FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 4,964.5 5,221.5 257.0 5.2% 5,188.5
High 5,277.5 5,348.5 71.0 1.3% 5,348.5
Low 4,926.0 5,083.5 157.5 3.2% 4,701.5
Close 5,226.0 5,306.0 80.0 1.5% 5,306.0
Range 351.5 265.0 -86.5 -24.6% 647.0
ATR 197.6 202.4 4.8 2.4% 0.0
Volume 246,255 162,696 -83,559 -33.9% 1,325,900
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,041.0 5,938.5 5,452.0
R3 5,776.0 5,673.5 5,379.0
R2 5,511.0 5,511.0 5,354.5
R1 5,408.5 5,408.5 5,330.5 5,460.0
PP 5,246.0 5,246.0 5,246.0 5,271.5
S1 5,143.5 5,143.5 5,281.5 5,195.0
S2 4,981.0 4,981.0 5,257.5
S3 4,716.0 4,878.5 5,233.0
S4 4,451.0 4,613.5 5,160.0
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,059.5 6,830.0 5,662.0
R3 6,412.5 6,183.0 5,484.0
R2 5,765.5 5,765.5 5,424.5
R1 5,536.0 5,536.0 5,365.5 5,651.0
PP 5,118.5 5,118.5 5,118.5 5,176.0
S1 4,889.0 4,889.0 5,246.5 5,004.0
S2 4,471.5 4,471.5 5,187.5
S3 3,824.5 4,242.0 5,128.0
S4 3,177.5 3,595.0 4,950.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,348.5 4,701.5 647.0 12.2% 376.0 7.1% 93% True False 265,180
10 5,878.0 4,701.5 1,176.5 22.2% 296.5 5.6% 51% False False 200,418
20 5,931.0 4,701.5 1,229.5 23.2% 190.5 3.6% 49% False False 152,845
40 6,049.0 4,701.5 1,347.5 25.4% 136.0 2.6% 45% False False 127,172
60 6,049.0 4,701.5 1,347.5 25.4% 114.5 2.2% 45% False False 102,079
80 6,049.0 4,701.5 1,347.5 25.4% 101.0 1.9% 45% False False 76,576
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 65.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,475.0
2.618 6,042.5
1.618 5,777.5
1.000 5,613.5
0.618 5,512.5
HIGH 5,348.5
0.618 5,247.5
0.500 5,216.0
0.382 5,184.5
LOW 5,083.5
0.618 4,919.5
1.000 4,818.5
1.618 4,654.5
2.618 4,389.5
4.250 3,957.0
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 5,276.0 5,250.0
PP 5,246.0 5,193.5
S1 5,216.0 5,137.0

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

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