FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 4,615.5 4,699.0 83.5 1.8% 4,660.0
High 4,687.0 4,729.0 42.0 0.9% 4,739.0
Low 4,592.5 4,699.0 106.5 2.3% 4,612.5
Close 4,645.0 4,721.5 76.5 1.6% 4,662.5
Range 94.5 30.0 -64.5 -68.3% 126.5
ATR 67.0 68.2 1.2 1.8% 0.0
Volume 284 144 -140 -49.3% 546
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,806.5 4,794.0 4,738.0
R3 4,776.5 4,764.0 4,730.0
R2 4,746.5 4,746.5 4,727.0
R1 4,734.0 4,734.0 4,724.0 4,740.0
PP 4,716.5 4,716.5 4,716.5 4,719.5
S1 4,704.0 4,704.0 4,719.0 4,710.0
S2 4,686.5 4,686.5 4,716.0
S3 4,656.5 4,674.0 4,713.0
S4 4,626.5 4,644.0 4,705.0
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,051.0 4,983.0 4,732.0
R3 4,924.5 4,856.5 4,697.5
R2 4,798.0 4,798.0 4,685.5
R1 4,730.0 4,730.0 4,674.0 4,764.0
PP 4,671.5 4,671.5 4,671.5 4,688.0
S1 4,603.5 4,603.5 4,651.0 4,637.5
S2 4,545.0 4,545.0 4,639.5
S3 4,418.5 4,477.0 4,627.5
S4 4,292.0 4,350.5 4,593.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,729.0 4,568.0 161.0 3.4% 61.0 1.3% 95% True False 365
10 4,739.0 4,568.0 171.0 3.6% 60.0 1.3% 90% False False 233
20 4,739.0 4,464.5 274.5 5.8% 56.0 1.2% 94% False False 172
40 4,739.0 4,041.0 698.0 14.8% 58.0 1.2% 97% False False 175
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 5.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,856.5
2.618 4,807.5
1.618 4,777.5
1.000 4,759.0
0.618 4,747.5
HIGH 4,729.0
0.618 4,717.5
0.500 4,714.0
0.382 4,710.5
LOW 4,699.0
0.618 4,680.5
1.000 4,669.0
1.618 4,650.5
2.618 4,620.5
4.250 4,571.5
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 4,719.0 4,701.0
PP 4,716.5 4,681.0
S1 4,714.0 4,661.0

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

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