FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 5,252.5 4,964.5 -288.0 -5.5% 5,805.0
High 5,258.0 5,277.5 19.5 0.4% 5,878.0
Low 4,959.0 4,926.0 -33.0 -0.7% 5,121.0
Close 4,964.5 5,226.0 261.5 5.3% 5,230.0
Range 299.0 351.5 52.5 17.6% 757.0
ATR 185.8 197.6 11.8 6.4% 0.0
Volume 273,516 246,255 -27,261 -10.0% 678,287
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,197.5 6,063.5 5,419.5
R3 5,846.0 5,712.0 5,322.5
R2 5,494.5 5,494.5 5,290.5
R1 5,360.5 5,360.5 5,258.0 5,427.5
PP 5,143.0 5,143.0 5,143.0 5,177.0
S1 5,009.0 5,009.0 5,194.0 5,076.0
S2 4,791.5 4,791.5 5,161.5
S3 4,440.0 4,657.5 5,129.5
S4 4,088.5 4,306.0 5,032.5
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,680.5 7,212.5 5,646.5
R3 6,923.5 6,455.5 5,438.0
R2 6,166.5 6,166.5 5,369.0
R1 5,698.5 5,698.5 5,299.5 5,554.0
PP 5,409.5 5,409.5 5,409.5 5,337.5
S1 4,941.5 4,941.5 5,160.5 4,797.0
S2 4,652.5 4,652.5 5,091.0
S3 3,895.5 4,184.5 5,022.0
S4 3,138.5 3,427.5 4,813.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,368.5 4,701.5 667.0 12.8% 372.5 7.1% 79% False False 238,071
10 5,878.0 4,701.5 1,176.5 22.5% 278.0 5.3% 45% False False 198,740
20 5,931.0 4,701.5 1,229.5 23.5% 180.5 3.5% 43% False False 149,896
40 6,049.0 4,701.5 1,347.5 25.8% 132.0 2.5% 39% False False 126,732
60 6,049.0 4,701.5 1,347.5 25.8% 111.0 2.1% 39% False False 99,375
80 6,049.0 4,701.5 1,347.5 25.8% 98.0 1.9% 39% False False 74,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,771.5
2.618 6,197.5
1.618 5,846.0
1.000 5,629.0
0.618 5,494.5
HIGH 5,277.5
0.618 5,143.0
0.500 5,102.0
0.382 5,060.5
LOW 4,926.0
0.618 4,709.0
1.000 4,574.5
1.618 4,357.5
2.618 4,006.0
4.250 3,432.0
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 5,184.5 5,147.0
PP 5,143.0 5,068.5
S1 5,102.0 4,989.5

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

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