FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 4,453.0 4,466.0 13.0 0.3% 4,085.0
High 4,473.0 4,548.0 75.0 1.7% 4,390.0
Low 4,415.5 4,440.5 25.0 0.6% 4,060.5
Close 4,457.5 4,531.5 74.0 1.7% 4,362.0
Range 57.5 107.5 50.0 87.0% 329.5
ATR 82.4 84.2 1.8 2.2% 0.0
Volume 104,437 80,010 -24,427 -23.4% 478,258
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,829.0 4,788.0 4,590.5
R3 4,721.5 4,680.5 4,561.0
R2 4,614.0 4,614.0 4,551.0
R1 4,573.0 4,573.0 4,541.5 4,593.5
PP 4,506.5 4,506.5 4,506.5 4,517.0
S1 4,465.5 4,465.5 4,521.5 4,486.0
S2 4,399.0 4,399.0 4,512.0
S3 4,291.5 4,358.0 4,502.0
S4 4,184.0 4,250.5 4,472.5
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 4,548.0 4,334.0 214.0 4.7% 69.5 1.5% 92% True False 92,232
10 4,548.0 4,060.5 487.5 10.8% 80.5 1.8% 97% True False 91,029
20 4,548.0 4,060.5 487.5 10.8% 81.5 1.8% 97% True False 92,106
40 4,548.0 4,060.5 487.5 10.8% 80.0 1.8% 97% True False 75,392
60 4,548.0 3,984.0 564.0 12.4% 81.0 1.8% 97% True False 50,325
80 4,548.0 3,680.5 867.5 19.1% 82.0 1.8% 98% True False 37,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,005.0
2.618 4,829.5
1.618 4,722.0
1.000 4,655.5
0.618 4,614.5
HIGH 4,548.0
0.618 4,507.0
0.500 4,494.0
0.382 4,481.5
LOW 4,440.5
0.618 4,374.0
1.000 4,333.0
1.618 4,266.5
2.618 4,159.0
4.250 3,983.5
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 4,519.0 4,513.0
PP 4,506.5 4,494.5
S1 4,494.0 4,476.0

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

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