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

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

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