FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
04-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 5,965.0 5,988.5 23.5 0.4% 5,642.0
High 5,995.5 6,002.5 7.0 0.1% 5,983.0
Low 5,946.5 5,972.5 26.0 0.4% 5,627.0
Close 5,987.0 5,984.0 -3.0 -0.1% 5,975.0
Range 49.0 30.0 -19.0 -38.8% 356.0
ATR 80.8 77.2 -3.6 -4.5% 0.0
Volume 50,400 77,297 26,897 53.4% 502,667
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,076.5 6,060.0 6,000.5
R3 6,046.5 6,030.0 5,992.0
R2 6,016.5 6,016.5 5,989.5
R1 6,000.0 6,000.0 5,987.0 5,993.0
PP 5,986.5 5,986.5 5,986.5 5,983.0
S1 5,970.0 5,970.0 5,981.0 5,963.0
S2 5,956.5 5,956.5 5,978.5
S3 5,926.5 5,940.0 5,976.0
S4 5,896.5 5,910.0 5,967.5
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 6,002.5 5,753.5 249.0 4.2% 70.0 1.2% 93% True False 90,962
10 6,002.5 5,625.5 377.0 6.3% 74.5 1.2% 95% True False 93,421
20 6,002.5 5,605.5 397.0 6.6% 81.0 1.4% 95% True False 105,442
40 6,002.5 5,605.5 397.0 6.6% 72.5 1.2% 95% True False 53,454
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.7
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 6,130.0
2.618 6,081.0
1.618 6,051.0
1.000 6,032.5
0.618 6,021.0
HIGH 6,002.5
0.618 5,991.0
0.500 5,987.5
0.382 5,984.0
LOW 5,972.5
0.618 5,954.0
1.000 5,942.5
1.618 5,924.0
2.618 5,894.0
4.250 5,845.0
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 5,987.5 5,973.0
PP 5,986.5 5,962.0
S1 5,985.0 5,951.0

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

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