FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 4,317.0 4,262.5 -54.5 -1.3% 4,385.0
High 4,340.0 4,398.5 58.5 1.3% 4,393.0
Low 4,248.0 4,249.0 1.0 0.0% 4,243.5
Close 4,284.0 4,376.5 92.5 2.2% 4,284.0
Range 92.0 149.5 57.5 62.5% 149.5
ATR 93.3 97.3 4.0 4.3% 0.0
Volume 25 18 -7 -28.0% 1,791
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 4,790.0 4,732.5 4,458.5
R3 4,640.5 4,583.0 4,417.5
R2 4,491.0 4,491.0 4,404.0
R1 4,433.5 4,433.5 4,390.0 4,462.0
PP 4,341.5 4,341.5 4,341.5 4,355.5
S1 4,284.0 4,284.0 4,363.0 4,313.0
S2 4,192.0 4,192.0 4,349.0
S3 4,042.5 4,134.5 4,335.5
S4 3,893.0 3,985.0 4,294.5
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 4,755.5 4,669.0 4,366.0
R3 4,606.0 4,519.5 4,325.0
R2 4,456.5 4,456.5 4,311.5
R1 4,370.0 4,370.0 4,297.5 4,338.5
PP 4,307.0 4,307.0 4,307.0 4,291.0
S1 4,220.5 4,220.5 4,270.5 4,189.0
S2 4,157.5 4,157.5 4,256.5
S3 4,008.0 4,071.0 4,243.0
S4 3,858.5 3,921.5 4,202.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,398.5 4,243.5 155.0 3.5% 95.5 2.2% 86% True False 235
10 4,453.0 4,243.5 209.5 4.8% 87.0 2.0% 63% False False 241
20 4,453.0 3,818.0 635.0 14.5% 90.0 2.1% 88% False False 190
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 18.3
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 5,034.0
2.618 4,790.0
1.618 4,640.5
1.000 4,548.0
0.618 4,491.0
HIGH 4,398.5
0.618 4,341.5
0.500 4,324.0
0.382 4,306.0
LOW 4,249.0
0.618 4,156.5
1.000 4,099.5
1.618 4,007.0
2.618 3,857.5
4.250 3,613.5
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 4,359.0 4,358.0
PP 4,341.5 4,339.5
S1 4,324.0 4,321.0

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

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