FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	5,203.5	5,372.0	168.5	3.2%	5,261.0
High	5,360.0	5,375.0	15.0	0.3%	5,445.0
Low	5,203.5	5,268.0	64.5	1.2%	5,199.0
Close	5,357.5	5,289.0	-68.5	-1.3%	5,258.5
Range	156.5	107.0	-49.5	-31.6%	246.0
ATR	172.3	167.7	-4.7	-2.7%	0.0
Volume	121,847	140,665	18,818	15.4%	508,968

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,631.5	5,567.5	5,348.0
R3	5,524.5	5,460.5	5,318.5
R2	5,417.5	5,417.5	5,308.5
R1	5,353.5	5,353.5	5,299.0	5,332.0
PP	5,310.5	5,310.5	5,310.5	5,300.0
S1	5,246.5	5,246.5	5,279.0	5,225.0
S2	5,203.5	5,203.5	5,269.5
S3	5,096.5	5,139.5	5,259.5
S4	4,989.5	5,032.5	5,230.0

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,039.0	5,894.5	5,394.0
R3	5,793.0	5,648.5	5,326.0
R2	5,547.0	5,547.0	5,303.5
R1	5,402.5	5,402.5	5,281.0	5,352.0
PP	5,301.0	5,301.0	5,301.0	5,275.5
S1	5,156.5	5,156.5	5,236.0	5,106.0
S2	5,055.0	5,055.0	5,213.5
S3	4,809.0	4,910.5	5,191.0
S4	4,563.0	4,664.5	5,123.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,375.0	5,042.0	333.0	6.3%	147.5	2.8%	74%	True	False	129,141
10	5,445.0	5,006.5	438.5	8.3%	143.5	2.7%	64%	False	False	131,355
20	5,445.0	4,921.5	523.5	9.9%	166.5	3.2%	70%	False	False	137,853
40	5,931.0	4,701.5	1,229.5	23.2%	167.0	3.2%	48%	False	False	140,379
60	6,049.0	4,701.5	1,347.5	25.5%	139.0	2.6%	44%	False	False	129,038
80	6,049.0	4,701.5	1,347.5	25.5%	121.0	2.3%	44%	False	False	105,917
100	6,049.0	4,701.5	1,347.5	25.5%	108.5	2.0%	44%	False	False	84,742

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	True
Stretch	24.4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,830.0
2.618	5,655.0
1.618	5,548.0
1.000	5,482.0
0.618	5,441.0
HIGH	5,375.0
0.618	5,334.0
0.500	5,321.5
0.382	5,309.0
LOW	5,268.0
0.618	5,202.0
1.000	5,161.0
1.618	5,095.0
2.618	4,988.0
4.250	4,813.0

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	5,321.5	5,262.0
PP	5,310.5	5,235.5
S1	5,300.0	5,208.5

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

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