FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 4,716.0 4,650.5 -65.5 -1.4% 4,575.0
High 4,722.5 4,730.0 7.5 0.2% 4,724.0
Low 4,635.0 4,618.0 -17.0 -0.4% 4,563.0
Close 4,652.0 4,708.5 56.5 1.2% 4,702.5
Range 87.5 112.0 24.5 28.0% 161.0
ATR 82.4 84.6 2.1 2.6% 0.0
Volume 69,758 96,048 26,290 37.7% 539,113
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,021.5 4,977.0 4,770.0
R3 4,909.5 4,865.0 4,739.5
R2 4,797.5 4,797.5 4,729.0
R1 4,753.0 4,753.0 4,719.0 4,775.0
PP 4,685.5 4,685.5 4,685.5 4,696.5
S1 4,641.0 4,641.0 4,698.0 4,663.0
S2 4,573.5 4,573.5 4,688.0
S3 4,461.5 4,529.0 4,677.5
S4 4,349.5 4,417.0 4,647.0
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,146.0 5,085.5 4,791.0
R3 4,985.0 4,924.5 4,747.0
R2 4,824.0 4,824.0 4,732.0
R1 4,763.5 4,763.5 4,717.5 4,794.0
PP 4,663.0 4,663.0 4,663.0 4,678.5
S1 4,602.5 4,602.5 4,687.5 4,633.0
S2 4,502.0 4,502.0 4,673.0
S3 4,341.0 4,441.5 4,658.0
S4 4,180.0 4,280.5 4,614.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,730.0 4,608.5 121.5 2.6% 85.5 1.8% 82% True False 98,001
10 4,730.0 4,531.5 198.5 4.2% 83.0 1.8% 89% True False 101,917
20 4,730.0 4,295.5 434.5 9.2% 79.5 1.7% 95% True False 98,303
40 4,730.0 4,060.5 669.5 14.2% 82.5 1.8% 97% True False 102,773
60 4,730.0 4,060.5 669.5 14.2% 80.5 1.7% 97% True False 73,827
80 4,730.0 3,818.0 912.0 19.4% 82.5 1.8% 98% True False 55,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,206.0
2.618 5,023.0
1.618 4,911.0
1.000 4,842.0
0.618 4,799.0
HIGH 4,730.0
0.618 4,687.0
0.500 4,674.0
0.382 4,661.0
LOW 4,618.0
0.618 4,549.0
1.000 4,506.0
1.618 4,437.0
2.618 4,325.0
4.250 4,142.0
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 4,697.0 4,697.0
PP 4,685.5 4,685.5
S1 4,674.0 4,674.0

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

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