FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 5,400.0 5,342.0 -58.0 -1.1% 5,261.0
High 5,445.0 5,369.5 -75.5 -1.4% 5,445.0
Low 5,339.0 5,237.0 -102.0 -1.9% 5,199.0
Close 5,350.0 5,258.5 -91.5 -1.7% 5,258.5
Range 106.0 132.5 26.5 25.0% 246.0
ATR 174.5 171.5 -3.0 -1.7% 0.0
Volume 125,480 114,680 -10,800 -8.6% 508,968
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,686.0 5,604.5 5,331.5
R3 5,553.5 5,472.0 5,295.0
R2 5,421.0 5,421.0 5,283.0
R1 5,339.5 5,339.5 5,270.5 5,314.0
PP 5,288.5 5,288.5 5,288.5 5,275.5
S1 5,207.0 5,207.0 5,246.5 5,181.5
S2 5,156.0 5,156.0 5,234.0
S3 5,023.5 5,074.5 5,222.0
S4 4,891.0 4,942.0 5,185.5
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,039.0 5,894.5 5,394.0
R3 5,793.0 5,648.5 5,326.0
R2 5,547.0 5,547.0 5,303.5
R1 5,402.5 5,402.5 5,281.0 5,352.0
PP 5,301.0 5,301.0 5,301.0 5,275.5
S1 5,156.5 5,156.5 5,236.0 5,106.0
S2 5,055.0 5,055.0 5,213.5
S3 4,809.0 4,910.5 5,191.0
S4 4,563.0 4,664.5 5,123.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,445.0 5,006.5 438.5 8.3% 133.0 2.5% 57% False False 126,600
10 5,445.0 4,921.5 523.5 10.0% 153.5 2.9% 64% False False 133,751
20 5,445.0 4,701.5 743.5 14.1% 212.0 4.0% 75% False False 158,507
40 6,048.5 4,701.5 1,347.0 25.6% 162.5 3.1% 41% False False 140,457
60 6,049.0 4,701.5 1,347.5 25.6% 135.0 2.6% 41% False False 130,632
80 6,049.0 4,701.5 1,347.5 25.6% 117.5 2.2% 41% False False 99,285
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 33.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,932.5
2.618 5,716.5
1.618 5,584.0
1.000 5,502.0
0.618 5,451.5
HIGH 5,369.5
0.618 5,319.0
0.500 5,303.0
0.382 5,287.5
LOW 5,237.0
0.618 5,155.0
1.000 5,104.5
1.618 5,022.5
2.618 4,890.0
4.250 4,674.0
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 5,303.0 5,341.0
PP 5,288.5 5,313.5
S1 5,273.5 5,286.0

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

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