FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 4,411.0 4,453.0 42.0 1.0% 4,085.0
High 4,469.0 4,473.0 4.0 0.1% 4,390.0
Low 4,403.5 4,415.5 12.0 0.3% 4,060.5
Close 4,455.0 4,457.5 2.5 0.1% 4,362.0
Range 65.5 57.5 -8.0 -12.2% 329.5
ATR 84.3 82.4 -1.9 -2.3% 0.0
Volume 78,345 104,437 26,092 33.3% 478,258
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,621.0 4,597.0 4,489.0
R3 4,563.5 4,539.5 4,473.5
R2 4,506.0 4,506.0 4,468.0
R1 4,482.0 4,482.0 4,463.0 4,494.0
PP 4,448.5 4,448.5 4,448.5 4,455.0
S1 4,424.5 4,424.5 4,452.0 4,436.5
S2 4,391.0 4,391.0 4,447.0
S3 4,333.5 4,367.0 4,441.5
S4 4,276.0 4,309.5 4,426.0
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,259.5 5,140.0 4,543.0
R3 4,930.0 4,810.5 4,452.5
R2 4,600.5 4,600.5 4,422.5
R1 4,481.0 4,481.0 4,392.0 4,541.0
PP 4,271.0 4,271.0 4,271.0 4,300.5
S1 4,151.5 4,151.5 4,332.0 4,211.0
S2 3,941.5 3,941.5 4,301.5
S3 3,612.0 3,822.0 4,271.5
S4 3,282.5 3,492.5 4,181.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,473.0 4,295.5 177.5 4.0% 67.0 1.5% 91% True False 94,575
10 4,473.0 4,060.5 412.5 9.3% 75.0 1.7% 96% True False 94,059
20 4,473.0 4,060.5 412.5 9.3% 80.0 1.8% 96% True False 92,481
40 4,473.0 4,060.5 412.5 9.3% 79.5 1.8% 96% True False 73,393
60 4,473.0 3,984.0 489.0 11.0% 80.5 1.8% 97% True False 48,993
80 4,473.0 3,680.5 792.5 17.8% 80.5 1.8% 98% True False 36,767
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 15.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,717.5
2.618 4,623.5
1.618 4,566.0
1.000 4,530.5
0.618 4,508.5
HIGH 4,473.0
0.618 4,451.0
0.500 4,444.0
0.382 4,437.5
LOW 4,415.5
0.618 4,380.0
1.000 4,358.0
1.618 4,322.5
2.618 4,265.0
4.250 4,171.0
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 4,453.0 4,444.0
PP 4,448.5 4,430.0
S1 4,444.0 4,416.5

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

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