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

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

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