FTSE 100 Index Future December 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 5,201.0 5,347.5 146.5 2.8% 5,241.5
High 5,321.0 5,349.5 28.5 0.5% 5,418.0
Low 5,201.0 5,245.5 44.5 0.9% 5,190.5
Close 5,316.0 5,263.5 -52.5 -1.0% 5,231.0
Range 120.0 104.0 -16.0 -13.3% 227.5
ATR 138.6 136.1 -2.5 -1.8% 0.0
Volume 16,380 36,558 20,178 123.2% 4,057
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,598.0 5,535.0 5,320.5
R3 5,494.0 5,431.0 5,292.0
R2 5,390.0 5,390.0 5,282.5
R1 5,327.0 5,327.0 5,273.0 5,306.5
PP 5,286.0 5,286.0 5,286.0 5,276.0
S1 5,223.0 5,223.0 5,254.0 5,202.5
S2 5,182.0 5,182.0 5,244.5
S3 5,078.0 5,119.0 5,235.0
S4 4,974.0 5,015.0 5,206.5
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,962.5 5,824.0 5,356.0
R3 5,735.0 5,596.5 5,293.5
R2 5,507.5 5,507.5 5,272.5
R1 5,369.0 5,369.0 5,252.0 5,324.5
PP 5,280.0 5,280.0 5,280.0 5,257.5
S1 5,141.5 5,141.5 5,210.0 5,097.0
S2 5,052.5 5,052.5 5,189.5
S3 4,825.0 4,914.0 5,168.5
S4 4,597.5 4,686.5 5,106.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,349.5 5,018.5 331.0 6.3% 135.0 2.6% 74% True False 19,066
10 5,418.0 4,990.0 428.0 8.1% 124.5 2.4% 64% False False 9,983
20 5,418.0 4,915.0 503.0 9.6% 124.0 2.4% 69% False False 5,579
40 5,885.0 4,819.5 1,065.5 20.2% 109.0 2.1% 42% False False 2,807
60 6,000.5 4,819.5 1,181.0 22.4% 84.5 1.6% 38% False False 1,878
80 6,000.5 4,819.5 1,181.0 22.4% 65.0 1.2% 38% False False 1,410
100 6,000.5 4,819.5 1,181.0 22.4% 52.0 1.0% 38% False False 1,128
120 6,000.5 4,819.5 1,181.0 22.4% 44.5 0.8% 38% False False 941
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 13.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,791.5
2.618 5,622.0
1.618 5,518.0
1.000 5,453.5
0.618 5,414.0
HIGH 5,349.5
0.618 5,310.0
0.500 5,297.5
0.382 5,285.0
LOW 5,245.5
0.618 5,181.0
1.000 5,141.5
1.618 5,077.0
2.618 4,973.0
4.250 4,803.5
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 5,297.5 5,237.0
PP 5,286.0 5,210.5
S1 5,275.0 5,184.0

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

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