FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 5,396.0 5,352.0 -44.0 -0.8% 5,517.5
High 5,404.0 5,401.0 -3.0 -0.1% 5,571.5
Low 5,307.0 5,336.5 29.5 0.6% 5,431.0
Close 5,332.5 5,390.5 58.0 1.1% 5,449.0
Range 97.0 64.5 -32.5 -33.5% 140.5
ATR 120.3 116.6 -3.7 -3.1% 0.0
Volume 85,149 101,978 16,829 19.8% 479,557
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,569.5 5,544.5 5,426.0
R3 5,505.0 5,480.0 5,408.0
R2 5,440.5 5,440.5 5,402.5
R1 5,415.5 5,415.5 5,396.5 5,428.0
PP 5,376.0 5,376.0 5,376.0 5,382.0
S1 5,351.0 5,351.0 5,384.5 5,363.5
S2 5,311.5 5,311.5 5,378.5
S3 5,247.0 5,286.5 5,373.0
S4 5,182.5 5,222.0 5,355.0
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,905.5 5,817.5 5,526.5
R3 5,765.0 5,677.0 5,487.5
R2 5,624.5 5,624.5 5,475.0
R1 5,536.5 5,536.5 5,462.0 5,510.0
PP 5,484.0 5,484.0 5,484.0 5,470.5
S1 5,396.0 5,396.0 5,436.0 5,370.0
S2 5,343.5 5,343.5 5,423.0
S3 5,203.0 5,255.5 5,410.5
S4 5,062.5 5,115.0 5,371.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,550.0 5,307.0 243.0 4.5% 99.0 1.8% 34% False False 101,771
10 5,571.5 5,307.0 264.5 4.9% 98.0 1.8% 32% False False 96,387
20 5,571.5 5,256.0 315.5 5.9% 106.0 2.0% 43% False False 97,194
40 5,713.0 5,073.0 640.0 11.9% 122.0 2.3% 50% False False 109,078
60 6,162.0 5,073.0 1,089.0 20.2% 113.5 2.1% 29% False False 87,805
80 6,424.5 5,073.0 1,351.5 25.1% 104.0 1.9% 23% False False 66,057
100 6,424.5 5,073.0 1,351.5 25.1% 95.5 1.8% 23% False False 52,859
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.2
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 5,675.0
2.618 5,570.0
1.618 5,505.5
1.000 5,465.5
0.618 5,441.0
HIGH 5,401.0
0.618 5,376.5
0.500 5,369.0
0.382 5,361.0
LOW 5,336.5
0.618 5,296.5
1.000 5,272.0
1.618 5,232.0
2.618 5,167.5
4.250 5,062.5
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 5,383.0 5,405.0
PP 5,376.0 5,400.5
S1 5,369.0 5,395.5

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

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