FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 5,620.0 5,603.0 -17.0 -0.3% 5,874.0
High 5,660.5 5,622.0 -38.5 -0.7% 5,913.0
Low 5,524.0 5,244.5 -279.5 -5.1% 5,734.0
Close 5,599.0 5,266.0 -333.0 -5.9% 5,749.5
Range 136.5 377.5 241.0 176.6% 179.0
ATR 98.9 118.8 19.9 20.1% 0.0
Volume 193,430 176,472 -16,958 -8.8% 525,546
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,510.0 6,265.5 5,473.5
R3 6,132.5 5,888.0 5,370.0
R2 5,755.0 5,755.0 5,335.0
R1 5,510.5 5,510.5 5,300.5 5,444.0
PP 5,377.5 5,377.5 5,377.5 5,344.0
S1 5,133.0 5,133.0 5,231.5 5,066.5
S2 5,000.0 5,000.0 5,197.0
S3 4,622.5 4,755.5 5,162.0
S4 4,245.0 4,378.0 5,058.5
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 5,244.5 633.5 12.0% 183.5 3.5% 3% False True 159,409
10 5,931.0 5,244.5 686.5 13.0% 134.0 2.5% 3% False True 126,047
20 6,048.5 5,244.5 804.0 15.3% 113.0 2.1% 3% False True 122,407
40 6,049.0 5,244.5 804.5 15.3% 96.5 1.8% 3% False True 116,695
60 6,049.0 5,244.5 804.5 15.3% 86.0 1.6% 3% False True 79,545
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 27.6
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 7,226.5
2.618 6,610.5
1.618 6,233.0
1.000 5,999.5
0.618 5,855.5
HIGH 5,622.0
0.618 5,478.0
0.500 5,433.0
0.382 5,388.5
LOW 5,244.5
0.618 5,011.0
1.000 4,867.0
1.618 4,633.5
2.618 4,256.0
4.250 3,640.0
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 5,433.0 5,508.0
PP 5,377.5 5,427.0
S1 5,322.0 5,346.5

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

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