FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 5,064.5 5,163.0 98.5 1.9% 4,950.0
High 5,156.0 5,175.5 19.5 0.4% 5,044.0
Low 5,059.5 5,128.5 69.0 1.4% 4,922.5
Close 5,114.5 5,169.0 54.5 1.1% 5,011.5
Range 96.5 47.0 -49.5 -51.3% 121.5
ATR 84.6 82.9 -1.7 -2.0% 0.0
Volume 251,940 260,139 8,199 3.3% 453,464
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,298.5 5,281.0 5,195.0
R3 5,251.5 5,234.0 5,182.0
R2 5,204.5 5,204.5 5,177.5
R1 5,187.0 5,187.0 5,173.5 5,196.0
PP 5,157.5 5,157.5 5,157.5 5,162.0
S1 5,140.0 5,140.0 5,164.5 5,149.0
S2 5,110.5 5,110.5 5,160.5
S3 5,063.5 5,093.0 5,156.0
S4 5,016.5 5,046.0 5,143.0
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 5,175.5 4,952.0 223.5 4.3% 72.0 1.4% 97% True False 204,590
10 5,175.5 4,785.5 390.0 7.5% 71.0 1.4% 98% True False 153,900
20 5,175.5 4,622.0 553.5 10.7% 73.5 1.4% 99% True False 133,511
40 5,175.5 4,415.5 760.0 14.7% 77.5 1.5% 99% True False 117,925
60 5,175.5 4,060.5 1,115.0 21.6% 78.0 1.5% 99% True False 109,352
80 5,175.5 4,060.5 1,115.0 21.6% 79.5 1.5% 99% True False 94,354
100 5,175.5 3,972.5 1,203.0 23.3% 79.5 1.5% 99% True False 75,522
120 5,175.5 3,680.5 1,495.0 28.9% 79.5 1.5% 100% True False 62,949
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,375.0
2.618 5,298.5
1.618 5,251.5
1.000 5,222.5
0.618 5,204.5
HIGH 5,175.5
0.618 5,157.5
0.500 5,152.0
0.382 5,146.5
LOW 5,128.5
0.618 5,099.5
1.000 5,081.5
1.618 5,052.5
2.618 5,005.5
4.250 4,929.0
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 5,163.5 5,141.5
PP 5,157.5 5,113.5
S1 5,152.0 5,086.0

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

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