FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 5,749.5 5,620.0 -129.5 -2.3% 5,874.0
High 5,771.0 5,660.5 -110.5 -1.9% 5,913.0
Low 5,615.0 5,524.0 -91.0 -1.6% 5,734.0
Close 5,617.0 5,599.0 -18.0 -0.3% 5,749.5
Range 156.0 136.5 -19.5 -12.5% 179.0
ATR 96.0 98.9 2.9 3.0% 0.0
Volume 135,507 193,430 57,923 42.7% 525,546
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,004.0 5,938.0 5,674.0
R3 5,867.5 5,801.5 5,636.5
R2 5,731.0 5,731.0 5,624.0
R1 5,665.0 5,665.0 5,611.5 5,630.0
PP 5,594.5 5,594.5 5,594.5 5,577.0
S1 5,528.5 5,528.5 5,586.5 5,493.0
S2 5,458.0 5,458.0 5,574.0
S3 5,321.5 5,392.0 5,561.5
S4 5,185.0 5,255.5 5,524.0
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,336.0 6,221.5 5,848.0
R3 6,157.0 6,042.5 5,798.5
R2 5,978.0 5,978.0 5,782.5
R1 5,863.5 5,863.5 5,766.0 5,831.0
PP 5,799.0 5,799.0 5,799.0 5,782.5
S1 5,684.5 5,684.5 5,733.0 5,652.0
S2 5,620.0 5,620.0 5,716.5
S3 5,441.0 5,505.5 5,700.5
S4 5,262.0 5,326.5 5,651.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,878.0 5,524.0 354.0 6.3% 128.5 2.3% 21% False True 144,456
10 5,931.0 5,524.0 407.0 7.3% 110.0 2.0% 18% False True 122,170
20 6,049.0 5,524.0 525.0 9.4% 98.0 1.8% 14% False True 117,799
40 6,049.0 5,524.0 525.0 9.4% 89.5 1.6% 14% False True 113,213
60 6,049.0 5,524.0 525.0 9.4% 81.5 1.5% 14% False True 76,605
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 31.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,240.5
2.618 6,018.0
1.618 5,881.5
1.000 5,797.0
0.618 5,745.0
HIGH 5,660.5
0.618 5,608.5
0.500 5,592.0
0.382 5,576.0
LOW 5,524.0
0.618 5,439.5
1.000 5,387.5
1.618 5,303.0
2.618 5,166.5
4.250 4,944.0
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 5,597.0 5,701.0
PP 5,594.5 5,667.0
S1 5,592.0 5,633.0

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

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