FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 5,202.5 5,204.0 1.5 0.0% 5,225.0
High 5,234.0 5,330.0 96.0 1.8% 5,375.0
Low 5,066.5 5,113.5 47.0 0.9% 5,042.0
Close 5,214.0 5,296.5 82.5 1.6% 5,184.0
Range 167.5 216.5 49.0 29.3% 333.0
ATR 166.8 170.4 3.5 2.1% 0.0
Volume 365,002 310,033 -54,969 -15.1% 716,479
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,896.0 5,813.0 5,415.5
R3 5,679.5 5,596.5 5,356.0
R2 5,463.0 5,463.0 5,336.0
R1 5,380.0 5,380.0 5,316.5 5,421.5
PP 5,246.5 5,246.5 5,246.5 5,267.5
S1 5,163.5 5,163.5 5,276.5 5,205.0
S2 5,030.0 5,030.0 5,257.0
S3 4,813.5 4,947.0 5,237.0
S4 4,597.0 4,730.5 5,177.5
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,199.5 6,024.5 5,367.0
R3 5,866.5 5,691.5 5,275.5
R2 5,533.5 5,533.5 5,245.0
R1 5,358.5 5,358.5 5,214.5 5,279.5
PP 5,200.5 5,200.5 5,200.5 5,161.0
S1 5,025.5 5,025.5 5,153.5 4,946.5
S2 4,867.5 4,867.5 5,123.0
S3 4,534.5 4,692.5 5,092.5
S4 4,201.5 4,359.5 5,001.0
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 5,056.5 318.5 6.0% 163.0 3.1% 75% False False 252,251
10 5,445.0 5,042.0 403.0 7.6% 155.5 2.9% 63% False False 189,177
20 5,445.0 4,921.5 523.5 9.9% 160.5 3.0% 72% False False 163,125
40 5,931.0 4,701.5 1,229.5 23.2% 177.0 3.3% 48% False False 158,180
60 6,049.0 4,701.5 1,347.5 25.4% 145.0 2.7% 44% False False 139,843
80 6,049.0 4,701.5 1,347.5 25.4% 127.0 2.4% 44% False False 119,915
100 6,049.0 4,701.5 1,347.5 25.4% 114.0 2.1% 44% False False 95,948
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 33.8
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,250.0
2.618 5,897.0
1.618 5,680.5
1.000 5,546.5
0.618 5,464.0
HIGH 5,330.0
0.618 5,247.5
0.500 5,222.0
0.382 5,196.0
LOW 5,113.5
0.618 4,979.5
1.000 4,897.0
1.618 4,763.0
2.618 4,546.5
4.250 4,193.5
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 5,271.5 5,262.0
PP 5,246.5 5,227.5
S1 5,222.0 5,193.0

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

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