FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

ZU11 began trading on 04/13/2011 and has 96 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 10/06/2011.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(-0.06)

Moving Averages

Buy

+0.50

Oscillators

Sell

-0.22

Price Levels

Neutral

0.00

Trend

Sell

-0.50

Relative Volume (20d): 0.78x

ATR(14) %: 3.3%

20-Day Historical Volatility: 0.4%

Day Change Summary (OHLC)

	Previous	Current
Metric	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	5,254.0	5,400.0	146.0	2.8%	4,990.0
High	5,408.0	5,445.0	37.0	0.7%	5,248.5
Low	5,247.0	5,339.0	92.0	1.8%	4,957.0
Close	5,375.0	5,350.0	-25.0	-0.5%	5,142.0
Range	161.0	106.0	-55.0	-34.2%	291.5
ATR(14)	179.9	174.6	-5.3	-2.9%	183.1
Volume	157,604	125,480	-32,124	-20.4%	622,677

Multi-Period Performance

1-Month (21d)

-4.8%

3-Month (63d)

-8.0%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-9.8%

52-Week Range

52W Low: 4,701.5 (13.8%)

Position (48%)

52W High: 6,049.0 (11.6%)

Daily Pivots for day following 01-Sep-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	5,696.0	5,629.0	5,408.5
R3	5,590.0	5,523.0	5,379.0
R2	5,484.0	5,484.0	5,369.5
R1	5,417.0	5,417.0	5,359.5	5,397.5
PP	5,378.0	5,378.0	5,378.0	5,368.5
S1	5,311.0	5,311.0	5,340.5	5,291.5
S2	5,272.0	5,272.0	5,330.5
S3	5,166.0	5,205.0	5,321.0
S4	5,060.0	5,099.0	5,291.5

Weekly Pivots for week ending 26-Aug-2011

Level	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

Fisher Pivots for day following 01-Sep-2011

Pivot	1 Day	3 Day
R1	5,392.0	5,340.5
PP	5,378.0	5,331.5
S1	5,364.0	5,322.0

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	5,895.5
2.618	5,722.5
1.618	5,616.5
1.000	5,551.0
0.618	5,510.5
HIGH	5,445.0
0.618	5,404.5
0.500	5,392.0
0.382	5,379.5
LOW	5,339.0
0.618	5,273.5
1.000	5,233.0
1.618	5,167.5
2.618	5,061.5
4.250	4,888.5

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	5,731.0
38.2%	5,534.5
50.0%	5,375.5
61.8%	5,216.0
78.6%	4,990.0

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	5,246.5	103.5	2.0%	Above
10-Day SMA	5,181.5	168.5	3.3%	Above
20-Day SMA	5,206.5	143.5	2.8%	Above
50-Day SMA	5,576.5	-226.5	-4.1%	Below
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 5,451.5

Middle: 5,206.5

Lower: 4,962.0

Bandwidth: 9.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 5,183.5

Kijun-sen: 5,299.0

Span A: 5,241.0

Span B: 5,375.5

Chikou Span: 5,885.0

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

50.11

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-87.41

Signal: -127.87 · Hist: 40.46

Stochastic (14, 3)

Bearish

%K: 81.85

%D: 83.67

StochRSI (14)

Neutral

%K: 98.22

%D: 94.63

ADX (14) & Trend

Weakening

42.42

+DI: 17.87 · -DI: 25.02

CCI (20)

Neutral

114.28

Range -100 to +100

Williams %R (14)

Bearish

-18.15

Range -100 to 0

Ultimate Oscillator

Neutral

61.74

Periods: 7, 14, 28

ROC (12)

Bearish

-0.63%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

189.25

Bull: 189.25 · Bear: 83.25

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
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	False
Stretch	31.0
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,445.0	5,006.5	438.5	8.2%	139.0	2.6%	78%	True	False	133,569
10	5,445.0	4,921.5	523.5	9.8%	167.5	3.1%	82%	True	False	139,778
20	5,622.0	4,701.5	920.5	17.2%	224.0	4.2%	70%	False	False	161,597
40	6,049.0	4,701.5	1,347.5	25.2%	161.0	3.0%	48%	False	False	139,699
60	6,049.0	4,701.5	1,347.5	25.2%	134.0	2.5%	48%	False	False	129,342
80	6,049.0	4,701.5	1,347.5	25.2%	117.0	2.2%	48%	False	False	97,853

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