FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 4,375.0 4,431.5 56.5 1.3% 4,294.5
High 4,413.0 4,466.0 53.0 1.2% 4,413.0
Low 4,350.0 4,418.0 68.0 1.6% 4,247.0
Close 4,355.0 4,448.5 93.5 2.1% 4,355.0
Range 63.0 48.0 -15.0 -23.8% 166.0
ATR 92.5 93.8 1.3 1.4% 0.0
Volume 98 387 289 294.9% 521
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,588.0 4,566.5 4,475.0
R3 4,540.0 4,518.5 4,461.5
R2 4,492.0 4,492.0 4,457.5
R1 4,470.5 4,470.5 4,453.0 4,481.0
PP 4,444.0 4,444.0 4,444.0 4,449.5
S1 4,422.5 4,422.5 4,444.0 4,433.0
S2 4,396.0 4,396.0 4,439.5
S3 4,348.0 4,374.5 4,435.5
S4 4,300.0 4,326.5 4,422.0
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 4,836.5 4,761.5 4,446.5
R3 4,670.5 4,595.5 4,400.5
R2 4,504.5 4,504.5 4,385.5
R1 4,429.5 4,429.5 4,370.0 4,467.0
PP 4,338.5 4,338.5 4,338.5 4,357.0
S1 4,263.5 4,263.5 4,340.0 4,301.0
S2 4,172.5 4,172.5 4,324.5
S3 4,006.5 4,097.5 4,309.5
S4 3,840.5 3,931.5 4,263.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,466.0 4,247.0 219.0 4.9% 76.5 1.7% 92% True False 181
10 4,466.0 4,247.0 219.0 4.9% 80.0 1.8% 92% True False 157
20 4,466.0 4,138.5 327.5 7.4% 78.0 1.8% 95% True False 203
40 4,466.0 3,813.0 653.0 14.7% 84.0 1.9% 97% True False 159
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,670.0
2.618 4,591.5
1.618 4,543.5
1.000 4,514.0
0.618 4,495.5
HIGH 4,466.0
0.618 4,447.5
0.500 4,442.0
0.382 4,436.5
LOW 4,418.0
0.618 4,388.5
1.000 4,370.0
1.618 4,340.5
2.618 4,292.5
4.250 4,214.0
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 4,446.5 4,426.0
PP 4,444.0 4,403.0
S1 4,442.0 4,380.5

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

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