FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 5,279.0 5,270.0 -9.0 -0.2% 5,380.0
High 5,294.0 5,347.0 53.0 1.0% 5,414.5
Low 5,215.0 5,262.0 47.0 0.9% 5,197.5
Close 5,253.0 5,339.0 86.0 1.6% 5,265.0
Range 79.0 85.0 6.0 7.6% 217.0
ATR 97.0 96.8 -0.2 -0.2% 0.0
Volume 71,477 81,177 9,700 13.6% 440,024
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,571.0 5,540.0 5,386.0
R3 5,486.0 5,455.0 5,362.5
R2 5,401.0 5,401.0 5,354.5
R1 5,370.0 5,370.0 5,347.0 5,385.5
PP 5,316.0 5,316.0 5,316.0 5,324.0
S1 5,285.0 5,285.0 5,331.0 5,300.5
S2 5,231.0 5,231.0 5,323.5
S3 5,146.0 5,200.0 5,315.5
S4 5,061.0 5,115.0 5,292.0
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,943.5 5,821.0 5,384.5
R3 5,726.5 5,604.0 5,324.5
R2 5,509.5 5,509.5 5,305.0
R1 5,387.0 5,387.0 5,285.0 5,340.0
PP 5,292.5 5,292.5 5,292.5 5,268.5
S1 5,170.0 5,170.0 5,245.0 5,123.0
S2 5,075.5 5,075.5 5,225.0
S3 4,858.5 4,953.0 5,205.5
S4 4,641.5 4,736.0 5,145.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,347.0 5,197.5 149.5 2.8% 89.0 1.7% 95% True False 88,623
10 5,414.5 5,197.5 217.0 4.1% 81.5 1.5% 65% False False 83,534
20 5,414.5 5,130.5 284.0 5.3% 86.0 1.6% 73% False False 87,978
40 5,414.5 4,757.0 657.5 12.3% 96.0 1.8% 89% False False 94,892
60 5,414.5 4,757.0 657.5 12.3% 98.5 1.8% 89% False False 81,027
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,708.0
2.618 5,569.5
1.618 5,484.5
1.000 5,432.0
0.618 5,399.5
HIGH 5,347.0
0.618 5,314.5
0.500 5,304.5
0.382 5,294.5
LOW 5,262.0
0.618 5,209.5
1.000 5,177.0
1.618 5,124.5
2.618 5,039.5
4.250 4,901.0
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 5,327.5 5,319.0
PP 5,316.0 5,299.5
S1 5,304.5 5,280.0

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

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