FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 5,326.0 5,331.5 5.5 0.1% 5,380.0
High 5,335.0 5,335.5 0.5 0.0% 5,414.5
Low 5,292.5 5,175.0 -117.5 -2.2% 5,197.5
Close 5,305.5 5,212.0 -93.5 -1.8% 5,265.0
Range 42.5 160.5 118.0 277.6% 217.0
ATR 93.2 98.0 4.8 5.2% 0.0
Volume 90,799 139,249 48,450 53.4% 440,024
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,722.5 5,627.5 5,300.5
R3 5,562.0 5,467.0 5,256.0
R2 5,401.5 5,401.5 5,241.5
R1 5,306.5 5,306.5 5,226.5 5,274.0
PP 5,241.0 5,241.0 5,241.0 5,224.5
S1 5,146.0 5,146.0 5,197.5 5,113.0
S2 5,080.5 5,080.5 5,182.5
S3 4,920.0 4,985.5 5,168.0
S4 4,759.5 4,825.0 5,123.5
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,943.5 5,821.0 5,384.5
R3 5,726.5 5,604.0 5,324.5
R2 5,509.5 5,509.5 5,305.0
R1 5,387.0 5,387.0 5,285.0 5,340.0
PP 5,292.5 5,292.5 5,292.5 5,268.5
S1 5,170.0 5,170.0 5,245.0 5,123.0
S2 5,075.5 5,075.5 5,225.0
S3 4,858.5 4,953.0 5,205.5
S4 4,641.5 4,736.0 5,145.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,347.0 5,175.0 172.0 3.3% 90.5 1.7% 22% False True 93,635
10 5,414.5 5,175.0 239.5 4.6% 86.5 1.7% 15% False True 91,673
20 5,414.5 5,175.0 239.5 4.6% 84.5 1.6% 15% False True 90,086
40 5,414.5 4,757.0 657.5 12.6% 96.0 1.8% 69% False False 95,946
60 5,414.5 4,757.0 657.5 12.6% 98.5 1.9% 69% False False 84,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.4
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 6,017.5
2.618 5,755.5
1.618 5,595.0
1.000 5,496.0
0.618 5,434.5
HIGH 5,335.5
0.618 5,274.0
0.500 5,255.0
0.382 5,236.5
LOW 5,175.0
0.618 5,076.0
1.000 5,014.5
1.618 4,915.5
2.618 4,755.0
4.250 4,493.0
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 5,255.0 5,261.0
PP 5,241.0 5,244.5
S1 5,226.5 5,228.5

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

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