FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 5,517.5 5,335.0 -182.5 -3.3% 5,605.0
High 5,550.5 5,366.5 -184.0 -3.3% 5,656.0
Low 5,317.5 5,232.0 -85.5 -1.6% 5,232.0
Close 5,368.0 5,244.0 -124.0 -2.3% 5,244.0
Range 233.0 134.5 -98.5 -42.3% 424.0
ATR 125.1 125.9 0.8 0.6% 0.0
Volume 133,777 136,612 2,835 2.1% 515,131
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,684.5 5,598.5 5,318.0
R3 5,550.0 5,464.0 5,281.0
R2 5,415.5 5,415.5 5,268.5
R1 5,329.5 5,329.5 5,256.5 5,305.0
PP 5,281.0 5,281.0 5,281.0 5,268.5
S1 5,195.0 5,195.0 5,231.5 5,171.0
S2 5,146.5 5,146.5 5,219.5
S3 5,012.0 5,060.5 5,207.0
S4 4,877.5 4,926.0 5,170.0
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,649.5 6,370.5 5,477.0
R3 6,225.5 5,946.5 5,360.5
R2 5,801.5 5,801.5 5,321.5
R1 5,522.5 5,522.5 5,283.0 5,450.0
PP 5,377.5 5,377.5 5,377.5 5,341.0
S1 5,098.5 5,098.5 5,205.0 5,026.0
S2 4,953.5 4,953.5 5,166.5
S3 4,529.5 4,674.5 5,127.5
S4 4,105.5 4,250.5 5,011.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,656.0 5,232.0 424.0 8.1% 126.5 2.4% 3% False True 103,026
10 5,658.5 5,232.0 426.5 8.1% 124.5 2.4% 3% False True 91,982
20 5,658.5 5,232.0 426.5 8.1% 112.0 2.1% 3% False True 93,331
40 5,658.5 5,073.0 585.5 11.2% 117.0 2.2% 29% False False 102,868
60 5,963.5 5,073.0 890.5 17.0% 120.0 2.3% 19% False False 105,765
80 6,424.5 5,073.0 1,351.5 25.8% 113.0 2.2% 13% False False 79,573
100 6,424.5 5,073.0 1,351.5 25.8% 104.0 2.0% 13% False False 63,783
120 6,424.5 5,073.0 1,351.5 25.8% 96.0 1.8% 13% False False 53,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 32.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,938.0
2.618 5,718.5
1.618 5,584.0
1.000 5,501.0
0.618 5,449.5
HIGH 5,366.5
0.618 5,315.0
0.500 5,299.0
0.382 5,283.5
LOW 5,232.0
0.618 5,149.0
1.000 5,097.5
1.618 5,014.5
2.618 4,880.0
4.250 4,660.5
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 5,299.0 5,411.5
PP 5,281.0 5,355.5
S1 5,262.5 5,300.0

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

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