FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 5,322.0 5,333.0 11.0 0.2% 5,105.0
High 5,330.0 5,381.0 51.0 1.0% 5,323.5
Low 5,269.0 5,320.0 51.0 1.0% 5,056.5
Close 5,311.5 5,327.0 15.5 0.3% 5,282.0
Range 61.0 61.0 0.0 0.0% 267.0
ATR 109.6 106.7 -2.9 -2.6% 0.0
Volume 94,948 72,698 -22,250 -23.4% 492,621
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 5,525.5 5,487.5 5,360.5
R3 5,464.5 5,426.5 5,344.0
R2 5,403.5 5,403.5 5,338.0
R1 5,365.5 5,365.5 5,332.5 5,354.0
PP 5,342.5 5,342.5 5,342.5 5,337.0
S1 5,304.5 5,304.5 5,321.5 5,293.0
S2 5,281.5 5,281.5 5,316.0
S3 5,220.5 5,243.5 5,310.0
S4 5,159.5 5,182.5 5,293.5
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 6,021.5 5,919.0 5,429.0
R3 5,754.5 5,652.0 5,355.5
R2 5,487.5 5,487.5 5,331.0
R1 5,385.0 5,385.0 5,306.5 5,436.0
PP 5,220.5 5,220.5 5,220.5 5,246.5
S1 5,118.0 5,118.0 5,257.5 5,169.0
S2 4,953.5 4,953.5 5,233.0
S3 4,686.5 4,851.0 5,208.5
S4 4,419.5 4,584.0 5,135.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,381.0 5,130.5 250.5 4.7% 87.5 1.6% 78% True False 91,644
10 5,381.0 5,056.5 324.5 6.1% 96.5 1.8% 83% True False 96,600
20 5,381.0 4,757.0 624.0 11.7% 103.5 1.9% 91% True False 99,276
40 5,381.0 4,757.0 624.0 11.7% 103.5 1.9% 91% True False 88,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 21.9
Fibonacci Retracements and Extensions
4.250 5,640.0
2.618 5,540.5
1.618 5,479.5
1.000 5,442.0
0.618 5,418.5
HIGH 5,381.0
0.618 5,357.5
0.500 5,350.5
0.382 5,343.5
LOW 5,320.0
0.618 5,282.5
1.000 5,259.0
1.618 5,221.5
2.618 5,160.5
4.250 5,061.0
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 5,350.5 5,321.5
PP 5,342.5 5,316.0
S1 5,335.0 5,311.0

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

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