FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 5,265.0 5,277.0 12.0 0.2% 5,322.0
High 5,295.5 5,385.0 89.5 1.7% 5,381.0
Low 5,210.5 5,272.0 61.5 1.2% 5,210.5
Close 5,245.0 5,355.5 110.5 2.1% 5,245.0
Range 85.0 113.0 28.0 32.9% 170.5
ATR 105.2 107.7 2.5 2.4% 0.0
Volume 84,205 132,844 48,639 57.8% 429,563
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,676.5 5,629.0 5,417.5
R3 5,563.5 5,516.0 5,386.5
R2 5,450.5 5,450.5 5,376.0
R1 5,403.0 5,403.0 5,366.0 5,427.0
PP 5,337.5 5,337.5 5,337.5 5,349.5
S1 5,290.0 5,290.0 5,345.0 5,314.0
S2 5,224.5 5,224.5 5,335.0
S3 5,111.5 5,177.0 5,324.5
S4 4,998.5 5,064.0 5,293.5
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5,790.5 5,688.0 5,339.0
R3 5,620.0 5,517.5 5,292.0
R2 5,449.5 5,449.5 5,276.5
R1 5,347.0 5,347.0 5,260.5 5,313.0
PP 5,279.0 5,279.0 5,279.0 5,262.0
S1 5,176.5 5,176.5 5,229.5 5,142.5
S2 5,108.5 5,108.5 5,213.5
S3 4,938.0 5,006.0 5,198.0
S4 4,767.5 4,835.5 5,151.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,385.0 5,210.5 174.5 3.3% 94.5 1.8% 83% True False 93,491
10 5,385.0 5,056.5 328.5 6.1% 96.5 1.8% 91% True False 94,236
20 5,385.0 4,810.0 575.0 10.7% 102.0 1.9% 95% True False 93,241
40 5,385.0 4,757.0 628.0 11.7% 100.5 1.9% 95% True False 98,033
60 5,385.5 4,757.0 628.5 11.7% 104.5 2.0% 95% False False 65,942
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 20.7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,865.0
2.618 5,681.0
1.618 5,568.0
1.000 5,498.0
0.618 5,455.0
HIGH 5,385.0
0.618 5,342.0
0.500 5,328.5
0.382 5,315.0
LOW 5,272.0
0.618 5,202.0
1.000 5,159.0
1.618 5,089.0
2.618 4,976.0
4.250 4,792.0
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 5,346.5 5,336.0
PP 5,337.5 5,317.0
S1 5,328.5 5,298.0

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

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