FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	5,300.5	5,045.0	-255.5	-4.8%	5,335.0
High	5,300.5	5,104.5	-196.0	-3.7%	5,385.0
Low	5,029.0	4,921.5	-107.5	-2.1%	4,921.5
Close	5,075.5	4,994.5	-81.0	-1.6%	4,994.5
Range	271.5	183.0	-88.5	-32.6%	463.5
ATR	189.9	189.4	-0.5	-0.3%	0.0
Volume	174,939	205,872	30,933	17.7%	685,451

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,556.0	5,458.0	5,095.0
R3	5,373.0	5,275.0	5,045.0
R2	5,190.0	5,190.0	5,028.0
R1	5,092.0	5,092.0	5,011.5	5,049.5
PP	5,007.0	5,007.0	5,007.0	4,985.5
S1	4,909.0	4,909.0	4,977.5	4,866.5
S2	4,824.0	4,824.0	4,961.0
S3	4,641.0	4,726.0	4,944.0
S4	4,458.0	4,543.0	4,894.0

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,491.0	6,206.0	5,249.5
R3	6,027.5	5,742.5	5,122.0
R2	5,564.0	5,564.0	5,079.5
R1	5,279.0	5,279.0	5,037.0	5,190.0
PP	5,100.5	5,100.5	5,100.5	5,055.5
S1	4,815.5	4,815.5	4,952.0	4,726.0
S2	4,637.0	4,637.0	4,909.5
S3	4,173.5	4,352.0	4,867.0
S4	3,710.0	3,888.5	4,739.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,385.0	4,921.5	463.5	9.3%	151.5	3.0%	16%	False	True	137,090
10	5,385.0	4,701.5	683.5	13.7%	264.0	5.3%	43%	False	False	201,135
20	5,913.0	4,701.5	1,211.5	24.3%	208.0	4.2%	24%	False	False	160,759
40	6,049.0	4,701.5	1,347.5	27.0%	145.5	2.9%	22%	False	False	132,587
60	6,049.0	4,701.5	1,347.5	27.0%	122.0	2.4%	22%	False	False	113,493
80	6,049.0	4,701.5	1,347.5	27.0%	107.5	2.2%	22%	False	False	85,144

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	54.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,882.0
2.618	5,583.5
1.618	5,400.5
1.000	5,287.5
0.618	5,217.5
HIGH	5,104.5
0.618	5,034.5
0.500	5,013.0
0.382	4,991.5
LOW	4,921.5
0.618	4,808.5
1.000	4,738.5
1.618	4,625.5
2.618	4,442.5
4.250	4,144.0

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	5,013.0	5,145.0
PP	5,007.0	5,094.5
S1	5,000.5	5,044.5

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

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