FTSE 100 Index Future September 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	5,136.0	5,243.0	107.0	2.1%	5,216.0
High	5,237.0	5,368.0	131.0	2.5%	5,266.5
Low	5,123.5	5,220.0	96.5	1.9%	5,062.0
Close	5,201.5	5,359.0	157.5	3.0%	5,207.0
Range	113.5	148.0	34.5	30.4%	204.5
ATR	98.4	103.3	4.9	4.9%	0.0
Volume	121,649	127,113	5,464	4.5%	446,778

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,759.5	5,707.5	5,440.5
R3	5,611.5	5,559.5	5,399.5
R2	5,463.5	5,463.5	5,386.0
R1	5,411.5	5,411.5	5,372.5	5,437.5
PP	5,315.5	5,315.5	5,315.5	5,329.0
S1	5,263.5	5,263.5	5,345.5	5,289.5
S2	5,167.5	5,167.5	5,332.0
S3	5,019.5	5,115.5	5,318.5
S4	4,871.5	4,967.5	5,277.5

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	5,368.0	5,062.0	306.0	5.7%	108.0	2.0%	97%	True	False	105,143
10	5,368.0	5,062.0	306.0	5.7%	101.5	1.9%	97%	True	False	102,113
20	5,414.5	5,062.0	352.5	6.6%	91.5	1.7%	84%	False	False	92,823
40	5,414.5	4,857.5	557.0	10.4%	94.5	1.8%	90%	False	False	93,830
60	5,414.5	4,757.0	657.5	12.3%	96.5	1.8%	92%	False	False	97,415
80	5,414.5	4,757.0	657.5	12.3%	100.0	1.9%	92%	False	False	73,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.5
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,997.0
2.618	5,755.5
1.618	5,607.5
1.000	5,516.0
0.618	5,459.5
HIGH	5,368.0
0.618	5,311.5
0.500	5,294.0
0.382	5,276.5
LOW	5,220.0
0.618	5,128.5
1.000	5,072.0
1.618	4,980.5
2.618	4,832.5
4.250	4,591.0

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	5,337.5	5,320.0
PP	5,315.5	5,280.5
S1	5,294.0	5,241.0

Download as Excel Spreadsheet

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

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