FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 4,315.5 4,362.0 46.5 1.1% 4,085.0
High 4,390.0 4,379.5 -10.5 -0.2% 4,390.0
Low 4,295.5 4,334.0 38.5 0.9% 4,060.5
Close 4,336.0 4,362.0 26.0 0.6% 4,362.0
Range 94.5 45.5 -49.0 -51.9% 329.5
ATR 89.9 86.7 -3.2 -3.5% 0.0
Volume 91,728 105,903 14,175 15.5% 478,258
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,495.0 4,474.0 4,387.0
R3 4,449.5 4,428.5 4,374.5
R2 4,404.0 4,404.0 4,370.5
R1 4,383.0 4,383.0 4,366.0 4,385.0
PP 4,358.5 4,358.5 4,358.5 4,359.5
S1 4,337.5 4,337.5 4,358.0 4,339.0
S2 4,313.0 4,313.0 4,353.5
S3 4,267.5 4,292.0 4,349.5
S4 4,222.0 4,246.5 4,337.0
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,259.5 5,140.0 4,543.0
R3 4,930.0 4,810.5 4,452.5
R2 4,600.5 4,600.5 4,422.5
R1 4,481.0 4,481.0 4,392.0 4,541.0
PP 4,271.0 4,271.0 4,271.0 4,300.5
S1 4,151.5 4,151.5 4,332.0 4,211.0
S2 3,941.5 3,941.5 4,301.5
S3 3,612.0 3,822.0 4,271.5
S4 3,282.5 3,492.5 4,181.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,390.0 4,060.5 329.5 7.6% 92.5 2.1% 92% False False 95,651
10 4,390.0 4,060.5 329.5 7.6% 78.0 1.8% 92% False False 89,821
20 4,390.0 4,060.5 329.5 7.6% 85.0 2.0% 92% False False 97,442
40 4,471.5 4,060.5 411.0 9.4% 81.0 1.9% 73% False False 66,524
60 4,471.5 3,879.5 592.0 13.6% 81.5 1.9% 82% False False 44,410
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 18.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,573.0
2.618 4,498.5
1.618 4,453.0
1.000 4,425.0
0.618 4,407.5
HIGH 4,379.5
0.618 4,362.0
0.500 4,357.0
0.382 4,351.5
LOW 4,334.0
0.618 4,306.0
1.000 4,288.5
1.618 4,260.5
2.618 4,215.0
4.250 4,140.5
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 4,360.0 4,343.0
PP 4,358.5 4,324.0
S1 4,357.0 4,305.0

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

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