FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 6,302.0 6,350.5 48.5 0.8% 6,253.5
High 6,389.5 6,424.5 35.0 0.5% 6,389.5
Low 6,302.0 6,344.0 42.0 0.7% 6,168.5
Close 6,328.0 6,412.0 84.0 1.3% 6,328.0
Range 87.5 80.5 -7.0 -8.0% 221.0
ATR 81.3 82.4 1.1 1.3% 0.0
Volume 493 254 -239 -48.5% 4,454
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 6,635.0 6,604.0 6,456.5
R3 6,554.5 6,523.5 6,434.0
R2 6,474.0 6,474.0 6,427.0
R1 6,443.0 6,443.0 6,419.5 6,458.5
PP 6,393.5 6,393.5 6,393.5 6,401.0
S1 6,362.5 6,362.5 6,404.5 6,378.0
S2 6,313.0 6,313.0 6,397.0
S3 6,232.5 6,282.0 6,390.0
S4 6,152.0 6,201.5 6,367.5
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 6,958.5 6,864.0 6,449.5
R3 6,737.5 6,643.0 6,389.0
R2 6,516.5 6,516.5 6,368.5
R1 6,422.0 6,422.0 6,348.5 6,469.0
PP 6,295.5 6,295.5 6,295.5 6,319.0
S1 6,201.0 6,201.0 6,307.5 6,248.0
S2 6,074.5 6,074.5 6,287.5
S3 5,853.5 5,980.0 6,267.0
S4 5,632.5 5,759.0 6,206.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,424.5 6,168.5 256.0 4.0% 93.5 1.5% 95% True False 867
10 6,424.5 6,168.5 256.0 4.0% 77.5 1.2% 95% True False 1,169
20 6,424.5 6,021.5 403.0 6.3% 69.0 1.1% 97% True False 676
40 6,424.5 5,490.0 934.5 14.6% 62.5 1.0% 99% True False 432
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 11.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,766.5
2.618 6,635.0
1.618 6,554.5
1.000 6,505.0
0.618 6,474.0
HIGH 6,424.5
0.618 6,393.5
0.500 6,384.0
0.382 6,375.0
LOW 6,344.0
0.618 6,294.5
1.000 6,263.5
1.618 6,214.0
2.618 6,133.5
4.250 6,002.0
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 6,403.0 6,380.5
PP 6,393.5 6,349.0
S1 6,384.0 6,317.5

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

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