FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 5,570.5 5,554.5 -16.0 -0.3% 5,452.5
High 5,579.5 5,567.0 -12.5 -0.2% 5,513.5
Low 5,535.0 5,533.0 -2.0 0.0% 5,360.0
Close 5,557.0 5,545.5 -11.5 -0.2% 5,506.5
Range 44.5 34.0 -10.5 -23.6% 153.5
ATR 80.5 77.2 -3.3 -4.1% 0.0
Volume 212,378 133,700 -78,678 -37.0% 489,091
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,650.5 5,632.0 5,564.0
R3 5,616.5 5,598.0 5,555.0
R2 5,582.5 5,582.5 5,551.5
R1 5,564.0 5,564.0 5,548.5 5,556.0
PP 5,548.5 5,548.5 5,548.5 5,544.5
S1 5,530.0 5,530.0 5,542.5 5,522.0
S2 5,514.5 5,514.5 5,539.5
S3 5,480.5 5,496.0 5,536.0
S4 5,446.5 5,462.0 5,527.0
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,920.5 5,867.0 5,591.0
R3 5,767.0 5,713.5 5,548.5
R2 5,613.5 5,613.5 5,534.5
R1 5,560.0 5,560.0 5,520.5 5,587.0
PP 5,460.0 5,460.0 5,460.0 5,473.5
S1 5,406.5 5,406.5 5,492.5 5,433.0
S2 5,306.5 5,306.5 5,478.5
S3 5,153.0 5,253.0 5,464.5
S4 4,999.5 5,099.5 5,422.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,584.5 5,475.5 109.0 2.0% 40.5 0.7% 64% False False 201,035
10 5,584.5 5,360.0 224.5 4.0% 55.0 1.0% 83% False False 149,493
20 5,584.5 5,062.0 522.5 9.4% 79.0 1.4% 93% False False 125,239
40 5,584.5 5,062.0 522.5 9.4% 81.5 1.5% 93% False False 106,503
60 5,584.5 4,757.0 827.5 14.9% 89.0 1.6% 95% False False 105,178
80 5,584.5 4,757.0 827.5 14.9% 93.0 1.7% 95% False False 93,213
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,711.5
2.618 5,656.0
1.618 5,622.0
1.000 5,601.0
0.618 5,588.0
HIGH 5,567.0
0.618 5,554.0
0.500 5,550.0
0.382 5,546.0
LOW 5,533.0
0.618 5,512.0
1.000 5,499.0
1.618 5,478.0
2.618 5,444.0
4.250 5,388.5
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 5,550.0 5,559.0
PP 5,548.5 5,554.5
S1 5,547.0 5,550.0

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

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