FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 4,754.5 4,679.0 -75.5 -1.6% 4,691.0
High 4,776.0 4,685.0 -91.0 -1.9% 4,778.0
Low 4,683.5 4,594.0 -89.5 -1.9% 4,618.0
Close 4,693.5 4,635.5 -58.0 -1.2% 4,693.5
Range 92.5 91.0 -1.5 -1.6% 160.0
ATR 84.6 85.6 1.1 1.3% 0.0
Volume 111,084 100,710 -10,374 -9.3% 516,850
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,911.0 4,864.5 4,685.5
R3 4,820.0 4,773.5 4,660.5
R2 4,729.0 4,729.0 4,652.0
R1 4,682.5 4,682.5 4,644.0 4,660.0
PP 4,638.0 4,638.0 4,638.0 4,627.0
S1 4,591.5 4,591.5 4,627.0 4,569.0
S2 4,547.0 4,547.0 4,619.0
S3 4,456.0 4,500.5 4,610.5
S4 4,365.0 4,409.5 4,585.5
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,176.5 5,095.0 4,781.5
R3 5,016.5 4,935.0 4,737.5
R2 4,856.5 4,856.5 4,723.0
R1 4,775.0 4,775.0 4,708.0 4,816.0
PP 4,696.5 4,696.5 4,696.5 4,717.0
S1 4,615.0 4,615.0 4,679.0 4,656.0
S2 4,536.5 4,536.5 4,664.0
S3 4,376.5 4,455.0 4,649.5
S4 4,216.5 4,295.0 4,605.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,778.0 4,594.0 184.0 4.0% 92.0 2.0% 23% False True 99,416
10 4,778.0 4,593.5 184.5 4.0% 82.5 1.8% 23% False False 103,522
20 4,778.0 4,403.5 374.5 8.1% 81.5 1.8% 62% False False 100,362
40 4,778.0 4,060.5 717.5 15.5% 82.5 1.8% 80% False False 97,880
60 4,778.0 4,060.5 717.5 15.5% 81.0 1.7% 80% False False 79,338
80 4,778.0 3,923.0 855.0 18.4% 81.5 1.8% 83% False False 59,553
100 4,778.0 3,680.5 1,097.5 23.7% 81.0 1.8% 87% False False 47,659
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 17.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,072.0
2.618 4,923.0
1.618 4,832.0
1.000 4,776.0
0.618 4,741.0
HIGH 4,685.0
0.618 4,650.0
0.500 4,639.5
0.382 4,629.0
LOW 4,594.0
0.618 4,538.0
1.000 4,503.0
1.618 4,447.0
2.618 4,356.0
4.250 4,207.0
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 4,639.5 4,686.0
PP 4,638.0 4,669.0
S1 4,637.0 4,652.5

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

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