FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 5,566.0 5,570.5 4.5 0.1% 5,452.5
High 5,584.5 5,579.5 -5.0 -0.1% 5,513.5
Low 5,541.0 5,535.0 -6.0 -0.1% 5,360.0
Close 5,576.0 5,557.0 -19.0 -0.3% 5,506.5
Range 43.5 44.5 1.0 2.3% 153.5
ATR 83.3 80.5 -2.8 -3.3% 0.0
Volume 317,858 212,378 -105,480 -33.2% 489,091
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,690.5 5,668.5 5,581.5
R3 5,646.0 5,624.0 5,569.0
R2 5,601.5 5,601.5 5,565.0
R1 5,579.5 5,579.5 5,561.0 5,568.0
PP 5,557.0 5,557.0 5,557.0 5,551.5
S1 5,535.0 5,535.0 5,553.0 5,524.0
S2 5,512.5 5,512.5 5,549.0
S3 5,468.0 5,490.5 5,545.0
S4 5,423.5 5,446.0 5,532.5
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 5,411.0 173.5 3.1% 52.5 0.9% 84% False False 200,803
10 5,584.5 5,338.0 246.5 4.4% 57.0 1.0% 89% False False 144,074
20 5,584.5 5,062.0 522.5 9.4% 79.5 1.4% 95% False False 123,094
40 5,584.5 5,062.0 522.5 9.4% 82.5 1.5% 95% False False 105,536
60 5,584.5 4,757.0 827.5 14.9% 90.5 1.6% 97% False False 104,292
80 5,584.5 4,757.0 827.5 14.9% 93.5 1.7% 97% False False 91,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,768.5
2.618 5,696.0
1.618 5,651.5
1.000 5,624.0
0.618 5,607.0
HIGH 5,579.5
0.618 5,562.5
0.500 5,557.0
0.382 5,552.0
LOW 5,535.0
0.618 5,507.5
1.000 5,490.5
1.618 5,463.0
2.618 5,418.5
4.250 5,346.0
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 5,557.0 5,557.5
PP 5,557.0 5,557.5
S1 5,557.0 5,557.0

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

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