FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 5,509.5 5,456.0 -53.5 -1.0% 5,555.5
High 5,552.5 5,494.5 -58.0 -1.0% 5,660.0
Low 5,440.0 5,393.0 -47.0 -0.9% 5,376.0
Close 5,548.5 5,409.5 -139.0 -2.5% 5,500.5
Range 112.5 101.5 -11.0 -9.8% 284.0
ATR 123.2 125.6 2.3 1.9% 0.0
Volume 147,076 94,424 -52,652 -35.8% 537,947
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,737.0 5,674.5 5,465.5
R3 5,635.5 5,573.0 5,437.5
R2 5,534.0 5,534.0 5,428.0
R1 5,471.5 5,471.5 5,419.0 5,452.0
PP 5,432.5 5,432.5 5,432.5 5,422.5
S1 5,370.0 5,370.0 5,400.0 5,350.5
S2 5,331.0 5,331.0 5,391.0
S3 5,229.5 5,268.5 5,381.5
S4 5,128.0 5,167.0 5,353.5
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,364.0 6,216.5 5,656.5
R3 6,080.0 5,932.5 5,578.5
R2 5,796.0 5,796.0 5,552.5
R1 5,648.5 5,648.5 5,526.5 5,580.0
PP 5,512.0 5,512.0 5,512.0 5,478.0
S1 5,364.5 5,364.5 5,474.5 5,296.0
S2 5,228.0 5,228.0 5,448.5
S3 4,944.0 5,080.5 5,422.5
S4 4,660.0 4,796.5 5,344.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,552.5 5,370.0 182.5 3.4% 130.0 2.4% 22% False False 100,695
10 5,669.0 5,370.0 299.0 5.5% 141.5 2.6% 13% False False 112,429
20 5,963.5 5,370.0 593.5 11.0% 119.0 2.2% 7% False False 106,930
40 6,424.5 5,370.0 1,054.5 19.5% 105.5 1.9% 4% False False 53,823
60 6,424.5 5,370.0 1,054.5 19.5% 92.5 1.7% 4% False False 36,056
80 6,424.5 5,370.0 1,054.5 19.5% 83.0 1.5% 4% False False 27,088
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 34.9
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,926.0
2.618 5,760.0
1.618 5,658.5
1.000 5,596.0
0.618 5,557.0
HIGH 5,494.5
0.618 5,455.5
0.500 5,444.0
0.382 5,432.0
LOW 5,393.0
0.618 5,330.5
1.000 5,291.5
1.618 5,229.0
2.618 5,127.5
4.250 4,961.5
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 5,444.0 5,461.0
PP 5,432.5 5,444.0
S1 5,421.0 5,427.0

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

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