FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 4,100.0 4,085.0 -15.0 -0.4% 4,171.0
High 4,128.5 4,198.5 70.0 1.7% 4,210.0
Low 4,087.5 4,060.5 -27.0 -0.7% 4,084.0
Close 4,101.0 4,157.0 56.0 1.4% 4,101.0
Range 41.0 138.0 97.0 236.6% 126.0
ATR 82.4 86.4 4.0 4.8% 0.0
Volume 76,778 89,753 12,975 16.9% 419,956
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,552.5 4,493.0 4,233.0
R3 4,414.5 4,355.0 4,195.0
R2 4,276.5 4,276.5 4,182.5
R1 4,217.0 4,217.0 4,169.5 4,247.0
PP 4,138.5 4,138.5 4,138.5 4,153.5
S1 4,079.0 4,079.0 4,144.5 4,109.0
S2 4,000.5 4,000.5 4,131.5
S3 3,862.5 3,941.0 4,119.0
S4 3,724.5 3,803.0 4,081.0
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,509.5 4,431.5 4,170.5
R3 4,383.5 4,305.5 4,135.5
R2 4,257.5 4,257.5 4,124.0
R1 4,179.5 4,179.5 4,112.5 4,155.5
PP 4,131.5 4,131.5 4,131.5 4,120.0
S1 4,053.5 4,053.5 4,089.5 4,029.5
S2 4,005.5 4,005.5 4,078.0
S3 3,879.5 3,927.5 4,066.5
S4 3,753.5 3,801.5 4,031.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,210.0 4,060.5 149.5 3.6% 79.0 1.9% 65% False True 90,875
10 4,326.0 4,060.5 265.5 6.4% 82.5 2.0% 36% False True 91,720
20 4,386.5 4,060.5 326.0 7.8% 86.0 2.1% 30% False True 110,480
40 4,471.5 4,060.5 411.0 9.9% 82.5 2.0% 23% False True 56,818
60 4,471.5 3,818.0 653.5 15.7% 84.0 2.0% 52% False False 37,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,785.0
2.618 4,560.0
1.618 4,422.0
1.000 4,336.5
0.618 4,284.0
HIGH 4,198.5
0.618 4,146.0
0.500 4,129.5
0.382 4,113.0
LOW 4,060.5
0.618 3,975.0
1.000 3,922.5
1.618 3,837.0
2.618 3,699.0
4.250 3,474.0
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 4,148.0 4,148.0
PP 4,138.5 4,138.5
S1 4,129.5 4,129.5

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

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