FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 4,585.0 4,566.0 -19.0 -0.4% 4,385.0
High 4,590.0 4,585.0 -5.0 -0.1% 4,576.5
Low 4,519.5 4,484.0 -35.5 -0.8% 4,360.0
Close 4,543.5 4,494.0 -49.5 -1.1% 4,543.5
Range 70.5 101.0 30.5 43.3% 216.5
ATR 82.3 83.7 1.3 1.6% 0.0
Volume 96,698 92,276 -4,422 -4.6% 464,226
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,824.0 4,760.0 4,549.5
R3 4,723.0 4,659.0 4,522.0
R2 4,622.0 4,622.0 4,512.5
R1 4,558.0 4,558.0 4,503.5 4,539.5
PP 4,521.0 4,521.0 4,521.0 4,512.0
S1 4,457.0 4,457.0 4,484.5 4,438.5
S2 4,420.0 4,420.0 4,475.5
S3 4,319.0 4,356.0 4,466.0
S4 4,218.0 4,255.0 4,438.5
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,143.0 5,059.5 4,662.5
R3 4,926.5 4,843.0 4,603.0
R2 4,710.0 4,710.0 4,583.0
R1 4,626.5 4,626.5 4,563.5 4,668.0
PP 4,493.5 4,493.5 4,493.5 4,514.0
S1 4,410.0 4,410.0 4,523.5 4,452.0
S2 4,277.0 4,277.0 4,504.0
S3 4,060.5 4,193.5 4,484.0
S4 3,844.0 3,977.0 4,424.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,590.0 4,415.5 174.5 3.9% 81.5 1.8% 45% False False 96,477
10 4,590.0 4,220.5 369.5 8.2% 80.5 1.8% 74% False False 94,426
20 4,590.0 4,060.5 529.5 11.8% 81.0 1.8% 82% False False 93,702
40 4,590.0 4,060.5 529.5 11.8% 82.0 1.8% 82% False False 82,821
60 4,590.0 4,060.5 529.5 11.8% 80.5 1.8% 82% False False 55,281
80 4,590.0 3,813.0 777.0 17.3% 83.0 1.8% 88% False False 41,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 16.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,014.0
2.618 4,849.5
1.618 4,748.5
1.000 4,686.0
0.618 4,647.5
HIGH 4,585.0
0.618 4,546.5
0.500 4,534.5
0.382 4,522.5
LOW 4,484.0
0.618 4,421.5
1.000 4,383.0
1.618 4,320.5
2.618 4,219.5
4.250 4,055.0
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 4,534.5 4,537.0
PP 4,521.0 4,522.5
S1 4,507.5 4,508.5

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

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