FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 4,875.0 4,911.5 36.5 0.7% 4,890.0
High 4,917.0 4,941.0 24.0 0.5% 4,941.0
Low 4,849.0 4,884.0 35.0 0.7% 4,849.0
Close 4,869.0 4,918.5 49.5 1.0% 4,918.5
Range 68.0 57.0 -11.0 -16.2% 92.0
ATR 82.9 82.1 -0.8 -0.9% 0.0
Volume 89,883 106,310 16,427 18.3% 567,739
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,085.5 5,059.0 4,950.0
R3 5,028.5 5,002.0 4,934.0
R2 4,971.5 4,971.5 4,929.0
R1 4,945.0 4,945.0 4,923.5 4,958.0
PP 4,914.5 4,914.5 4,914.5 4,921.0
S1 4,888.0 4,888.0 4,913.5 4,901.0
S2 4,857.5 4,857.5 4,908.0
S3 4,800.5 4,831.0 4,903.0
S4 4,743.5 4,774.0 4,887.0
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,179.0 5,140.5 4,969.0
R3 5,087.0 5,048.5 4,944.0
R2 4,995.0 4,995.0 4,935.5
R1 4,956.5 4,956.5 4,927.0 4,976.0
PP 4,903.0 4,903.0 4,903.0 4,912.5
S1 4,864.5 4,864.5 4,910.0 4,884.0
S2 4,811.0 4,811.0 4,901.5
S3 4,719.0 4,772.5 4,893.0
S4 4,627.0 4,680.5 4,868.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,941.0 4,849.0 92.0 1.9% 62.0 1.3% 76% True False 113,547
10 4,941.0 4,594.0 347.0 7.1% 74.0 1.5% 94% True False 109,134
20 4,941.0 4,563.0 378.0 7.7% 79.5 1.6% 94% True False 107,365
40 4,941.0 4,060.5 880.5 17.9% 78.5 1.6% 97% True False 99,714
60 4,941.0 4,060.5 880.5 17.9% 81.0 1.6% 97% True False 95,638
80 4,941.0 4,060.5 880.5 17.9% 80.5 1.6% 97% True False 71,921
100 4,941.0 3,815.5 1,125.5 22.9% 82.5 1.7% 98% True False 57,563
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 17.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,183.0
2.618 5,090.0
1.618 5,033.0
1.000 4,998.0
0.618 4,976.0
HIGH 4,941.0
0.618 4,919.0
0.500 4,912.5
0.382 4,906.0
LOW 4,884.0
0.618 4,849.0
1.000 4,827.0
1.618 4,792.0
2.618 4,735.0
4.250 4,642.0
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 4,916.5 4,910.5
PP 4,914.5 4,903.0
S1 4,912.5 4,895.0

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

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