FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 5,844.0 5,795.0 -49.0 -0.8% 5,845.0
High 5,844.0 5,825.0 -19.0 -0.3% 5,953.0
Low 5,775.0 5,791.0 16.0 0.3% 5,804.0
Close 5,792.5 5,800.0 7.5 0.1% 5,894.5
Range 69.0 34.0 -35.0 -50.7% 149.0
ATR 73.2 70.4 -2.8 -3.8% 0.0
Volume 70 265 195 278.6% 846
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 5,907.5 5,887.5 5,818.5
R3 5,873.5 5,853.5 5,809.5
R2 5,839.5 5,839.5 5,806.0
R1 5,819.5 5,819.5 5,803.0 5,829.5
PP 5,805.5 5,805.5 5,805.5 5,810.0
S1 5,785.5 5,785.5 5,797.0 5,795.5
S2 5,771.5 5,771.5 5,794.0
S3 5,737.5 5,751.5 5,790.5
S4 5,703.5 5,717.5 5,781.5
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 6,331.0 6,261.5 5,976.5
R3 6,182.0 6,112.5 5,935.5
R2 6,033.0 6,033.0 5,922.0
R1 5,963.5 5,963.5 5,908.0 5,998.0
PP 5,884.0 5,884.0 5,884.0 5,901.0
S1 5,814.5 5,814.5 5,881.0 5,849.0
S2 5,735.0 5,735.0 5,867.0
S3 5,586.0 5,665.5 5,853.5
S4 5,437.0 5,516.5 5,812.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,953.0 5,775.0 178.0 3.1% 57.5 1.0% 14% False False 192
10 5,978.0 5,775.0 203.0 3.5% 69.5 1.2% 12% False False 156
20 6,042.0 5,775.0 267.0 4.6% 61.5 1.1% 9% False False 90
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,969.5
2.618 5,914.0
1.618 5,880.0
1.000 5,859.0
0.618 5,846.0
HIGH 5,825.0
0.618 5,812.0
0.500 5,808.0
0.382 5,804.0
LOW 5,791.0
0.618 5,770.0
1.000 5,757.0
1.618 5,736.0
2.618 5,702.0
4.250 5,646.5
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 5,808.0 5,864.0
PP 5,805.5 5,842.5
S1 5,802.5 5,821.5

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

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