FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 5,223.0 5,305.5 82.5 1.6% 5,171.0
High 5,263.5 5,310.0 46.5 0.9% 5,263.5
Low 5,202.0 5,191.0 -11.0 -0.2% 5,107.5
Close 5,216.0 5,261.0 45.0 0.9% 5,216.0
Range 61.5 119.0 57.5 93.5% 156.0
ATR 112.8 113.2 0.4 0.4% 0.0
Volume 157,099 130,468 -26,631 -17.0% 795,090
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 5,611.0 5,555.0 5,326.5
R3 5,492.0 5,436.0 5,293.5
R2 5,373.0 5,373.0 5,283.0
R1 5,317.0 5,317.0 5,272.0 5,285.5
PP 5,254.0 5,254.0 5,254.0 5,238.0
S1 5,198.0 5,198.0 5,250.0 5,166.5
S2 5,135.0 5,135.0 5,239.0
S3 5,016.0 5,079.0 5,228.5
S4 4,897.0 4,960.0 5,195.5
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 5,663.5 5,596.0 5,302.0
R3 5,507.5 5,440.0 5,259.0
R2 5,351.5 5,351.5 5,244.5
R1 5,284.0 5,284.0 5,230.5 5,318.0
PP 5,195.5 5,195.5 5,195.5 5,212.5
S1 5,128.0 5,128.0 5,201.5 5,162.0
S2 5,039.5 5,039.5 5,187.5
S3 4,883.5 4,972.0 5,173.0
S4 4,727.5 4,816.0 5,130.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,310.0 5,113.5 196.5 3.7% 89.0 1.7% 75% True False 175,632
10 5,310.0 4,935.0 375.0 7.1% 95.0 1.8% 87% True False 102,809
20 5,310.0 4,852.0 458.0 8.7% 103.5 2.0% 89% True False 53,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,816.0
2.618 5,621.5
1.618 5,502.5
1.000 5,429.0
0.618 5,383.5
HIGH 5,310.0
0.618 5,264.5
0.500 5,250.5
0.382 5,236.5
LOW 5,191.0
0.618 5,117.5
1.000 5,072.0
1.618 4,998.5
2.618 4,879.5
4.250 4,685.0
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 5,257.5 5,257.5
PP 5,254.0 5,254.0
S1 5,250.5 5,250.5

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

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