FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 5,324.5 5,215.5 -109.0 -2.0% 5,277.0
High 5,332.5 5,267.0 -65.5 -1.2% 5,401.5
Low 5,205.5 5,197.5 -8.0 -0.2% 5,272.0
Close 5,241.0 5,259.5 18.5 0.4% 5,317.0
Range 127.0 69.5 -57.5 -45.3% 129.5
ATR 101.7 99.4 -2.3 -2.3% 0.0
Volume 103,715 101,274 -2,441 -2.4% 446,760
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,450.0 5,424.0 5,297.5
R3 5,380.5 5,354.5 5,278.5
R2 5,311.0 5,311.0 5,272.0
R1 5,285.0 5,285.0 5,266.0 5,298.0
PP 5,241.5 5,241.5 5,241.5 5,248.0
S1 5,215.5 5,215.5 5,253.0 5,228.5
S2 5,172.0 5,172.0 5,247.0
S3 5,102.5 5,146.0 5,240.5
S4 5,033.0 5,076.5 5,221.5
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,718.5 5,647.5 5,388.0
R3 5,589.0 5,518.0 5,352.5
R2 5,459.5 5,459.5 5,340.5
R1 5,388.5 5,388.5 5,329.0 5,424.0
PP 5,330.0 5,330.0 5,330.0 5,348.0
S1 5,259.0 5,259.0 5,305.0 5,294.5
S2 5,200.5 5,200.5 5,293.5
S3 5,071.0 5,129.5 5,281.5
S4 4,941.5 5,000.0 5,246.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,414.5 5,197.5 217.0 4.1% 82.5 1.6% 29% False True 89,710
10 5,414.5 5,197.5 217.0 4.1% 81.5 1.6% 29% False True 88,551
20 5,414.5 5,056.5 358.0 6.8% 91.0 1.7% 57% False False 91,252
40 5,414.5 4,757.0 657.5 12.5% 95.5 1.8% 76% False False 101,666
60 5,414.5 4,757.0 657.5 12.5% 101.5 1.9% 76% False False 77,067
Crabel Price Patterns
NR True
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 19.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,562.5
2.618 5,449.0
1.618 5,379.5
1.000 5,336.5
0.618 5,310.0
HIGH 5,267.0
0.618 5,240.5
0.500 5,232.0
0.382 5,224.0
LOW 5,197.5
0.618 5,154.5
1.000 5,128.0
1.618 5,085.0
2.618 5,015.5
4.250 4,902.0
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 5,250.5 5,299.0
PP 5,241.5 5,286.0
S1 5,232.0 5,272.5

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

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