FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 5,874.0 5,868.5 -5.5 -0.1% 5,800.0
High 5,902.0 5,913.0 11.0 0.2% 5,931.0
Low 5,844.0 5,854.5 10.5 0.2% 5,697.0
Close 5,868.5 5,885.0 16.5 0.3% 5,901.0
Range 58.0 58.5 0.5 0.9% 234.0
ATR 82.5 80.7 -1.7 -2.1% 0.0
Volume 78,596 89,730 11,134 14.2% 527,171
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,059.5 6,031.0 5,917.0
R3 6,001.0 5,972.5 5,901.0
R2 5,942.5 5,942.5 5,895.5
R1 5,914.0 5,914.0 5,890.5 5,928.0
PP 5,884.0 5,884.0 5,884.0 5,891.5
S1 5,855.5 5,855.5 5,879.5 5,870.0
S2 5,825.5 5,825.5 5,874.5
S3 5,767.0 5,797.0 5,869.0
S4 5,708.5 5,738.5 5,853.0
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,545.0 6,457.0 6,029.5
R3 6,311.0 6,223.0 5,965.5
R2 6,077.0 6,077.0 5,944.0
R1 5,989.0 5,989.0 5,922.5 6,033.0
PP 5,843.0 5,843.0 5,843.0 5,865.0
S1 5,755.0 5,755.0 5,879.5 5,799.0
S2 5,609.0 5,609.0 5,858.0
S3 5,375.0 5,521.0 5,836.5
S4 5,141.0 5,287.0 5,772.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,931.0 5,758.0 173.0 2.9% 75.0 1.3% 73% False False 99,417
10 5,931.0 5,697.0 234.0 4.0% 75.0 1.3% 80% False False 101,404
20 6,049.0 5,697.0 352.0 6.0% 80.5 1.4% 53% False False 104,053
40 6,049.0 5,605.5 443.5 7.5% 80.5 1.4% 63% False False 93,863
60 6,049.0 5,605.5 443.5 7.5% 75.0 1.3% 63% False False 62,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,161.5
2.618 6,066.0
1.618 6,007.5
1.000 5,971.5
0.618 5,949.0
HIGH 5,913.0
0.618 5,890.5
0.500 5,884.0
0.382 5,877.0
LOW 5,854.5
0.618 5,818.5
1.000 5,796.0
1.618 5,760.0
2.618 5,701.5
4.250 5,606.0
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 5,884.5 5,887.5
PP 5,884.0 5,886.5
S1 5,884.0 5,886.0

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

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