FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 5,359.5 5,369.5 10.0 0.2% 5,322.0
High 5,392.0 5,401.5 9.5 0.2% 5,381.0
Low 5,302.0 5,339.5 37.5 0.7% 5,210.5
Close 5,376.5 5,356.0 -20.5 -0.4% 5,245.0
Range 90.0 62.0 -28.0 -31.1% 170.5
ATR 102.7 99.8 -2.9 -2.8% 0.0
Volume 85,977 62,683 -23,294 -27.1% 429,563
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,551.5 5,516.0 5,390.0
R3 5,489.5 5,454.0 5,373.0
R2 5,427.5 5,427.5 5,367.5
R1 5,392.0 5,392.0 5,361.5 5,379.0
PP 5,365.5 5,365.5 5,365.5 5,359.0
S1 5,330.0 5,330.0 5,350.5 5,317.0
S2 5,303.5 5,303.5 5,344.5
S3 5,241.5 5,268.0 5,339.0
S4 5,179.5 5,206.0 5,322.0
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 5,401.5 5,210.5 191.0 3.6% 80.5 1.5% 76% True False 87,392
10 5,401.5 5,210.5 191.0 3.6% 82.0 1.5% 76% True False 88,500
20 5,401.5 5,056.5 345.0 6.4% 92.0 1.7% 87% True False 91,673
40 5,401.5 4,757.0 644.5 12.0% 97.5 1.8% 93% True False 102,643
60 5,401.5 4,757.0 644.5 12.0% 101.5 1.9% 93% True False 69,601
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,665.0
2.618 5,564.0
1.618 5,502.0
1.000 5,463.5
0.618 5,440.0
HIGH 5,401.5
0.618 5,378.0
0.500 5,370.5
0.382 5,363.0
LOW 5,339.5
0.618 5,301.0
1.000 5,277.5
1.618 5,239.0
2.618 5,177.0
4.250 5,076.0
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 5,370.5 5,354.5
PP 5,365.5 5,353.0
S1 5,361.0 5,352.0

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

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