FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 5,734.0 5,771.0 37.0 0.6% 5,951.0
High 5,778.0 5,819.5 41.5 0.7% 5,976.5
Low 5,724.5 5,767.0 42.5 0.7% 5,754.0
Close 5,750.0 5,810.0 60.0 1.0% 5,807.0
Range 53.5 52.5 -1.0 -1.9% 222.5
ATR 82.6 81.7 -0.9 -1.1% 0.0
Volume 98,663 107,264 8,601 8.7% 619,997
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 5,956.5 5,935.5 5,839.0
R3 5,904.0 5,883.0 5,824.5
R2 5,851.5 5,851.5 5,819.5
R1 5,830.5 5,830.5 5,815.0 5,841.0
PP 5,799.0 5,799.0 5,799.0 5,804.0
S1 5,778.0 5,778.0 5,805.0 5,788.5
S2 5,746.5 5,746.5 5,800.5
S3 5,694.0 5,725.5 5,795.5
S4 5,641.5 5,673.0 5,781.0
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,513.5 6,382.5 5,929.5
R3 6,291.0 6,160.0 5,868.0
R2 6,068.5 6,068.5 5,848.0
R1 5,937.5 5,937.5 5,827.5 5,892.0
PP 5,846.0 5,846.0 5,846.0 5,823.0
S1 5,715.0 5,715.0 5,786.5 5,669.0
S2 5,623.5 5,623.5 5,766.0
S3 5,401.0 5,492.5 5,746.0
S4 5,178.5 5,270.0 5,684.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,859.0 5,697.0 162.0 2.8% 72.0 1.2% 70% False False 103,169
10 6,049.0 5,697.0 352.0 6.1% 86.0 1.5% 32% False False 113,429
20 6,049.0 5,625.5 423.5 7.3% 81.5 1.4% 44% False False 104,198
40 6,049.0 5,605.5 443.5 7.6% 77.0 1.3% 46% False False 84,326
60 6,049.0 5,605.5 443.5 7.6% 72.0 1.2% 46% False False 56,247
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.7
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,042.5
2.618 5,957.0
1.618 5,904.5
1.000 5,872.0
0.618 5,852.0
HIGH 5,819.5
0.618 5,799.5
0.500 5,793.0
0.382 5,787.0
LOW 5,767.0
0.618 5,734.5
1.000 5,714.5
1.618 5,682.0
2.618 5,629.5
4.250 5,544.0
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 5,804.5 5,793.0
PP 5,799.0 5,775.5
S1 5,793.0 5,758.0

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

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