FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 5,936.0 5,956.0 20.0 0.3% 5,844.0
High 5,957.0 5,956.5 -0.5 0.0% 5,899.5
Low 5,926.0 5,830.5 -95.5 -1.6% 5,752.5
Close 5,930.5 5,907.0 -23.5 -0.4% 5,892.0
Range 31.0 126.0 95.0 306.5% 147.0
ATR 68.8 72.9 4.1 5.9% 0.0
Volume 1,182 442 -740 -62.6% 7,469
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,276.0 6,217.5 5,976.5
R3 6,150.0 6,091.5 5,941.5
R2 6,024.0 6,024.0 5,930.0
R1 5,965.5 5,965.5 5,918.5 5,932.0
PP 5,898.0 5,898.0 5,898.0 5,881.0
S1 5,839.5 5,839.5 5,895.5 5,806.0
S2 5,772.0 5,772.0 5,884.0
S3 5,646.0 5,713.5 5,872.5
S4 5,520.0 5,587.5 5,837.5
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 5,957.0 5,752.5 204.5 3.5% 62.5 1.1% 76% False False 1,751
10 5,957.0 5,752.5 204.5 3.5% 60.0 1.0% 76% False False 972
20 5,991.5 5,752.5 239.0 4.0% 66.0 1.1% 65% False False 522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.2
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 6,492.0
2.618 6,286.5
1.618 6,160.5
1.000 6,082.5
0.618 6,034.5
HIGH 5,956.5
0.618 5,908.5
0.500 5,893.5
0.382 5,878.5
LOW 5,830.5
0.618 5,752.5
1.000 5,704.5
1.618 5,626.5
2.618 5,500.5
4.250 5,295.0
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 5,902.5 5,902.5
PP 5,898.0 5,898.0
S1 5,893.5 5,894.0

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

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