FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 4,294.5 4,382.0 87.5 2.0% 4,262.5
High 4,370.0 4,388.0 18.0 0.4% 4,450.0
Low 4,247.0 4,306.5 59.5 1.4% 4,249.0
Close 4,362.5 4,365.5 3.0 0.1% 4,308.5
Range 123.0 81.5 -41.5 -33.7% 201.0
ATR 95.9 94.9 -1.0 -1.1% 0.0
Volume 82 37 -45 -54.9% 664
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 4,598.0 4,563.0 4,410.5
R3 4,516.5 4,481.5 4,388.0
R2 4,435.0 4,435.0 4,380.5
R1 4,400.0 4,400.0 4,373.0 4,377.0
PP 4,353.5 4,353.5 4,353.5 4,341.5
S1 4,318.5 4,318.5 4,358.0 4,295.0
S2 4,272.0 4,272.0 4,350.5
S3 4,190.5 4,237.0 4,343.0
S4 4,109.0 4,155.5 4,320.5
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 4,939.0 4,824.5 4,419.0
R3 4,738.0 4,623.5 4,364.0
R2 4,537.0 4,537.0 4,345.5
R1 4,422.5 4,422.5 4,327.0 4,480.0
PP 4,336.0 4,336.0 4,336.0 4,364.5
S1 4,221.5 4,221.5 4,290.0 4,279.0
S2 4,135.0 4,135.0 4,271.5
S3 3,934.0 4,020.5 4,253.0
S4 3,733.0 3,819.5 4,198.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,450.0 4,247.0 203.0 4.7% 84.0 1.9% 58% False False 126
10 4,450.0 4,243.5 206.5 4.7% 89.5 2.0% 59% False False 87
20 4,453.0 3,984.0 469.0 10.7% 83.0 1.9% 81% False False 191
40 4,453.0 3,680.5 772.5 17.7% 83.5 1.9% 89% False False 141
Crabel Price Patterns
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 16.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,734.5
2.618 4,601.5
1.618 4,520.0
1.000 4,469.5
0.618 4,438.5
HIGH 4,388.0
0.618 4,357.0
0.500 4,347.0
0.382 4,337.5
LOW 4,306.5
0.618 4,256.0
1.000 4,225.0
1.618 4,174.5
2.618 4,093.0
4.250 3,960.0
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 4,359.5 4,349.5
PP 4,353.5 4,333.5
S1 4,347.0 4,317.5

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

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