FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 5,951.0 5,889.0 -62.0 -1.0% 5,965.0
High 5,976.5 5,889.0 -87.5 -1.5% 6,049.0
Low 5,862.0 5,754.0 -108.0 -1.8% 5,936.5
Close 5,874.0 5,808.5 -65.5 -1.1% 5,977.0
Range 114.5 135.0 20.5 17.9% 112.5
ATR 81.6 85.4 3.8 4.7% 0.0
Volume 125,941 175,504 49,563 39.4% 438,469
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,222.0 6,150.5 5,883.0
R3 6,087.0 6,015.5 5,845.5
R2 5,952.0 5,952.0 5,833.0
R1 5,880.5 5,880.5 5,821.0 5,849.0
PP 5,817.0 5,817.0 5,817.0 5,801.5
S1 5,745.5 5,745.5 5,796.0 5,714.0
S2 5,682.0 5,682.0 5,784.0
S3 5,547.0 5,610.5 5,771.5
S4 5,412.0 5,475.5 5,734.0
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,325.0 6,263.5 6,039.0
R3 6,212.5 6,151.0 6,008.0
R2 6,100.0 6,100.0 5,997.5
R1 6,038.5 6,038.5 5,987.5 6,069.0
PP 5,987.5 5,987.5 5,987.5 6,003.0
S1 5,926.0 5,926.0 5,966.5 5,957.0
S2 5,875.0 5,875.0 5,956.5
S3 5,762.5 5,813.5 5,946.0
S4 5,650.0 5,701.0 5,915.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,049.0 5,754.0 295.0 5.1% 101.0 1.7% 18% False True 122,443
10 6,049.0 5,753.5 295.5 5.1% 85.5 1.5% 19% False False 106,702
20 6,049.0 5,605.5 443.5 7.6% 86.0 1.5% 46% False False 111,790
40 6,049.0 5,605.5 443.5 7.6% 75.5 1.3% 46% False False 68,746
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 13.7
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 6,463.0
2.618 6,242.5
1.618 6,107.5
1.000 6,024.0
0.618 5,972.5
HIGH 5,889.0
0.618 5,837.5
0.500 5,821.5
0.382 5,805.5
LOW 5,754.0
0.618 5,670.5
1.000 5,619.0
1.618 5,535.5
2.618 5,400.5
4.250 5,180.0
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 5,821.5 5,901.0
PP 5,817.0 5,870.5
S1 5,813.0 5,839.5

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

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