FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	5,195.0	5,230.0	35.0	0.7%	5,335.0
High	5,248.5	5,247.5	-1.0	0.0%	5,385.0
Low	5,093.0	5,085.5	-7.5	-0.1%	4,921.5
Close	5,242.0	5,092.5	-149.5	-2.9%	4,994.5
Range	155.5	162.0	6.5	4.2%	463.5
ATR	186.1	184.4	-1.7	-0.9%	0.0
Volume	109,155	149,525	40,370	37.0%	685,451

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,628.0	5,522.0	5,181.5
R3	5,466.0	5,360.0	5,137.0
R2	5,304.0	5,304.0	5,122.0
R1	5,198.0	5,198.0	5,107.5	5,170.0
PP	5,142.0	5,142.0	5,142.0	5,128.0
S1	5,036.0	5,036.0	5,077.5	5,008.0
S2	4,980.0	4,980.0	5,063.0
S3	4,818.0	4,874.0	5,048.0
S4	4,656.0	4,712.0	5,003.5

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	5,248.5	4,921.5	327.0	6.4%	173.5	3.4%	52%	False	False	140,903
10	5,385.0	4,921.5	463.5	9.1%	171.0	3.4%	37%	False	False	134,679
20	5,878.0	4,701.5	1,176.5	23.1%	224.5	4.4%	33%	False	False	166,709
40	6,049.0	4,701.5	1,347.5	26.5%	153.5	3.0%	29%	False	False	134,969
60	6,049.0	4,701.5	1,347.5	26.5%	129.5	2.5%	29%	False	False	121,656
80	6,049.0	4,701.5	1,347.5	26.5%	113.5	2.2%	29%	False	False	91,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	36.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,936.0
2.618	5,671.5
1.618	5,509.5
1.000	5,409.5
0.618	5,347.5
HIGH	5,247.5
0.618	5,185.5
0.500	5,166.5
0.382	5,147.5
LOW	5,085.5
0.618	4,985.5
1.000	4,923.5
1.618	4,823.5
2.618	4,661.5
4.250	4,397.0

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	5,166.5	5,156.0
PP	5,142.0	5,134.5
S1	5,117.0	5,113.5

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

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