FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 4,481.5 4,529.0 47.5 1.1% 4,350.0
High 4,523.0 4,582.0 59.0 1.3% 4,523.5
Low 4,480.0 4,529.0 49.0 1.1% 4,346.0
Close 4,489.0 4,576.0 87.0 1.9% 4,514.0
Range 43.0 53.0 10.0 23.3% 177.5
ATR 61.8 64.0 2.2 3.6% 0.0
Volume 31 35 4 12.9% 970
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,721.5 4,701.5 4,605.0
R3 4,668.5 4,648.5 4,590.5
R2 4,615.5 4,615.5 4,585.5
R1 4,595.5 4,595.5 4,581.0 4,605.5
PP 4,562.5 4,562.5 4,562.5 4,567.0
S1 4,542.5 4,542.5 4,571.0 4,552.5
S2 4,509.5 4,509.5 4,566.5
S3 4,456.5 4,489.5 4,561.5
S4 4,403.5 4,436.5 4,547.0
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,993.5 4,931.5 4,611.5
R3 4,816.0 4,754.0 4,563.0
R2 4,638.5 4,638.5 4,546.5
R1 4,576.5 4,576.5 4,530.5 4,607.5
PP 4,461.0 4,461.0 4,461.0 4,477.0
S1 4,399.0 4,399.0 4,497.5 4,430.0
S2 4,283.5 4,283.5 4,481.5
S3 4,106.0 4,221.5 4,465.0
S4 3,928.5 4,044.0 4,416.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,582.0 4,464.5 117.5 2.6% 45.5 1.0% 95% True False 143
10 4,582.0 4,319.0 263.0 5.7% 44.5 1.0% 98% True False 178
20 4,582.0 4,041.0 541.0 11.8% 53.0 1.2% 99% True False 163
40 4,582.0 4,041.0 541.0 11.8% 58.0 1.3% 99% True False 214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,807.0
2.618 4,721.0
1.618 4,668.0
1.000 4,635.0
0.618 4,615.0
HIGH 4,582.0
0.618 4,562.0
0.500 4,555.5
0.382 4,549.0
LOW 4,529.0
0.618 4,496.0
1.000 4,476.0
1.618 4,443.0
2.618 4,390.0
4.250 4,304.0
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 4,569.0 4,558.5
PP 4,562.5 4,541.0
S1 4,555.5 4,523.0

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

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