FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	5,372.0	5,293.0	-79.0	-1.5%	5,225.0
High	5,375.0	5,353.5	-21.5	-0.4%	5,375.0
Low	5,268.0	5,164.0	-104.0	-2.0%	5,042.0
Close	5,289.0	5,184.0	-105.0	-2.0%	5,184.0
Range	107.0	189.5	82.5	77.1%	333.0
ATR	167.7	169.2	1.6	0.9%	0.0
Volume	140,665	185,453	44,788	31.8%	716,479

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,802.5	5,682.5	5,288.0
R3	5,613.0	5,493.0	5,236.0
R2	5,423.5	5,423.5	5,218.5
R1	5,303.5	5,303.5	5,201.5	5,269.0
PP	5,234.0	5,234.0	5,234.0	5,216.5
S1	5,114.0	5,114.0	5,166.5	5,079.0
S2	5,044.5	5,044.5	5,149.5
S3	4,855.0	4,924.5	5,132.0
S4	4,665.5	4,735.0	5,080.0

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,199.5	6,024.5	5,367.0
R3	5,866.5	5,691.5	5,275.5
R2	5,533.5	5,533.5	5,245.0
R1	5,358.5	5,358.5	5,214.5	5,279.5
PP	5,200.5	5,200.5	5,200.5	5,161.0
S1	5,025.5	5,025.5	5,153.5	4,946.5
S2	4,867.5	4,867.5	5,123.0
S3	4,534.5	4,692.5	5,092.5
S4	4,201.5	4,359.5	5,001.0

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	6.4%	159.0	3.1%	43%	False	False	143,295
10	5,445.0	5,006.5	438.5	8.5%	146.0	2.8%	40%	False	False	134,947
20	5,445.0	4,921.5	523.5	10.1%	158.5	3.1%	50%	False	False	134,813
40	5,931.0	4,701.5	1,229.5	23.7%	169.5	3.3%	39%	False	False	142,354
60	6,049.0	4,701.5	1,347.5	26.0%	140.5	2.7%	36%	False	False	129,426
80	6,049.0	4,701.5	1,347.5	26.0%	123.0	2.4%	36%	False	False	108,234
100	6,049.0	4,701.5	1,347.5	26.0%	110.0	2.1%	36%	False	False	86,597

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.7
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,159.0
2.618	5,849.5
1.618	5,660.0
1.000	5,543.0
0.618	5,470.5
HIGH	5,353.5
0.618	5,281.0
0.500	5,259.0
0.382	5,236.5
LOW	5,164.0
0.618	5,047.0
1.000	4,974.5
1.618	4,857.5
2.618	4,668.0
4.250	4,358.5

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	5,259.0	5,269.5
PP	5,234.0	5,241.0
S1	5,209.0	5,212.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols