FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 5,142.0 5,134.5 -7.5 -0.1% 5,216.0
High 5,165.0 5,231.0 66.0 1.3% 5,266.5
Low 5,106.5 5,114.5 8.0 0.2% 5,062.0
Close 5,146.0 5,207.0 61.0 1.2% 5,207.0
Range 58.5 116.5 58.0 99.1% 204.5
ATR 95.8 97.3 1.5 1.5% 0.0
Volume 71,400 105,135 33,735 47.2% 446,778
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,533.5 5,487.0 5,271.0
R3 5,417.0 5,370.5 5,239.0
R2 5,300.5 5,300.5 5,228.5
R1 5,254.0 5,254.0 5,217.5 5,277.0
PP 5,184.0 5,184.0 5,184.0 5,196.0
S1 5,137.5 5,137.5 5,196.5 5,161.0
S2 5,067.5 5,067.5 5,185.5
S3 4,951.0 5,021.0 5,175.0
S4 4,834.5 4,904.5 5,143.0
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,792.0 5,704.0 5,319.5
R3 5,587.5 5,499.5 5,263.0
R2 5,383.0 5,383.0 5,244.5
R1 5,295.0 5,295.0 5,225.5 5,237.0
PP 5,178.5 5,178.5 5,178.5 5,149.5
S1 5,090.5 5,090.5 5,188.5 5,032.0
S2 4,974.0 4,974.0 5,169.5
S3 4,769.5 4,886.0 5,151.0
S4 4,565.0 4,681.5 5,094.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,266.5 5,062.0 204.5 3.9% 91.5 1.8% 71% False False 89,355
10 5,347.0 5,062.0 285.0 5.5% 92.0 1.8% 51% False False 92,502
20 5,414.5 5,062.0 352.5 6.8% 86.5 1.7% 41% False False 90,590
40 5,414.5 4,767.0 647.5 12.4% 93.5 1.8% 68% False False 92,348
60 5,414.5 4,757.0 657.5 12.6% 97.5 1.9% 68% False False 93,407
80 5,414.5 4,757.0 657.5 12.6% 101.0 1.9% 68% False False 70,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,726.0
2.618 5,536.0
1.618 5,419.5
1.000 5,347.5
0.618 5,303.0
HIGH 5,231.0
0.618 5,186.5
0.500 5,173.0
0.382 5,159.0
LOW 5,114.5
0.618 5,042.5
1.000 4,998.0
1.618 4,926.0
2.618 4,809.5
4.250 4,619.5
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 5,195.5 5,187.0
PP 5,184.0 5,166.5
S1 5,173.0 5,146.5

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

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