FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 5,277.0 5,345.0 68.0 1.3% 5,322.0
High 5,385.0 5,376.5 -8.5 -0.2% 5,381.0
Low 5,272.0 5,324.5 52.5 1.0% 5,210.5
Close 5,355.5 5,360.5 5.0 0.1% 5,245.0
Range 113.0 52.0 -61.0 -54.0% 170.5
ATR 107.7 103.7 -4.0 -3.7% 0.0
Volume 132,844 71,251 -61,593 -46.4% 429,563
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,510.0 5,487.0 5,389.0
R3 5,458.0 5,435.0 5,375.0
R2 5,406.0 5,406.0 5,370.0
R1 5,383.0 5,383.0 5,365.5 5,394.5
PP 5,354.0 5,354.0 5,354.0 5,359.5
S1 5,331.0 5,331.0 5,355.5 5,342.5
S2 5,302.0 5,302.0 5,351.0
S3 5,250.0 5,279.0 5,346.0
S4 5,198.0 5,227.0 5,332.0
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% 93.0 1.7% 86% False False 93,202
10 5,385.0 5,130.5 254.5 4.7% 90.0 1.7% 90% False False 92,423
20 5,385.0 4,857.5 527.5 9.8% 98.0 1.8% 95% False False 94,836
40 5,385.0 4,757.0 628.0 11.7% 99.0 1.9% 96% False False 99,710
60 5,385.5 4,757.0 628.5 11.7% 103.0 1.9% 96% False False 67,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 19.9
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 5,597.5
2.618 5,512.5
1.618 5,460.5
1.000 5,428.5
0.618 5,408.5
HIGH 5,376.5
0.618 5,356.5
0.500 5,350.5
0.382 5,344.5
LOW 5,324.5
0.618 5,292.5
1.000 5,272.5
1.618 5,240.5
2.618 5,188.5
4.250 5,103.5
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 5,357.0 5,339.5
PP 5,354.0 5,318.5
S1 5,350.5 5,298.0

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

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