FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 5,385.5 5,290.0 -95.5 -1.8% 5,421.0
High 5,432.5 5,290.0 -142.5 -2.6% 5,542.5
Low 5,322.5 5,108.5 -214.0 -4.0% 5,262.5
Close 5,420.0 5,208.5 -211.5 -3.9% 5,420.0
Range 110.0 181.5 71.5 65.0% 280.0
ATR 137.6 150.0 12.4 9.0% 0.0
Volume 151,831 142,745 -9,086 -6.0% 792,527
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,747.0 5,659.0 5,308.5
R3 5,565.5 5,477.5 5,258.5
R2 5,384.0 5,384.0 5,242.0
R1 5,296.0 5,296.0 5,225.0 5,249.0
PP 5,202.5 5,202.5 5,202.5 5,179.0
S1 5,114.5 5,114.5 5,192.0 5,068.0
S2 5,021.0 5,021.0 5,175.0
S3 4,839.5 4,933.0 5,158.5
S4 4,658.0 4,751.5 5,108.5
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,248.5 6,114.0 5,574.0
R3 5,968.5 5,834.0 5,497.0
R2 5,688.5 5,688.5 5,471.5
R1 5,554.0 5,554.0 5,445.5 5,481.0
PP 5,408.5 5,408.5 5,408.5 5,372.0
S1 5,274.0 5,274.0 5,394.5 5,201.0
S2 5,128.5 5,128.5 5,368.5
S3 4,848.5 4,994.0 5,343.0
S4 4,568.5 4,714.0 5,266.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,535.0 5,108.5 426.5 8.2% 146.5 2.8% 23% False True 154,292
10 5,656.0 5,108.5 547.5 10.5% 143.5 2.8% 18% False True 135,210
20 5,658.5 5,108.5 550.0 10.6% 125.5 2.4% 18% False True 110,767
40 5,658.5 5,108.5 550.0 10.6% 117.5 2.3% 18% False True 104,298
60 5,720.0 5,073.0 647.0 12.4% 124.0 2.4% 21% False False 110,226
80 6,219.0 5,073.0 1,146.0 22.0% 117.0 2.2% 12% False False 91,211
100 6,424.5 5,073.0 1,351.5 25.9% 108.0 2.1% 10% False False 73,129
120 6,424.5 5,073.0 1,351.5 25.9% 100.0 1.9% 10% False False 60,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 33.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,061.5
2.618 5,765.0
1.618 5,583.5
1.000 5,471.5
0.618 5,402.0
HIGH 5,290.0
0.618 5,220.5
0.500 5,199.0
0.382 5,178.0
LOW 5,108.5
0.618 4,996.5
1.000 4,927.0
1.618 4,815.0
2.618 4,633.5
4.250 4,337.0
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 5,205.5 5,270.5
PP 5,202.5 5,250.0
S1 5,199.0 5,229.0

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

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