FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 4,661.5 4,646.5 -15.0 -0.3% 4,691.0
High 4,691.0 4,722.0 31.0 0.7% 4,778.0
Low 4,633.5 4,622.0 -11.5 -0.2% 4,618.0
Close 4,657.5 4,676.5 19.0 0.4% 4,693.5
Range 57.5 100.0 42.5 73.9% 160.0
ATR 83.6 84.8 1.2 1.4% 0.0
Volume 117,881 102,090 -15,791 -13.4% 516,850
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,973.5 4,925.0 4,731.5
R3 4,873.5 4,825.0 4,704.0
R2 4,773.5 4,773.5 4,695.0
R1 4,725.0 4,725.0 4,685.5 4,749.0
PP 4,673.5 4,673.5 4,673.5 4,685.5
S1 4,625.0 4,625.0 4,667.5 4,649.0
S2 4,573.5 4,573.5 4,658.0
S3 4,473.5 4,525.0 4,649.0
S4 4,373.5 4,425.0 4,621.5
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 3.9% 83.5 1.8% 45% False False 110,249
10 4,778.0 4,594.0 184.0 3.9% 84.5 1.8% 45% False False 104,125
20 4,778.0 4,440.5 337.5 7.2% 83.5 1.8% 70% False False 102,222
40 4,778.0 4,060.5 717.5 15.3% 82.0 1.7% 86% False False 97,351
60 4,778.0 4,060.5 717.5 15.3% 81.0 1.7% 86% False False 83,002
80 4,778.0 3,984.0 794.0 17.0% 81.0 1.7% 87% False False 62,300
100 4,778.0 3,680.5 1,097.5 23.5% 81.0 1.7% 91% False False 49,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,147.0
2.618 4,984.0
1.618 4,884.0
1.000 4,822.0
0.618 4,784.0
HIGH 4,722.0
0.618 4,684.0
0.500 4,672.0
0.382 4,660.0
LOW 4,622.0
0.618 4,560.0
1.000 4,522.0
1.618 4,460.0
2.618 4,360.0
4.250 4,197.0
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 4,675.0 4,670.5
PP 4,673.5 4,664.0
S1 4,672.0 4,658.0

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

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