FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 4,644.5 4,644.5 0.0 0.0% 4,575.0
High 4,708.5 4,724.0 15.5 0.3% 4,724.0
Low 4,637.5 4,608.5 -29.0 -0.6% 4,563.0
Close 4,664.0 4,702.5 38.5 0.8% 4,702.5
Range 71.0 115.5 44.5 62.7% 161.0
ATR 82.9 85.3 2.3 2.8% 0.0
Volume 99,887 103,835 3,948 4.0% 539,113
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,025.0 4,979.0 4,766.0
R3 4,909.5 4,863.5 4,734.5
R2 4,794.0 4,794.0 4,723.5
R1 4,748.0 4,748.0 4,713.0 4,771.0
PP 4,678.5 4,678.5 4,678.5 4,690.0
S1 4,632.5 4,632.5 4,692.0 4,655.5
S2 4,563.0 4,563.0 4,681.5
S3 4,447.5 4,517.0 4,670.5
S4 4,332.0 4,401.5 4,639.0
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,146.0 5,085.5 4,791.0
R3 4,985.0 4,924.5 4,747.0
R2 4,824.0 4,824.0 4,732.0
R1 4,763.5 4,763.5 4,717.5 4,794.0
PP 4,663.0 4,663.0 4,663.0 4,678.5
S1 4,602.5 4,602.5 4,687.5 4,633.0
S2 4,502.0 4,502.0 4,673.0
S3 4,341.0 4,441.5 4,658.0
S4 4,180.0 4,280.5 4,614.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,724.0 4,563.0 161.0 3.4% 88.5 1.9% 87% True False 107,822
10 4,724.0 4,484.0 240.0 5.1% 83.0 1.8% 91% True False 101,793
20 4,724.0 4,060.5 663.5 14.1% 83.5 1.8% 97% True False 98,020
40 4,724.0 4,060.5 663.5 14.1% 82.5 1.8% 97% True False 102,517
60 4,724.0 4,060.5 663.5 14.1% 81.0 1.7% 97% True False 69,057
80 4,724.0 3,818.0 906.0 19.3% 83.0 1.8% 98% True False 51,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,215.0
2.618 5,026.5
1.618 4,911.0
1.000 4,839.5
0.618 4,795.5
HIGH 4,724.0
0.618 4,680.0
0.500 4,666.0
0.382 4,652.5
LOW 4,608.5
0.618 4,537.0
1.000 4,493.0
1.618 4,421.5
2.618 4,306.0
4.250 4,117.5
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 4,690.5 4,690.5
PP 4,678.5 4,678.0
S1 4,666.0 4,666.0

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

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