FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 4,735.0 4,732.5 -2.5 -0.1% 4,679.0
High 4,765.5 4,868.0 102.5 2.2% 4,868.0
Low 4,724.0 4,728.0 4.0 0.1% 4,594.0
Close 4,753.0 4,840.5 87.5 1.8% 4,840.5
Range 41.5 140.0 98.5 237.3% 274.0
ATR 85.1 89.0 3.9 4.6% 0.0
Volume 96,526 106,399 9,873 10.2% 523,606
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,232.0 5,176.5 4,917.5
R3 5,092.0 5,036.5 4,879.0
R2 4,952.0 4,952.0 4,866.0
R1 4,896.5 4,896.5 4,853.5 4,924.0
PP 4,812.0 4,812.0 4,812.0 4,826.0
S1 4,756.5 4,756.5 4,827.5 4,784.0
S2 4,672.0 4,672.0 4,815.0
S3 4,532.0 4,616.5 4,802.0
S4 4,392.0 4,476.5 4,763.5
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,589.5 5,489.0 4,991.0
R3 5,315.5 5,215.0 4,916.0
R2 5,041.5 5,041.5 4,890.5
R1 4,941.0 4,941.0 4,865.5 4,991.0
PP 4,767.5 4,767.5 4,767.5 4,792.5
S1 4,667.0 4,667.0 4,815.5 4,717.0
S2 4,493.5 4,493.5 4,790.5
S3 4,219.5 4,393.0 4,765.0
S4 3,945.5 4,119.0 4,690.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,868.0 4,594.0 274.0 5.7% 86.0 1.8% 90% True False 104,721
10 4,868.0 4,594.0 274.0 5.7% 84.0 1.7% 90% True False 104,045
20 4,868.0 4,484.0 384.0 7.9% 83.5 1.7% 93% True False 102,919
40 4,868.0 4,060.5 807.5 16.7% 82.5 1.7% 97% True False 98,061
60 4,868.0 4,060.5 807.5 16.7% 81.5 1.7% 97% True False 86,379
80 4,868.0 4,019.5 848.5 17.5% 82.0 1.7% 97% True False 64,834
100 4,868.0 3,680.5 1,187.5 24.5% 82.5 1.7% 98% True False 51,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.3
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5,463.0
2.618 5,234.5
1.618 5,094.5
1.000 5,008.0
0.618 4,954.5
HIGH 4,868.0
0.618 4,814.5
0.500 4,798.0
0.382 4,781.5
LOW 4,728.0
0.618 4,641.5
1.000 4,588.0
1.618 4,501.5
2.618 4,361.5
4.250 4,133.0
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 4,826.5 4,808.5
PP 4,812.0 4,777.0
S1 4,798.0 4,745.0

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

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