FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 4,389.0 4,385.0 -4.0 -0.1% 4,275.0
High 4,423.0 4,385.0 -38.0 -0.9% 4,453.0
Low 4,365.5 4,345.0 -20.5 -0.5% 4,249.0
Close 4,403.0 4,366.0 -37.0 -0.8% 4,403.0
Range 57.5 40.0 -17.5 -30.4% 204.0
ATR 100.1 97.1 -3.0 -3.0% 0.0
Volume 115 630 515 447.8% 610
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 4,485.5 4,465.5 4,388.0
R3 4,445.5 4,425.5 4,377.0
R2 4,405.5 4,405.5 4,373.5
R1 4,385.5 4,385.5 4,369.5 4,375.5
PP 4,365.5 4,365.5 4,365.5 4,360.0
S1 4,345.5 4,345.5 4,362.5 4,335.5
S2 4,325.5 4,325.5 4,358.5
S3 4,285.5 4,305.5 4,355.0
S4 4,245.5 4,265.5 4,344.0
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 4,980.5 4,895.5 4,515.0
R3 4,776.5 4,691.5 4,459.0
R2 4,572.5 4,572.5 4,440.5
R1 4,487.5 4,487.5 4,421.5 4,530.0
PP 4,368.5 4,368.5 4,368.5 4,389.5
S1 4,283.5 4,283.5 4,384.5 4,326.0
S2 4,164.5 4,164.5 4,365.5
S3 3,960.5 4,079.5 4,347.0
S4 3,756.5 3,875.5 4,291.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,453.0 4,249.0 204.0 4.7% 78.5 1.8% 57% False False 248
10 4,453.0 3,984.0 469.0 10.7% 78.0 1.8% 81% False False 195
20 4,453.0 3,818.0 635.0 14.5% 87.5 2.0% 86% False False 168
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,555.0
2.618 4,489.5
1.618 4,449.5
1.000 4,425.0
0.618 4,409.5
HIGH 4,385.0
0.618 4,369.5
0.500 4,365.0
0.382 4,360.5
LOW 4,345.0
0.618 4,320.5
1.000 4,305.0
1.618 4,280.5
2.618 4,240.5
4.250 4,175.0
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 4,365.5 4,386.0
PP 4,365.5 4,379.5
S1 4,365.0 4,373.0

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

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