FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 5,865.0 5,903.0 38.0 0.6% 5,875.5
High 5,900.0 5,948.0 48.0 0.8% 5,978.0
Low 5,840.0 5,891.0 51.0 0.9% 5,844.0
Close 5,878.5 5,913.5 35.0 0.6% 5,869.0
Range 60.0 57.0 -3.0 -5.0% 134.0
ATR 69.8 69.8 0.0 0.0% 0.0
Volume 38 456 418 1,100.0% 394
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 6,088.5 6,058.0 5,945.0
R3 6,031.5 6,001.0 5,929.0
R2 5,974.5 5,974.5 5,924.0
R1 5,944.0 5,944.0 5,918.5 5,959.0
PP 5,917.5 5,917.5 5,917.5 5,925.0
S1 5,887.0 5,887.0 5,908.5 5,902.0
S2 5,860.5 5,860.5 5,903.0
S3 5,803.5 5,830.0 5,898.0
S4 5,746.5 5,773.0 5,882.0
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 6,299.0 6,218.0 5,942.5
R3 6,165.0 6,084.0 5,906.0
R2 6,031.0 6,031.0 5,893.5
R1 5,950.0 5,950.0 5,881.5 5,923.5
PP 5,897.0 5,897.0 5,897.0 5,884.0
S1 5,816.0 5,816.0 5,856.5 5,789.5
S2 5,763.0 5,763.0 5,844.5
S3 5,629.0 5,682.0 5,832.0
S4 5,495.0 5,548.0 5,795.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,948.0 5,804.0 144.0 2.4% 70.5 1.2% 76% True False 165
10 5,978.0 5,804.0 174.0 2.9% 66.5 1.1% 63% False False 112
20 6,042.0 5,804.0 238.0 4.0% 60.0 1.0% 46% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,190.0
2.618 6,097.0
1.618 6,040.0
1.000 6,005.0
0.618 5,983.0
HIGH 5,948.0
0.618 5,926.0
0.500 5,919.5
0.382 5,913.0
LOW 5,891.0
0.618 5,856.0
1.000 5,834.0
1.618 5,799.0
2.618 5,742.0
4.250 5,649.0
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 5,919.5 5,901.0
PP 5,917.5 5,888.5
S1 5,915.5 5,876.0

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

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