FTSE 100 Index Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 4,523.5 4,525.5 2.0 0.0% 4,350.0
High 4,523.5 4,529.0 5.5 0.1% 4,523.5
Low 4,499.0 4,504.0 5.0 0.1% 4,346.0
Close 4,514.0 4,514.0 0.0 0.0% 4,514.0
Range 24.5 25.0 0.5 2.0% 177.5
ATR 63.2 60.4 -2.7 -4.3% 0.0
Volume 127 23 -104 -81.9% 970
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,590.5 4,577.5 4,528.0
R3 4,565.5 4,552.5 4,521.0
R2 4,540.5 4,540.5 4,518.5
R1 4,527.5 4,527.5 4,516.5 4,521.5
PP 4,515.5 4,515.5 4,515.5 4,513.0
S1 4,502.5 4,502.5 4,511.5 4,496.5
S2 4,490.5 4,490.5 4,509.5
S3 4,465.5 4,477.5 4,507.0
S4 4,440.5 4,452.5 4,500.0
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,993.5 4,931.5 4,611.5
R3 4,816.0 4,754.0 4,563.0
R2 4,638.5 4,638.5 4,546.5
R1 4,576.5 4,576.5 4,530.5 4,607.5
PP 4,461.0 4,461.0 4,461.0 4,477.0
S1 4,399.0 4,399.0 4,497.5 4,430.0
S2 4,283.5 4,283.5 4,481.5
S3 4,106.0 4,221.5 4,465.0
S4 3,928.5 4,044.0 4,416.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,529.0 4,400.5 128.5 2.8% 37.0 0.8% 88% True False 130
10 4,529.0 4,140.0 389.0 8.6% 50.5 1.1% 96% True False 152
20 4,529.0 4,041.0 488.0 10.8% 55.5 1.2% 97% True False 183
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,635.0
2.618 4,594.5
1.618 4,569.5
1.000 4,554.0
0.618 4,544.5
HIGH 4,529.0
0.618 4,519.5
0.500 4,516.5
0.382 4,513.5
LOW 4,504.0
0.618 4,488.5
1.000 4,479.0
1.618 4,463.5
2.618 4,438.5
4.250 4,398.0
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 4,516.5 4,501.5
PP 4,515.5 4,489.0
S1 4,515.0 4,476.0

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

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