FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 6,417.5 6,446.5 29.0 0.5% 6,226.0
High 6,517.0 6,456.0 -61.0 -0.9% 6,381.0
Low 6,399.0 6,397.0 -2.0 0.0% 6,125.5
Close 6,465.0 6,438.5 -26.5 -0.4% 6,298.5
Range 118.0 59.0 -59.0 -50.0% 255.5
ATR 136.4 131.5 -4.9 -3.6% 0.0
Volume 297,579 298,196 617 0.2% 592,063
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,607.5 6,582.0 6,471.0
R3 6,548.5 6,523.0 6,454.5
R2 6,489.5 6,489.5 6,449.5
R1 6,464.0 6,464.0 6,444.0 6,447.0
PP 6,430.5 6,430.5 6,430.5 6,422.0
S1 6,405.0 6,405.0 6,433.0 6,388.0
S2 6,371.5 6,371.5 6,427.5
S3 6,312.5 6,346.0 6,422.5
S4 6,253.5 6,287.0 6,406.0
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,035.0 6,922.0 6,439.0
R3 6,779.5 6,666.5 6,369.0
R2 6,524.0 6,524.0 6,345.5
R1 6,411.0 6,411.0 6,322.0 6,467.5
PP 6,268.5 6,268.5 6,268.5 6,296.5
S1 6,155.5 6,155.5 6,275.0 6,212.0
S2 6,013.0 6,013.0 6,251.5
S3 5,757.5 5,900.0 6,228.0
S4 5,502.0 5,644.5 6,158.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,517.0 6,146.0 371.0 5.8% 118.0 1.8% 79% False False 231,200
10 6,517.0 6,125.5 391.5 6.1% 116.0 1.8% 80% False False 175,069
20 6,517.0 6,070.5 446.5 6.9% 106.5 1.7% 82% False False 131,751
40 6,517.0 5,840.0 677.0 10.5% 117.0 1.8% 88% False False 145,607
60 6,772.0 5,840.0 932.0 14.5% 105.5 1.6% 64% False False 126,649
80 6,796.0 5,840.0 956.0 14.8% 97.0 1.5% 63% False False 115,377
100 6,796.0 5,840.0 956.0 14.8% 86.5 1.3% 63% False False 92,486
120 6,796.0 5,840.0 956.0 14.8% 77.0 1.2% 63% False False 77,105
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 18.1
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,707.0
2.618 6,610.5
1.618 6,551.5
1.000 6,515.0
0.618 6,492.5
HIGH 6,456.0
0.618 6,433.5
0.500 6,426.5
0.382 6,419.5
LOW 6,397.0
0.618 6,360.5
1.000 6,338.0
1.618 6,301.5
2.618 6,242.5
4.250 6,146.0
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 6,434.5 6,405.0
PP 6,430.5 6,371.5
S1 6,426.5 6,338.0

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

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