FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 5,136.0 5,243.0 107.0 2.1% 5,216.0
High 5,237.0 5,368.0 131.0 2.5% 5,266.5
Low 5,123.5 5,220.0 96.5 1.9% 5,062.0
Close 5,201.5 5,359.0 157.5 3.0% 5,207.0
Range 113.5 148.0 34.5 30.4% 204.5
ATR 98.4 103.3 4.9 4.9% 0.0
Volume 121,649 127,113 5,464 4.5% 446,778
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,759.5 5,707.5 5,440.5
R3 5,611.5 5,559.5 5,399.5
R2 5,463.5 5,463.5 5,386.0
R1 5,411.5 5,411.5 5,372.5 5,437.5
PP 5,315.5 5,315.5 5,315.5 5,329.0
S1 5,263.5 5,263.5 5,345.5 5,289.5
S2 5,167.5 5,167.5 5,332.0
S3 5,019.5 5,115.5 5,318.5
S4 4,871.5 4,967.5 5,277.5
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,792.0 5,704.0 5,319.5
R3 5,587.5 5,499.5 5,263.0
R2 5,383.0 5,383.0 5,244.5
R1 5,295.0 5,295.0 5,225.5 5,237.0
PP 5,178.5 5,178.5 5,178.5 5,149.5
S1 5,090.5 5,090.5 5,188.5 5,032.0
S2 4,974.0 4,974.0 5,169.5
S3 4,769.5 4,886.0 5,151.0
S4 4,565.0 4,681.5 5,094.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,368.0 5,062.0 306.0 5.7% 108.0 2.0% 97% True False 105,143
10 5,368.0 5,062.0 306.0 5.7% 101.5 1.9% 97% True False 102,113
20 5,414.5 5,062.0 352.5 6.6% 91.5 1.7% 84% False False 92,823
40 5,414.5 4,857.5 557.0 10.4% 94.5 1.8% 90% False False 93,830
60 5,414.5 4,757.0 657.5 12.3% 96.5 1.8% 92% False False 97,415
80 5,414.5 4,757.0 657.5 12.3% 100.0 1.9% 92% False False 73,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,997.0
2.618 5,755.5
1.618 5,607.5
1.000 5,516.0
0.618 5,459.5
HIGH 5,368.0
0.618 5,311.5
0.500 5,294.0
0.382 5,276.5
LOW 5,220.0
0.618 5,128.5
1.000 5,072.0
1.618 4,980.5
2.618 4,832.5
4.250 4,591.0
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 5,337.5 5,320.0
PP 5,315.5 5,280.5
S1 5,294.0 5,241.0

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

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