FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 5,809.5 5,803.0 -6.5 -0.1% 5,936.0
High 5,844.0 5,855.0 11.0 0.2% 5,957.0
Low 5,783.0 5,803.0 20.0 0.3% 5,774.0
Close 5,791.0 5,815.0 24.0 0.4% 5,814.5
Range 61.0 52.0 -9.0 -14.8% 183.0
ATR 72.9 72.3 -0.6 -0.9% 0.0
Volume 3,509 11,373 7,864 224.1% 5,734
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 5,980.5 5,949.5 5,843.5
R3 5,928.5 5,897.5 5,829.5
R2 5,876.5 5,876.5 5,824.5
R1 5,845.5 5,845.5 5,820.0 5,861.0
PP 5,824.5 5,824.5 5,824.5 5,832.0
S1 5,793.5 5,793.5 5,810.0 5,809.0
S2 5,772.5 5,772.5 5,805.5
S3 5,720.5 5,741.5 5,800.5
S4 5,668.5 5,689.5 5,786.5
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,397.5 6,289.0 5,915.0
R3 6,214.5 6,106.0 5,865.0
R2 6,031.5 6,031.5 5,848.0
R1 5,923.0 5,923.0 5,831.5 5,886.0
PP 5,848.5 5,848.5 5,848.5 5,830.0
S1 5,740.0 5,740.0 5,797.5 5,703.0
S2 5,665.5 5,665.5 5,781.0
S3 5,482.5 5,557.0 5,764.0
S4 5,299.5 5,374.0 5,714.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,956.5 5,774.0 182.5 3.1% 69.5 1.2% 22% False False 3,886
10 5,957.0 5,752.5 204.5 3.5% 57.0 1.0% 31% False False 2,801
20 5,978.0 5,752.5 225.5 3.9% 64.5 1.1% 28% False False 1,466
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,076.0
2.618 5,991.0
1.618 5,939.0
1.000 5,907.0
0.618 5,887.0
HIGH 5,855.0
0.618 5,835.0
0.500 5,829.0
0.382 5,823.0
LOW 5,803.0
0.618 5,771.0
1.000 5,751.0
1.618 5,719.0
2.618 5,667.0
4.250 5,582.0
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 5,829.0 5,815.0
PP 5,824.5 5,814.5
S1 5,819.5 5,814.5

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

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