FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	5,600.0	5,581.0	-19.0	-0.3%	5,851.0
High	5,627.0	5,581.0	-46.0	-0.8%	5,873.5
Low	5,515.5	5,350.0	-165.5	-3.0%	5,729.5
Close	5,544.5	5,363.0	-181.5	-3.3%	5,759.5
Range	111.5	231.0	119.5	107.2%	144.0
ATR	71.8	83.1	11.4	15.8%	0.0
Volume	35	34	-1	-2.9%	12

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,124.5	5,974.5	5,490.0
R3	5,893.5	5,743.5	5,426.5
R2	5,662.5	5,662.5	5,405.5
R1	5,512.5	5,512.5	5,384.0	5,472.0
PP	5,431.5	5,431.5	5,431.5	5,411.0
S1	5,281.5	5,281.5	5,342.0	5,241.0
S2	5,200.5	5,200.5	5,320.5
S3	4,969.5	5,050.5	5,299.5
S4	4,738.5	4,819.5	5,236.0

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,219.5	6,133.5	5,838.5
R3	6,075.5	5,989.5	5,799.0
R2	5,931.5	5,931.5	5,786.0
R1	5,845.5	5,845.5	5,772.5	5,816.5
PP	5,787.5	5,787.5	5,787.5	5,773.0
S1	5,701.5	5,701.5	5,746.5	5,672.5
S2	5,643.5	5,643.5	5,733.0
S3	5,499.5	5,557.5	5,720.0
S4	5,355.5	5,413.5	5,680.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,847.0	5,350.0	497.0	9.3%	130.0	2.4%	3%	False	True	19
10	5,885.0	5,350.0	535.0	10.0%	76.0	1.4%	2%	False	True	11
20	6,000.0	5,350.0	650.0	12.1%	59.0	1.1%	2%	False	True	10
40	6,000.5	5,350.0	650.5	12.1%	43.0	0.8%	2%	False	True	15
60	6,000.5	5,350.0	650.5	12.1%	30.5	0.6%	2%	False	True	12
80	6,000.5	5,350.0	650.5	12.1%	24.0	0.4%	2%	False	True	9
100	6,000.5	5,350.0	650.5	12.1%	20.0	0.4%	2%	False	True	8

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	11.7
Widest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	6,563.0
2.618	6,186.0
1.618	5,955.0
1.000	5,812.0
0.618	5,724.0
HIGH	5,581.0
0.618	5,493.0
0.500	5,465.5
0.382	5,438.0
LOW	5,350.0
0.618	5,207.0
1.000	5,119.0
1.618	4,976.0
2.618	4,745.0
4.250	4,368.0

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	5,465.5	5,523.0
PP	5,431.5	5,469.5
S1	5,397.0	5,416.0

Download as Excel Spreadsheet

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

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