0	5,050.0	859.0	14.6%	80.0	1.4%	97%	True	False	97,891
100	5,909.0	5,050.0	859.0	14.6%	73.0	1.2%	97%	True	False	78,332
120	5,909.0	4,744.0	1,165.0	19.8%	72.0	1.2%	98%	True	False	65,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,111.0
2.618	6,033.5
1.618	5,986.0
1.000	5,956.5
0.618	5,938.5
HIGH	5,909.0
0.618	5,891.0
0.500	5,885.0
0.382	5,879.5
LOW	5,861.5
0.618	5,832.0
1.000	5,814.0
1.618	5,784.5
2.618	5,737.0
4.250	5,659.5

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	5,885.0	5,881.0
PP	5,884.5	5,879.5
S1	5,884.0	5,877.5

Download as Excel Spreadsheet

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

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