FTSE 100 Index Future September 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	06-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	5,452.5	5,426.0	-26.5	-0.5%	5,136.0
High	5,459.0	5,426.5	-32.5	-0.6%	5,452.0
Low	5,427.5	5,376.0	-51.5	-0.9%	5,123.5
Close	5,430.0	5,411.5	-18.5	-0.3%	5,417.0
Range	31.5	50.5	19.0	60.3%	328.5
ATR	94.7	91.8	-2.9	-3.1%	0.0
Volume	34,020	112,134	78,114	229.6%	430,348

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,556.0	5,534.5	5,439.5
R3	5,505.5	5,484.0	5,425.5
R2	5,455.0	5,455.0	5,421.0
R1	5,433.5	5,433.5	5,416.0	5,419.0
PP	5,404.5	5,404.5	5,404.5	5,397.5
S1	5,383.0	5,383.0	5,407.0	5,368.5
S2	5,354.0	5,354.0	5,402.0
S3	5,303.5	5,332.5	5,397.5
S4	5,253.0	5,282.0	5,383.5

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,316.5	6,195.0	5,597.5
R3	5,988.0	5,866.5	5,507.5
R2	5,659.5	5,659.5	5,477.0
R1	5,538.0	5,538.0	5,447.0	5,599.0
PP	5,331.0	5,331.0	5,331.0	5,361.0
S1	5,209.5	5,209.5	5,387.0	5,270.0
S2	5,002.5	5,002.5	5,357.0
S3	4,674.0	4,881.0	5,326.5
S4	4,345.5	4,552.5	5,236.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,459.0	5,220.0	239.0	4.4%	74.0	1.4%	80%	False	False	90,970
10	5,459.0	5,062.0	397.0	7.3%	85.5	1.6%	88%	False	False	95,099
20	5,459.0	5,062.0	397.0	7.3%	87.5	1.6%	88%	False	False	93,745
40	5,459.0	5,056.5	402.5	7.4%	90.0	1.7%	88%	False	False	92,178
60	5,459.0	4,757.0	702.0	13.0%	93.0	1.7%	93%	False	False	101,168
80	5,459.0	4,757.0	702.0	13.0%	98.5	1.8%	93%	False	False	77,643

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,641.0
2.618	5,558.5
1.618	5,508.0
1.000	5,477.0
0.618	5,457.5
HIGH	5,426.5
0.618	5,407.0
0.500	5,401.0
0.382	5,395.5
LOW	5,376.0
0.618	5,345.0
1.000	5,325.5
1.618	5,294.5
2.618	5,244.0
4.250	5,161.5

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	5,408.0	5,414.0
PP	5,404.5	5,413.0
S1	5,401.0	5,412.0

Download as Excel Spreadsheet

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

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