FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 5,826.5 5,913.0 86.5 1.5% 5,642.0
High 5,925.0 5,983.0 58.0 1.0% 5,983.0
Low 5,825.5 5,900.0 74.5 1.3% 5,627.0
Close 5,921.5 5,975.0 53.5 0.9% 5,975.0
Range 99.5 83.0 -16.5 -16.6% 356.0
ATR 83.3 83.3 0.0 0.0% 0.0
Volume 123,329 99,328 -24,001 -19.5% 502,667
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,201.5 6,171.5 6,020.5
R3 6,118.5 6,088.5 5,998.0
R2 6,035.5 6,035.5 5,990.0
R1 6,005.5 6,005.5 5,982.5 6,020.5
PP 5,952.5 5,952.5 5,952.5 5,960.0
S1 5,922.5 5,922.5 5,967.5 5,937.5
S2 5,869.5 5,869.5 5,960.0
S3 5,786.5 5,839.5 5,952.0
S4 5,703.5 5,756.5 5,929.5
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,929.5 6,808.5 6,171.0
R3 6,573.5 6,452.5 6,073.0
R2 6,217.5 6,217.5 6,040.5
R1 6,096.5 6,096.5 6,007.5 6,157.0
PP 5,861.5 5,861.5 5,861.5 5,892.0
S1 5,740.5 5,740.5 5,942.5 5,801.0
S2 5,505.5 5,505.5 5,909.5
S3 5,149.5 5,384.5 5,877.0
S4 4,793.5 5,028.5 5,779.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,983.0 5,627.0 356.0 6.0% 87.5 1.5% 98% True False 100,533
10 5,983.0 5,610.0 373.0 6.2% 83.0 1.4% 98% True False 97,153
20 5,983.0 5,605.5 377.5 6.3% 82.5 1.4% 98% True False 99,802
40 5,983.0 5,605.5 377.5 6.3% 72.5 1.2% 98% True False 50,262
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 16.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,336.0
2.618 6,200.5
1.618 6,117.5
1.000 6,066.0
0.618 6,034.5
HIGH 5,983.0
0.618 5,951.5
0.500 5,941.5
0.382 5,931.5
LOW 5,900.0
0.618 5,848.5
1.000 5,817.0
1.618 5,765.5
2.618 5,682.5
4.250 5,547.0
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 5,964.0 5,939.5
PP 5,952.5 5,904.0
S1 5,941.5 5,868.0

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

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