FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 5,764.0 5,805.0 41.0 0.7% 5,809.5
High 5,841.5 5,828.0 -13.5 -0.2% 5,855.0
Low 5,757.0 5,701.0 -56.0 -1.0% 5,701.0
Close 5,836.5 5,730.0 -106.5 -1.8% 5,730.0
Range 84.5 127.0 42.5 50.3% 154.0
ATR 74.2 78.5 4.4 5.9% 0.0
Volume 37,205 42,429 5,224 14.0% 132,967
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,134.0 6,059.0 5,800.0
R3 6,007.0 5,932.0 5,765.0
R2 5,880.0 5,880.0 5,753.5
R1 5,805.0 5,805.0 5,741.5 5,779.0
PP 5,753.0 5,753.0 5,753.0 5,740.0
S1 5,678.0 5,678.0 5,718.5 5,652.0
S2 5,626.0 5,626.0 5,706.5
S3 5,499.0 5,551.0 5,695.0
S4 5,372.0 5,424.0 5,660.0
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,224.0 6,131.0 5,814.5
R3 6,070.0 5,977.0 5,772.5
R2 5,916.0 5,916.0 5,758.0
R1 5,823.0 5,823.0 5,744.0 5,792.5
PP 5,762.0 5,762.0 5,762.0 5,747.0
S1 5,669.0 5,669.0 5,716.0 5,638.5
S2 5,608.0 5,608.0 5,702.0
S3 5,454.0 5,515.0 5,687.5
S4 5,300.0 5,361.0 5,645.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,855.0 5,701.0 154.0 2.7% 81.0 1.4% 19% False True 26,593
10 5,957.0 5,701.0 256.0 4.5% 70.0 1.2% 11% False True 14,569
20 5,957.0 5,701.0 256.0 4.5% 67.5 1.2% 11% False True 7,356
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 11.0
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 6,368.0
2.618 6,160.5
1.618 6,033.5
1.000 5,955.0
0.618 5,906.5
HIGH 5,828.0
0.618 5,779.5
0.500 5,764.5
0.382 5,749.5
LOW 5,701.0
0.618 5,622.5
1.000 5,574.0
1.618 5,495.5
2.618 5,368.5
4.250 5,161.0
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 5,764.5 5,771.0
PP 5,753.0 5,757.5
S1 5,741.5 5,744.0

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

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