FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 5,203.5 5,372.0 168.5 3.2% 5,261.0
High 5,360.0 5,375.0 15.0 0.3% 5,445.0
Low 5,203.5 5,268.0 64.5 1.2% 5,199.0
Close 5,357.5 5,289.0 -68.5 -1.3% 5,258.5
Range 156.5 107.0 -49.5 -31.6% 246.0
ATR 172.3 167.7 -4.7 -2.7% 0.0
Volume 121,847 140,665 18,818 15.4% 508,968
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,631.5 5,567.5 5,348.0
R3 5,524.5 5,460.5 5,318.5
R2 5,417.5 5,417.5 5,308.5
R1 5,353.5 5,353.5 5,299.0 5,332.0
PP 5,310.5 5,310.5 5,310.5 5,300.0
S1 5,246.5 5,246.5 5,279.0 5,225.0
S2 5,203.5 5,203.5 5,269.5
S3 5,096.5 5,139.5 5,259.5
S4 4,989.5 5,032.5 5,230.0
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 5,375.0 5,042.0 333.0 6.3% 147.5 2.8% 74% True False 129,141
10 5,445.0 5,006.5 438.5 8.3% 143.5 2.7% 64% False False 131,355
20 5,445.0 4,921.5 523.5 9.9% 166.5 3.2% 70% False False 137,853
40 5,931.0 4,701.5 1,229.5 23.2% 167.0 3.2% 48% False False 140,379
60 6,049.0 4,701.5 1,347.5 25.5% 139.0 2.6% 44% False False 129,038
80 6,049.0 4,701.5 1,347.5 25.5% 121.0 2.3% 44% False False 105,917
100 6,049.0 4,701.5 1,347.5 25.5% 108.5 2.0% 44% False False 84,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 24.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,830.0
2.618 5,655.0
1.618 5,548.0
1.000 5,482.0
0.618 5,441.0
HIGH 5,375.0
0.618 5,334.0
0.500 5,321.5
0.382 5,309.0
LOW 5,268.0
0.618 5,202.0
1.000 5,161.0
1.618 5,095.0
2.618 4,988.0
4.250 4,813.0
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 5,321.5 5,262.0
PP 5,310.5 5,235.5
S1 5,300.0 5,208.5

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

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