FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 5,026.5 5,064.5 38.0 0.8% 4,950.0
High 5,070.0 5,156.0 86.0 1.7% 5,044.0
Low 4,996.5 5,059.5 63.0 1.3% 4,922.5
Close 5,041.5 5,114.5 73.0 1.4% 5,011.5
Range 73.5 96.5 23.0 31.3% 121.5
ATR 82.3 84.6 2.3 2.8% 0.0
Volume 217,367 251,940 34,573 15.9% 453,464
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,399.5 5,353.5 5,167.5
R3 5,303.0 5,257.0 5,141.0
R2 5,206.5 5,206.5 5,132.0
R1 5,160.5 5,160.5 5,123.5 5,183.5
PP 5,110.0 5,110.0 5,110.0 5,121.5
S1 5,064.0 5,064.0 5,105.5 5,087.0
S2 5,013.5 5,013.5 5,097.0
S3 4,917.0 4,967.5 5,088.0
S4 4,820.5 4,871.0 5,061.5
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 5,156.0 4,952.0 204.0 4.0% 80.0 1.6% 80% True False 179,944
10 5,156.0 4,772.5 383.5 7.5% 71.5 1.4% 89% True False 142,901
20 5,156.0 4,622.0 534.0 10.4% 74.0 1.4% 92% True False 126,398
40 5,156.0 4,403.5 752.5 14.7% 78.0 1.5% 94% True False 113,380
60 5,156.0 4,060.5 1,095.5 21.4% 80.0 1.6% 96% True False 107,386
80 5,156.0 4,060.5 1,095.5 21.4% 79.5 1.6% 96% True False 91,103
100 5,156.0 3,923.0 1,233.0 24.1% 80.0 1.6% 97% True False 72,922
120 5,156.0 3,680.5 1,475.5 28.8% 80.0 1.6% 97% True False 60,782
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 13.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,566.0
2.618 5,408.5
1.618 5,312.0
1.000 5,252.5
0.618 5,215.5
HIGH 5,156.0
0.618 5,119.0
0.500 5,108.0
0.382 5,096.5
LOW 5,059.5
0.618 5,000.0
1.000 4,963.0
1.618 4,903.5
2.618 4,807.0
4.250 4,649.5
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 5,112.0 5,094.5
PP 5,110.0 5,074.0
S1 5,108.0 5,054.0

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

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