FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	5,252.5	4,964.5	-288.0	-5.5%	5,805.0
High	5,258.0	5,277.5	19.5	0.4%	5,878.0
Low	4,959.0	4,926.0	-33.0	-0.7%	5,121.0
Close	4,964.5	5,226.0	261.5	5.3%	5,230.0
Range	299.0	351.5	52.5	17.6%	757.0
ATR	185.8	197.6	11.8	6.4%	0.0
Volume	273,516	246,255	-27,261	-10.0%	678,287

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,197.5	6,063.5	5,419.5
R3	5,846.0	5,712.0	5,322.5
R2	5,494.5	5,494.5	5,290.5
R1	5,360.5	5,360.5	5,258.0	5,427.5
PP	5,143.0	5,143.0	5,143.0	5,177.0
S1	5,009.0	5,009.0	5,194.0	5,076.0
S2	4,791.5	4,791.5	5,161.5
S3	4,440.0	4,657.5	5,129.5
S4	4,088.5	4,306.0	5,032.5

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,680.5	7,212.5	5,646.5
R3	6,923.5	6,455.5	5,438.0
R2	6,166.5	6,166.5	5,369.0
R1	5,698.5	5,698.5	5,299.5	5,554.0
PP	5,409.5	5,409.5	5,409.5	5,337.5
S1	4,941.5	4,941.5	5,160.5	4,797.0
S2	4,652.5	4,652.5	5,091.0
S3	3,895.5	4,184.5	5,022.0
S4	3,138.5	3,427.5	4,813.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,368.5	4,701.5	667.0	12.8%	372.5	7.1%	79%	False	False	238,071
10	5,878.0	4,701.5	1,176.5	22.5%	278.0	5.3%	45%	False	False	198,740
20	5,931.0	4,701.5	1,229.5	23.5%	180.5	3.5%	43%	False	False	149,896
40	6,049.0	4,701.5	1,347.5	25.8%	132.0	2.5%	39%	False	False	126,732
60	6,049.0	4,701.5	1,347.5	25.8%	111.0	2.1%	39%	False	False	99,375
80	6,049.0	4,701.5	1,347.5	25.8%	98.0	1.9%	39%	False	False	74,543

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,771.5
2.618	6,197.5
1.618	5,846.0
1.000	5,629.0
0.618	5,494.5
HIGH	5,277.5
0.618	5,143.0
0.500	5,102.0
0.382	5,060.5
LOW	4,926.0
0.618	4,709.0
1.000	4,574.5
1.618	4,357.5
2.618	4,006.0
4.250	3,432.0

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	5,184.5	5,147.0
PP	5,143.0	5,068.5
S1	5,102.0	4,989.5

Download as Excel Spreadsheet

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

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