FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 5,868.5 5,881.0 12.5 0.2% 5,800.0
High 5,913.0 5,896.0 -17.0 -0.3% 5,931.0
Low 5,854.5 5,760.5 -94.0 -1.6% 5,697.0
Close 5,885.0 5,767.5 -117.5 -2.0% 5,901.0
Range 58.5 135.5 77.0 131.6% 234.0
ATR 80.7 84.7 3.9 4.8% 0.0
Volume 89,730 109,598 19,868 22.1% 527,171
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,214.5 6,126.5 5,842.0
R3 6,079.0 5,991.0 5,805.0
R2 5,943.5 5,943.5 5,792.5
R1 5,855.5 5,855.5 5,780.0 5,832.0
PP 5,808.0 5,808.0 5,808.0 5,796.0
S1 5,720.0 5,720.0 5,755.0 5,696.0
S2 5,672.5 5,672.5 5,742.5
S3 5,537.0 5,584.5 5,730.0
S4 5,401.5 5,449.0 5,693.0
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 3.0% 91.5 1.6% 5% False False 99,883
10 5,931.0 5,697.0 234.0 4.1% 81.5 1.4% 30% False False 101,526
20 6,049.0 5,697.0 352.0 6.1% 82.5 1.4% 20% False False 104,310
40 6,049.0 5,605.5 443.5 7.7% 81.0 1.4% 37% False False 96,592
60 6,049.0 5,605.5 443.5 7.7% 76.0 1.3% 37% False False 64,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 20.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,472.0
2.618 6,250.5
1.618 6,115.0
1.000 6,031.5
0.618 5,979.5
HIGH 5,896.0
0.618 5,844.0
0.500 5,828.0
0.382 5,812.5
LOW 5,760.5
0.618 5,677.0
1.000 5,625.0
1.618 5,541.5
2.618 5,406.0
4.250 5,184.5
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 5,828.0 5,837.0
PP 5,808.0 5,813.5
S1 5,788.0 5,790.5

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

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