FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 4,868.0 4,909.0 41.0 0.8% 4,679.0
High 4,927.0 4,925.0 -2.0 0.0% 4,868.0
Low 4,859.0 4,868.5 9.5 0.2% 4,594.0
Close 4,921.0 4,887.0 -34.0 -0.7% 4,840.5
Range 68.0 56.5 -11.5 -16.9% 274.0
ATR 86.1 84.0 -2.1 -2.5% 0.0
Volume 117,041 100,537 -16,504 -14.1% 523,606
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,063.0 5,031.5 4,918.0
R3 5,006.5 4,975.0 4,902.5
R2 4,950.0 4,950.0 4,897.5
R1 4,918.5 4,918.5 4,892.0 4,906.0
PP 4,893.5 4,893.5 4,893.5 4,887.0
S1 4,862.0 4,862.0 4,882.0 4,849.5
S2 4,837.0 4,837.0 4,876.5
S3 4,780.5 4,805.5 4,871.5
S4 4,724.0 4,749.0 4,856.0
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 4,927.0 4,724.0 203.0 4.2% 73.0 1.5% 80% False False 114,894
10 4,927.0 4,594.0 333.0 6.8% 78.0 1.6% 88% False False 112,571
20 4,927.0 4,531.5 395.5 8.1% 80.5 1.7% 90% False False 107,244
40 4,927.0 4,060.5 866.5 17.7% 80.5 1.6% 95% False False 100,699
60 4,927.0 4,060.5 866.5 17.7% 81.5 1.7% 95% False False 92,482
80 4,927.0 4,060.5 866.5 17.7% 81.0 1.7% 95% False False 69,472
100 4,927.0 3,815.5 1,111.5 22.7% 82.5 1.7% 96% False False 55,601
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,165.0
2.618 5,073.0
1.618 5,016.5
1.000 4,981.5
0.618 4,960.0
HIGH 4,925.0
0.618 4,903.5
0.500 4,897.0
0.382 4,890.0
LOW 4,868.5
0.618 4,833.5
1.000 4,812.0
1.618 4,777.0
2.618 4,720.5
4.250 4,628.5
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 4,897.0 4,888.0
PP 4,893.5 4,888.0
S1 4,890.0 4,887.5

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

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