FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 5,517.5 5,522.0 4.5 0.1% 5,348.5
High 5,555.5 5,571.5 16.0 0.3% 5,543.5
Low 5,478.0 5,491.0 13.0 0.2% 5,289.0
Close 5,537.5 5,543.0 5.5 0.1% 5,479.5
Range 77.5 80.5 3.0 3.9% 254.5
ATR 123.3 120.2 -3.1 -2.5% 0.0
Volume 92,030 71,978 -20,052 -21.8% 486,472
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,776.5 5,740.5 5,587.5
R3 5,696.0 5,660.0 5,565.0
R2 5,615.5 5,615.5 5,558.0
R1 5,579.5 5,579.5 5,550.5 5,597.5
PP 5,535.0 5,535.0 5,535.0 5,544.0
S1 5,499.0 5,499.0 5,535.5 5,517.0
S2 5,454.5 5,454.5 5,528.0
S3 5,374.0 5,418.5 5,521.0
S4 5,293.5 5,338.0 5,498.5
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,201.0 6,094.5 5,619.5
R3 5,946.5 5,840.0 5,549.5
R2 5,692.0 5,692.0 5,526.0
R1 5,585.5 5,585.5 5,503.0 5,639.0
PP 5,437.5 5,437.5 5,437.5 5,464.0
S1 5,331.0 5,331.0 5,456.0 5,384.0
S2 5,183.0 5,183.0 5,433.0
S3 4,928.5 5,076.5 5,409.5
S4 4,674.0 4,822.0 5,339.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,571.5 5,411.0 160.5 2.9% 95.0 1.7% 82% True False 93,043
10 5,571.5 5,289.0 282.5 5.1% 107.5 1.9% 90% True False 96,705
20 5,571.5 5,073.0 498.5 9.0% 117.0 2.1% 94% True False 108,520
40 5,963.5 5,073.0 890.5 16.1% 124.0 2.2% 53% False False 114,435
60 6,424.5 5,073.0 1,351.5 24.4% 113.0 2.0% 35% False False 77,705
80 6,424.5 5,073.0 1,351.5 24.4% 102.0 1.8% 35% False False 58,445
100 6,424.5 5,073.0 1,351.5 24.4% 93.0 1.7% 35% False False 46,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 33.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,913.5
2.618 5,782.0
1.618 5,701.5
1.000 5,652.0
0.618 5,621.0
HIGH 5,571.5
0.618 5,540.5
0.500 5,531.0
0.382 5,522.0
LOW 5,491.0
0.618 5,441.5
1.000 5,410.5
1.618 5,361.0
2.618 5,280.5
4.250 5,149.0
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 5,539.0 5,526.0
PP 5,535.0 5,508.5
S1 5,531.0 5,491.0

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

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