FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 4,646.5 4,735.0 88.5 1.9% 4,691.0
High 4,722.0 4,765.5 43.5 0.9% 4,778.0
Low 4,622.0 4,724.0 102.0 2.2% 4,618.0
Close 4,676.5 4,753.0 76.5 1.6% 4,693.5
Range 100.0 41.5 -58.5 -58.5% 160.0
ATR 84.8 85.1 0.3 0.4% 0.0
Volume 102,090 96,526 -5,564 -5.5% 516,850
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,872.0 4,854.0 4,776.0
R3 4,830.5 4,812.5 4,764.5
R2 4,789.0 4,789.0 4,760.5
R1 4,771.0 4,771.0 4,757.0 4,780.0
PP 4,747.5 4,747.5 4,747.5 4,752.0
S1 4,729.5 4,729.5 4,749.0 4,738.5
S2 4,706.0 4,706.0 4,745.5
S3 4,664.5 4,688.0 4,741.5
S4 4,623.0 4,646.5 4,730.0
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 4,776.0 4,594.0 182.0 3.8% 76.5 1.6% 87% False False 105,658
10 4,778.0 4,594.0 184.0 3.9% 81.5 1.7% 86% False False 103,789
20 4,778.0 4,484.0 294.0 6.2% 80.0 1.7% 91% False False 103,047
40 4,778.0 4,060.5 717.5 15.1% 81.0 1.7% 97% False False 97,577
60 4,778.0 4,060.5 717.5 15.1% 80.0 1.7% 97% False False 84,610
80 4,778.0 3,984.0 794.0 16.7% 81.0 1.7% 97% False False 63,506
100 4,778.0 3,680.5 1,097.5 23.1% 81.5 1.7% 98% False False 50,823
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,942.0
2.618 4,874.0
1.618 4,832.5
1.000 4,807.0
0.618 4,791.0
HIGH 4,765.5
0.618 4,749.5
0.500 4,745.0
0.382 4,740.0
LOW 4,724.0
0.618 4,698.5
1.000 4,682.5
1.618 4,657.0
2.618 4,615.5
4.250 4,547.5
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 4,750.0 4,733.0
PP 4,747.5 4,713.5
S1 4,745.0 4,694.0

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

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