FTSE 100 Index Future September 2009

Trading Metrics calculated at close of trading on 25-Jun-2009

Day Change Summary
	Previous	Current
	24-Jun-2009	25-Jun-2009	Change	Change %	Previous Week
Open	4,218.5	4,237.0	18.5	0.4%	4,386.5
High	4,259.5	4,265.0	5.5	0.1%	4,386.5
Low	4,183.5	4,178.5	-5.0	-0.1%	4,204.0
Close	4,249.0	4,220.5	-28.5	-0.7%	4,316.5
Range	76.0	86.5	10.5	13.8%	182.5
ATR	88.3	88.1	-0.1	-0.1%	0.0
Volume	87,502	87,028	-474	-0.5%	782,615

Daily Pivots for day following 25-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,481.0	4,437.0	4,268.0
R3	4,394.5	4,350.5	4,244.5
R2	4,308.0	4,308.0	4,236.5
R1	4,264.0	4,264.0	4,228.5	4,243.0
PP	4,221.5	4,221.5	4,221.5	4,210.5
S1	4,177.5	4,177.5	4,212.5	4,156.0
S2	4,135.0	4,135.0	4,204.5
S3	4,048.5	4,091.0	4,196.5
S4	3,962.0	4,004.5	4,173.0

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,850.0	4,765.5	4,417.0
R3	4,667.5	4,583.0	4,366.5
R2	4,485.0	4,485.0	4,350.0
R1	4,400.5	4,400.5	4,333.0	4,351.5
PP	4,302.5	4,302.5	4,302.5	4,278.0
S1	4,218.0	4,218.0	4,300.0	4,169.0
S2	4,120.0	4,120.0	4,283.0
S3	3,937.5	4,035.5	4,266.5
S4	3,755.0	3,853.0	4,216.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,350.0	4,178.5	171.5	4.1%	91.5	2.2%	24%	False	True	109,799
10	4,433.5	4,178.5	255.0	6.0%	84.5	2.0%	16%	False	True	121,867
20	4,471.5	4,178.5	293.0	6.9%	79.5	1.9%	14%	False	True	63,014
40	4,471.5	4,019.5	452.0	10.7%	81.5	1.9%	44%	False	False	31,607
60	4,471.5	3,680.5	791.0	18.7%	83.0	2.0%	68%	False	False	21,103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,632.5
2.618	4,491.5
1.618	4,405.0
1.000	4,351.5
0.618	4,318.5
HIGH	4,265.0
0.618	4,232.0
0.500	4,222.0
0.382	4,211.5
LOW	4,178.5
0.618	4,125.0
1.000	4,092.0
1.618	4,038.5
2.618	3,952.0
4.250	3,811.0

Fisher Pivots for day following 25-Jun-2009
Pivot	1 day	3 day
R1	4,222.0	4,222.0
PP	4,221.5	4,221.5
S1	4,221.0	4,221.0

Download as Excel Spreadsheet

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

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