FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	5,261.0	5,254.0	-7.0	-0.1%	4,990.0
High	5,300.0	5,408.0	108.0	2.0%	5,248.5
Low	5,199.0	5,247.0	48.0	0.9%	4,957.0
Close	5,273.5	5,375.0	101.5	1.9%	5,142.0
Range	101.0	161.0	60.0	59.4%	291.5
ATR	181.3	179.8	-1.4	-0.8%	0.0
Volume	111,204	157,604	46,400	41.7%	622,677

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,826.5	5,761.5	5,463.5
R3	5,665.5	5,600.5	5,419.5
R2	5,504.5	5,504.5	5,404.5
R1	5,439.5	5,439.5	5,390.0	5,472.0
PP	5,343.5	5,343.5	5,343.5	5,359.5
S1	5,278.5	5,278.5	5,360.0	5,311.0
S2	5,182.5	5,182.5	5,345.5
S3	5,021.5	5,117.5	5,330.5
S4	4,860.5	4,956.5	5,286.5

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,990.5	5,857.5	5,302.5
R3	5,699.0	5,566.0	5,222.0
R2	5,407.5	5,407.5	5,195.5
R1	5,274.5	5,274.5	5,168.5	5,341.0
PP	5,116.0	5,116.0	5,116.0	5,149.0
S1	4,983.0	4,983.0	5,115.5	5,049.5
S2	4,824.5	4,824.5	5,088.5
S3	4,533.0	4,691.5	5,062.0
S4	4,241.5	4,400.0	4,981.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,408.0	5,006.5	401.5	7.5%	149.0	2.8%	92%	True	False	130,304
10	5,408.0	4,921.5	486.5	9.1%	166.0	3.1%	93%	True	False	137,074
20	5,660.5	4,701.5	959.0	17.8%	225.5	4.2%	70%	False	False	164,994
40	6,049.0	4,701.5	1,347.5	25.1%	160.0	3.0%	50%	False	False	139,115
60	6,049.0	4,701.5	1,347.5	25.1%	134.0	2.5%	50%	False	False	127,891
80	6,049.0	4,701.5	1,347.5	25.1%	116.5	2.2%	50%	False	False	96,284

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	30.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,092.0
2.618	5,829.5
1.618	5,668.5
1.000	5,569.0
0.618	5,507.5
HIGH	5,408.0
0.618	5,346.5
0.500	5,327.5
0.382	5,308.5
LOW	5,247.0
0.618	5,147.5
1.000	5,086.0
1.618	4,986.5
2.618	4,825.5
4.250	4,563.0

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	5,359.0	5,319.0
PP	5,343.5	5,263.0
S1	5,327.5	5,207.0

Download as Excel Spreadsheet

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

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