FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 5,380.0 5,377.5 -2.5 0.0% 5,277.0
High 5,414.5 5,400.5 -14.0 -0.3% 5,401.5
Low 5,371.0 5,330.5 -40.5 -0.8% 5,272.0
Close 5,385.5 5,358.5 -27.0 -0.5% 5,317.0
Range 43.5 70.0 26.5 60.9% 129.5
ATR 99.9 97.8 -2.1 -2.1% 0.0
Volume 66,648 82,912 16,264 24.4% 446,760
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,573.0 5,536.0 5,397.0
R3 5,503.0 5,466.0 5,378.0
R2 5,433.0 5,433.0 5,371.5
R1 5,396.0 5,396.0 5,365.0 5,379.5
PP 5,363.0 5,363.0 5,363.0 5,355.0
S1 5,326.0 5,326.0 5,352.0 5,309.5
S2 5,293.0 5,293.0 5,345.5
S3 5,223.0 5,256.0 5,339.0
S4 5,153.0 5,186.0 5,320.0
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,718.5 5,647.5 5,388.0
R3 5,589.0 5,518.0 5,352.5
R2 5,459.5 5,459.5 5,340.5
R1 5,388.5 5,388.5 5,329.0 5,424.0
PP 5,330.0 5,330.0 5,330.0 5,348.0
S1 5,259.0 5,259.0 5,305.0 5,294.5
S2 5,200.5 5,200.5 5,293.5
S3 5,071.0 5,129.5 5,281.5
S4 4,941.5 5,000.0 5,246.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,414.5 5,289.5 125.0 2.3% 74.0 1.4% 55% False False 78,445
10 5,414.5 5,210.5 204.0 3.8% 83.5 1.6% 73% False False 85,823
20 5,414.5 5,056.5 358.0 6.7% 90.0 1.7% 84% False False 91,212
40 5,414.5 4,757.0 657.5 12.3% 96.0 1.8% 91% False False 105,768
60 5,414.5 4,757.0 657.5 12.3% 101.5 1.9% 91% False False 73,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,698.0
2.618 5,584.0
1.618 5,514.0
1.000 5,470.5
0.618 5,444.0
HIGH 5,400.5
0.618 5,374.0
0.500 5,365.5
0.382 5,357.0
LOW 5,330.5
0.618 5,287.0
1.000 5,260.5
1.618 5,217.0
2.618 5,147.0
4.250 5,033.0
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 5,365.5 5,356.5
PP 5,363.0 5,354.0
S1 5,361.0 5,352.0

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

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