FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 5,546.5 5,566.0 19.5 0.4% 5,452.5
High 5,573.0 5,584.5 11.5 0.2% 5,513.5
Low 5,530.5 5,541.0 10.5 0.2% 5,360.0
Close 5,565.5 5,576.0 10.5 0.2% 5,506.5
Range 42.5 43.5 1.0 2.4% 153.5
ATR 86.3 83.3 -3.1 -3.5% 0.0
Volume 239,836 317,858 78,022 32.5% 489,091
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,697.5 5,680.5 5,600.0
R3 5,654.0 5,637.0 5,588.0
R2 5,610.5 5,610.5 5,584.0
R1 5,593.5 5,593.5 5,580.0 5,602.0
PP 5,567.0 5,567.0 5,567.0 5,571.5
S1 5,550.0 5,550.0 5,572.0 5,558.5
S2 5,523.5 5,523.5 5,568.0
S3 5,480.0 5,506.5 5,564.0
S4 5,436.5 5,463.0 5,552.0
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,920.5 5,867.0 5,591.0
R3 5,767.0 5,713.5 5,548.5
R2 5,613.5 5,613.5 5,534.5
R1 5,560.0 5,560.0 5,520.5 5,587.0
PP 5,460.0 5,460.0 5,460.0 5,473.5
S1 5,406.5 5,406.5 5,492.5 5,433.0
S2 5,306.5 5,306.5 5,478.5
S3 5,153.0 5,253.0 5,464.5
S4 4,999.5 5,099.5 5,422.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,584.5 5,360.0 224.5 4.0% 61.0 1.1% 96% True False 180,126
10 5,584.5 5,220.0 364.5 6.5% 67.5 1.2% 98% True False 135,548
20 5,584.5 5,062.0 522.5 9.4% 81.5 1.5% 98% True False 116,534
40 5,584.5 5,056.5 528.0 9.5% 84.5 1.5% 98% True False 102,461
60 5,584.5 4,757.0 827.5 14.8% 91.5 1.6% 99% True False 102,927
80 5,584.5 4,757.0 827.5 14.8% 94.5 1.7% 99% True False 88,890
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,769.5
2.618 5,698.5
1.618 5,655.0
1.000 5,628.0
0.618 5,611.5
HIGH 5,584.5
0.618 5,568.0
0.500 5,563.0
0.382 5,557.5
LOW 5,541.0
0.618 5,514.0
1.000 5,497.5
1.618 5,470.5
2.618 5,427.0
4.250 5,356.0
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 5,571.5 5,560.5
PP 5,567.0 5,545.5
S1 5,563.0 5,530.0

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

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