FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 5,456.0 5,442.5 -13.5 -0.2% 5,488.5
High 5,494.5 5,472.5 -22.0 -0.4% 5,552.5
Low 5,393.0 5,256.0 -137.0 -2.5% 5,256.0
Close 5,409.5 5,273.5 -136.0 -2.5% 5,273.5
Range 101.5 216.5 115.0 113.3% 296.5
ATR 125.6 132.0 6.5 5.2% 0.0
Volume 94,424 100,264 5,840 6.2% 480,234
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,983.5 5,845.0 5,392.5
R3 5,767.0 5,628.5 5,333.0
R2 5,550.5 5,550.5 5,313.0
R1 5,412.0 5,412.0 5,293.5 5,373.0
PP 5,334.0 5,334.0 5,334.0 5,314.5
S1 5,195.5 5,195.5 5,253.5 5,156.5
S2 5,117.5 5,117.5 5,234.0
S3 4,901.0 4,979.0 5,214.0
S4 4,684.5 4,762.5 5,154.5
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,250.0 6,058.5 5,436.5
R3 5,953.5 5,762.0 5,355.0
R2 5,657.0 5,657.0 5,328.0
R1 5,465.5 5,465.5 5,300.5 5,413.0
PP 5,360.5 5,360.5 5,360.5 5,334.5
S1 5,169.0 5,169.0 5,246.5 5,116.5
S2 5,064.0 5,064.0 5,219.0
S3 4,767.5 4,872.5 5,192.0
S4 4,471.0 4,576.0 5,110.5
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 5,256.0 296.5 5.6% 146.5 2.8% 6% False True 96,046
10 5,660.0 5,256.0 404.0 7.7% 146.5 2.8% 4% False True 113,701
20 5,963.5 5,256.0 707.5 13.4% 126.0 2.4% 2% False True 111,559
40 6,424.5 5,256.0 1,168.5 22.2% 108.5 2.1% 1% False True 56,279
60 6,424.5 5,256.0 1,168.5 22.2% 95.0 1.8% 1% False True 37,726
80 6,424.5 5,256.0 1,168.5 22.2% 85.5 1.6% 1% False True 28,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.0
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 6,392.5
2.618 6,039.5
1.618 5,823.0
1.000 5,689.0
0.618 5,606.5
HIGH 5,472.5
0.618 5,390.0
0.500 5,364.0
0.382 5,338.5
LOW 5,256.0
0.618 5,122.0
1.000 5,039.5
1.618 4,905.5
2.618 4,689.0
4.250 4,336.0
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 5,364.0 5,404.0
PP 5,334.0 5,360.5
S1 5,304.0 5,317.0

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

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