FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 6,184.0 6,100.0 -84.0 -1.4% 6,168.5
High 6,281.0 6,147.5 -133.5 -2.1% 6,425.0
Low 6,142.5 6,062.0 -80.5 -1.3% 6,045.0
Close 6,161.5 6,141.5 -20.0 -0.3% 6,062.5
Range 138.5 85.5 -53.0 -38.3% 380.0
ATR 127.2 125.2 -2.0 -1.6% 0.0
Volume 136,010 124,992 -11,018 -8.1% 656,075
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,373.5 6,343.0 6,188.5
R3 6,288.0 6,257.5 6,165.0
R2 6,202.5 6,202.5 6,157.0
R1 6,172.0 6,172.0 6,149.5 6,187.0
PP 6,117.0 6,117.0 6,117.0 6,124.5
S1 6,086.5 6,086.5 6,133.5 6,102.0
S2 6,031.5 6,031.5 6,126.0
S3 5,946.0 6,001.0 6,118.0
S4 5,860.5 5,915.5 6,094.5
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,317.5 7,070.0 6,271.5
R3 6,937.5 6,690.0 6,167.0
R2 6,557.5 6,557.5 6,132.0
R1 6,310.0 6,310.0 6,097.5 6,244.0
PP 6,177.5 6,177.5 6,177.5 6,144.5
S1 5,930.0 5,930.0 6,027.5 5,864.0
S2 5,797.5 5,797.5 5,993.0
S3 5,417.5 5,550.0 5,958.0
S4 5,037.5 5,170.0 5,853.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,384.5 6,045.0 339.5 5.5% 133.5 2.2% 28% False False 163,256
10 6,425.0 6,045.0 380.0 6.2% 115.0 1.9% 25% False False 144,699
20 6,691.0 6,045.0 646.0 10.5% 116.0 1.9% 15% False False 141,256
40 6,772.0 6,045.0 727.0 11.8% 91.5 1.5% 13% False False 113,110
60 6,796.0 6,045.0 751.0 12.2% 82.5 1.3% 13% False False 93,170
80 6,796.0 6,045.0 751.0 12.2% 71.5 1.2% 13% False False 70,001
100 6,796.0 6,045.0 751.0 12.2% 64.0 1.0% 13% False False 56,060
120 6,796.0 6,045.0 751.0 12.2% 59.0 1.0% 13% False False 46,760
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 17.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,511.0
2.618 6,371.5
1.618 6,286.0
1.000 6,233.0
0.618 6,200.5
HIGH 6,147.5
0.618 6,115.0
0.500 6,105.0
0.382 6,094.5
LOW 6,062.0
0.618 6,009.0
1.000 5,976.5
1.618 5,923.5
2.618 5,838.0
4.250 5,698.5
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 6,129.0 6,171.5
PP 6,117.0 6,161.5
S1 6,105.0 6,151.5

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

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