FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 5,826.5 5,872.0 45.5 0.8% 5,844.0
High 5,870.0 5,899.5 29.5 0.5% 5,899.5
Low 5,826.5 5,870.0 43.5 0.7% 5,752.5
Close 5,838.0 5,892.0 54.0 0.9% 5,892.0
Range 43.5 29.5 -14.0 -32.2% 147.0
ATR 69.6 69.1 -0.6 -0.8% 0.0
Volume 29 6,992 6,963 24,010.3% 7,469
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 5,975.5 5,963.5 5,908.0
R3 5,946.0 5,934.0 5,900.0
R2 5,916.5 5,916.5 5,897.5
R1 5,904.5 5,904.5 5,894.5 5,910.5
PP 5,887.0 5,887.0 5,887.0 5,890.0
S1 5,875.0 5,875.0 5,889.5 5,881.0
S2 5,857.5 5,857.5 5,886.5
S3 5,828.0 5,845.5 5,884.0
S4 5,798.5 5,816.0 5,876.0
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 6,289.0 6,237.5 5,973.0
R3 6,142.0 6,090.5 5,932.5
R2 5,995.0 5,995.0 5,919.0
R1 5,943.5 5,943.5 5,905.5 5,969.0
PP 5,848.0 5,848.0 5,848.0 5,861.0
S1 5,796.5 5,796.5 5,878.5 5,822.0
S2 5,701.0 5,701.0 5,865.0
S3 5,554.0 5,649.5 5,851.5
S4 5,407.0 5,502.5 5,811.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,899.5 5,752.5 147.0 2.5% 51.5 0.9% 95% True False 1,493
10 5,953.0 5,752.5 200.5 3.4% 58.0 1.0% 70% False False 831
20 6,030.0 5,752.5 277.5 4.7% 63.0 1.1% 50% False False 444
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 12.0
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6,025.0
2.618 5,976.5
1.618 5,947.0
1.000 5,929.0
0.618 5,917.5
HIGH 5,899.5
0.618 5,888.0
0.500 5,885.0
0.382 5,881.5
LOW 5,870.0
0.618 5,852.0
1.000 5,840.5
1.618 5,822.5
2.618 5,793.0
4.250 5,744.5
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 5,889.5 5,870.0
PP 5,887.0 5,848.0
S1 5,885.0 5,826.0

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

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