FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 4,965.0 5,026.5 61.5 1.2% 4,950.0
High 5,038.0 5,070.0 32.0 0.6% 5,044.0
Low 4,952.0 4,996.5 44.5 0.9% 4,922.5
Close 5,017.0 5,041.5 24.5 0.5% 5,011.5
Range 86.0 73.5 -12.5 -14.5% 121.5
ATR 83.0 82.3 -0.7 -0.8% 0.0
Volume 143,461 217,367 73,906 51.5% 453,464
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,256.5 5,222.5 5,082.0
R3 5,183.0 5,149.0 5,061.5
R2 5,109.5 5,109.5 5,055.0
R1 5,075.5 5,075.5 5,048.0 5,092.5
PP 5,036.0 5,036.0 5,036.0 5,044.5
S1 5,002.0 5,002.0 5,035.0 5,019.0
S2 4,962.5 4,962.5 5,028.0
S3 4,889.0 4,928.5 5,021.5
S4 4,815.5 4,855.0 5,001.0
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,357.0 5,306.0 5,078.5
R3 5,235.5 5,184.5 5,045.0
R2 5,114.0 5,114.0 5,034.0
R1 5,063.0 5,063.0 5,022.5 5,088.5
PP 4,992.5 4,992.5 4,992.5 5,005.5
S1 4,941.5 4,941.5 5,000.5 4,967.0
S2 4,871.0 4,871.0 4,989.0
S3 4,749.5 4,820.0 4,978.0
S4 4,628.0 4,698.5 4,944.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,070.0 4,926.0 144.0 2.9% 78.5 1.6% 80% True False 150,902
10 5,070.0 4,772.5 297.5 5.9% 74.0 1.5% 90% True False 128,539
20 5,070.0 4,594.0 476.0 9.4% 74.0 1.5% 94% True False 118,836
40 5,070.0 4,360.0 710.0 14.1% 77.5 1.5% 96% True False 109,393
60 5,070.0 4,060.5 1,009.5 20.0% 80.0 1.6% 97% True False 105,409
80 5,070.0 4,060.5 1,009.5 20.0% 79.0 1.6% 97% True False 87,959
100 5,070.0 3,879.5 1,190.5 23.6% 80.0 1.6% 98% True False 70,403
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 13.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,382.5
2.618 5,262.5
1.618 5,189.0
1.000 5,143.5
0.618 5,115.5
HIGH 5,070.0
0.618 5,042.0
0.500 5,033.0
0.382 5,024.5
LOW 4,996.5
0.618 4,951.0
1.000 4,923.0
1.618 4,877.5
2.618 4,804.0
4.250 4,684.0
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 5,039.0 5,031.5
PP 5,036.0 5,021.0
S1 5,033.0 5,011.0

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

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