FTSE 100 Index Future September 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	5,134.5	5,136.0	1.5	0.0%	5,216.0
High	5,231.0	5,237.0	6.0	0.1%	5,266.5
Low	5,114.5	5,123.5	9.0	0.2%	5,062.0
Close	5,207.0	5,201.5	-5.5	-0.1%	5,207.0
Range	116.5	113.5	-3.0	-2.6%	204.5
ATR	97.3	98.4	1.2	1.2%	0.0
Volume	105,135	121,649	16,514	15.7%	446,778

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,528.0	5,478.0	5,264.0
R3	5,414.5	5,364.5	5,232.5
R2	5,301.0	5,301.0	5,222.5
R1	5,251.0	5,251.0	5,212.0	5,276.0
PP	5,187.5	5,187.5	5,187.5	5,200.0
S1	5,137.5	5,137.5	5,191.0	5,162.5
S2	5,074.0	5,074.0	5,180.5
S3	4,960.5	5,024.0	5,170.5
S4	4,847.0	4,910.5	5,139.0

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	5,237.0	5,062.0	175.0	3.4%	97.0	1.9%	80%	True	False	99,227
10	5,347.0	5,062.0	285.0	5.5%	95.5	1.8%	49%	False	False	97,520
20	5,414.5	5,062.0	352.5	6.8%	87.0	1.7%	40%	False	False	90,030
40	5,414.5	4,810.0	604.5	11.6%	94.5	1.8%	65%	False	False	91,636
60	5,414.5	4,757.0	657.5	12.6%	96.0	1.8%	68%	False	False	95,365
80	5,414.5	4,757.0	657.5	12.6%	100.0	1.9%	68%	False	False	71,964

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,719.5
2.618	5,534.0
1.618	5,420.5
1.000	5,350.5
0.618	5,307.0
HIGH	5,237.0
0.618	5,193.5
0.500	5,180.0
0.382	5,167.0
LOW	5,123.5
0.618	5,053.5
1.000	5,010.0
1.618	4,940.0
2.618	4,826.5
4.250	4,641.0

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	5,194.5	5,191.5
PP	5,187.5	5,181.5
S1	5,180.0	5,172.0

Download as Excel Spreadsheet

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

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