FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 5,887.5 6,101.0 213.5 3.6% 6,123.0
High 6,162.0 6,186.0 24.0 0.4% 6,281.0
Low 5,840.0 6,073.0 233.0 4.0% 5,840.0
Close 6,102.0 6,093.5 -8.5 -0.1% 6,102.0
Range 322.0 113.0 -209.0 -64.9% 441.0
ATR 150.9 148.1 -2.7 -1.8% 0.0
Volume 234,043 296,349 62,306 26.6% 869,463
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,456.5 6,388.0 6,155.5
R3 6,343.5 6,275.0 6,124.5
R2 6,230.5 6,230.5 6,114.0
R1 6,162.0 6,162.0 6,104.0 6,140.0
PP 6,117.5 6,117.5 6,117.5 6,106.5
S1 6,049.0 6,049.0 6,083.0 6,027.0
S2 6,004.5 6,004.5 6,073.0
S3 5,891.5 5,936.0 6,062.5
S4 5,778.5 5,823.0 6,031.5
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,397.5 7,190.5 6,344.5
R3 6,956.5 6,749.5 6,223.5
R2 6,515.5 6,515.5 6,183.0
R1 6,308.5 6,308.5 6,142.5 6,191.5
PP 6,074.5 6,074.5 6,074.5 6,016.0
S1 5,867.5 5,867.5 6,061.5 5,750.5
S2 5,633.5 5,633.5 6,021.0
S3 5,192.5 5,426.5 5,980.5
S4 4,751.5 4,985.5 5,859.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,281.0 5,840.0 441.0 7.2% 169.0 2.8% 57% False False 186,259
10 6,425.0 5,840.0 585.0 9.6% 151.5 2.5% 43% False False 171,274
20 6,628.5 5,840.0 788.5 12.9% 135.0 2.2% 32% False False 158,838
40 6,772.0 5,840.0 932.0 15.3% 100.5 1.6% 27% False False 122,933
60 6,796.0 5,840.0 956.0 15.7% 91.0 1.5% 27% False False 104,341
80 6,796.0 5,840.0 956.0 15.7% 77.5 1.3% 27% False False 78,378
100 6,796.0 5,840.0 956.0 15.7% 69.0 1.1% 27% False False 62,753
120 6,796.0 5,840.0 956.0 15.7% 63.0 1.0% 27% False False 52,335
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 24.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,666.0
2.618 6,482.0
1.618 6,369.0
1.000 6,299.0
0.618 6,256.0
HIGH 6,186.0
0.618 6,143.0
0.500 6,129.5
0.382 6,116.0
LOW 6,073.0
0.618 6,003.0
1.000 5,960.0
1.618 5,890.0
2.618 5,777.0
4.250 5,593.0
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 6,129.5 6,066.5
PP 6,117.5 6,040.0
S1 6,105.5 6,013.0

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

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