FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 5,025.0 5,207.5 182.5 3.6% 5,785.0
High 5,090.0 5,207.5 117.5 2.3% 5,847.0
Low 4,819.5 4,986.0 166.5 3.5% 5,150.0
Close 5,138.5 4,968.5 -170.0 -3.3% 5,203.0
Range 270.5 221.5 -49.0 -18.1% 697.0
ATR 118.0 125.4 7.4 6.3% 0.0
Volume 301 96 -205 -68.1% 105
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 5,718.5 5,565.0 5,090.5
R3 5,497.0 5,343.5 5,029.5
R2 5,275.5 5,275.5 5,009.0
R1 5,122.0 5,122.0 4,989.0 5,088.0
PP 5,054.0 5,054.0 5,054.0 5,037.0
S1 4,900.5 4,900.5 4,948.0 4,866.5
S2 4,832.5 4,832.5 4,928.0
S3 4,611.0 4,679.0 4,907.5
S4 4,389.5 4,457.5 4,846.5
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,491.0 7,044.0 5,586.5
R3 6,794.0 6,347.0 5,394.5
R2 6,097.0 6,097.0 5,331.0
R1 5,650.0 5,650.0 5,267.0 5,525.0
PP 5,400.0 5,400.0 5,400.0 5,337.5
S1 4,953.0 4,953.0 5,139.0 4,828.0
S2 4,703.0 4,703.0 5,075.0
S3 4,006.0 4,256.0 5,011.5
S4 3,309.0 3,559.0 4,819.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,581.0 4,819.5 761.5 15.3% 224.0 4.5% 20% False False 110
10 5,847.0 4,819.5 1,027.5 20.7% 154.0 3.1% 15% False False 62
20 5,885.0 4,819.5 1,065.5 21.4% 93.5 1.9% 14% False False 35
40 6,000.5 4,819.5 1,181.0 23.8% 64.5 1.3% 13% False False 28
60 6,000.5 4,819.5 1,181.0 23.8% 45.0 0.9% 13% False False 20
80 6,000.5 4,819.5 1,181.0 23.8% 34.0 0.7% 13% False False 15
100 6,000.5 4,819.5 1,181.0 23.8% 29.0 0.6% 13% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 31.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,149.0
2.618 5,787.5
1.618 5,566.0
1.000 5,429.0
0.618 5,344.5
HIGH 5,207.5
0.618 5,123.0
0.500 5,097.0
0.382 5,070.5
LOW 4,986.0
0.618 4,849.0
1.000 4,764.5
1.618 4,627.5
2.618 4,406.0
4.250 4,044.5
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 5,097.0 5,013.5
PP 5,054.0 4,998.5
S1 5,011.0 4,983.5

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

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