FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 5,261.0 5,254.0 -7.0 -0.1% 4,990.0
High 5,300.0 5,408.0 108.0 2.0% 5,248.5
Low 5,199.0 5,247.0 48.0 0.9% 4,957.0
Close 5,273.5 5,375.0 101.5 1.9% 5,142.0
Range 101.0 161.0 60.0 59.4% 291.5
ATR 181.3 179.8 -1.4 -0.8% 0.0
Volume 111,204 157,604 46,400 41.7% 622,677
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 5,826.5 5,761.5 5,463.5
R3 5,665.5 5,600.5 5,419.5
R2 5,504.5 5,504.5 5,404.5
R1 5,439.5 5,439.5 5,390.0 5,472.0
PP 5,343.5 5,343.5 5,343.5 5,359.5
S1 5,278.5 5,278.5 5,360.0 5,311.0
S2 5,182.5 5,182.5 5,345.5
S3 5,021.5 5,117.5 5,330.5
S4 4,860.5 4,956.5 5,286.5
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 5,990.5 5,857.5 5,302.5
R3 5,699.0 5,566.0 5,222.0
R2 5,407.5 5,407.5 5,195.5
R1 5,274.5 5,274.5 5,168.5 5,341.0
PP 5,116.0 5,116.0 5,116.0 5,149.0
S1 4,983.0 4,983.0 5,115.5 5,049.5
S2 4,824.5 4,824.5 5,088.5
S3 4,533.0 4,691.5 5,062.0
S4 4,241.5 4,400.0 4,981.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,408.0 5,006.5 401.5 7.5% 149.0 2.8% 92% True False 130,304
10 5,408.0 4,921.5 486.5 9.1% 166.0 3.1% 93% True False 137,074
20 5,660.5 4,701.5 959.0 17.8% 225.5 4.2% 70% False False 164,994
40 6,049.0 4,701.5 1,347.5 25.1% 160.0 3.0% 50% False False 139,115
60 6,049.0 4,701.5 1,347.5 25.1% 134.0 2.5% 50% False False 127,891
80 6,049.0 4,701.5 1,347.5 25.1% 116.5 2.2% 50% False False 96,284
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 30.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,092.0
2.618 5,829.5
1.618 5,668.5
1.000 5,569.0
0.618 5,507.5
HIGH 5,408.0
0.618 5,346.5
0.500 5,327.5
0.382 5,308.5
LOW 5,247.0
0.618 5,147.5
1.000 5,086.0
1.618 4,986.5
2.618 4,825.5
4.250 4,563.0
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 5,359.0 5,319.0
PP 5,343.5 5,263.0
S1 5,327.5 5,207.0

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

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