FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 5,956.0 5,833.0 -123.0 -2.1% 5,844.0
High 5,956.5 5,855.0 -101.5 -1.7% 5,899.5
Low 5,830.5 5,812.0 -18.5 -0.3% 5,752.5
Close 5,907.0 5,819.5 -87.5 -1.5% 5,892.0
Range 126.0 43.0 -83.0 -65.9% 147.0
ATR 72.9 74.4 1.6 2.2% 0.0
Volume 442 210 -232 -52.5% 7,469
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 5,958.0 5,931.5 5,843.0
R3 5,915.0 5,888.5 5,831.5
R2 5,872.0 5,872.0 5,827.5
R1 5,845.5 5,845.5 5,823.5 5,837.0
PP 5,829.0 5,829.0 5,829.0 5,824.5
S1 5,802.5 5,802.5 5,815.5 5,794.0
S2 5,786.0 5,786.0 5,811.5
S3 5,743.0 5,759.5 5,807.5
S4 5,700.0 5,716.5 5,796.0
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 5,957.0 5,812.0 145.0 2.5% 54.5 0.9% 5% False True 1,771
10 5,957.0 5,752.5 204.5 3.5% 58.5 1.0% 33% False False 989
20 5,978.0 5,752.5 225.5 3.9% 64.5 1.1% 30% False False 529
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,038.0
2.618 5,967.5
1.618 5,924.5
1.000 5,898.0
0.618 5,881.5
HIGH 5,855.0
0.618 5,838.5
0.500 5,833.5
0.382 5,828.5
LOW 5,812.0
0.618 5,785.5
1.000 5,769.0
1.618 5,742.5
2.618 5,699.5
4.250 5,629.0
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 5,833.5 5,884.5
PP 5,829.0 5,863.0
S1 5,824.0 5,841.0

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

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