FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 5,555.5 5,602.0 46.5 0.8% 5,651.0
High 5,660.0 5,624.0 -36.0 -0.6% 5,720.0
Low 5,538.5 5,440.5 -98.0 -1.8% 5,489.5
Close 5,648.0 5,501.0 -147.0 -2.6% 5,547.5
Range 121.5 183.5 62.0 51.0% 230.5
ATR 104.8 112.1 7.3 7.0% 0.0
Volume 130,901 126,985 -3,916 -3.0% 545,407
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,072.5 5,970.0 5,602.0
R3 5,889.0 5,786.5 5,551.5
R2 5,705.5 5,705.5 5,534.5
R1 5,603.0 5,603.0 5,518.0 5,562.5
PP 5,522.0 5,522.0 5,522.0 5,501.5
S1 5,419.5 5,419.5 5,484.0 5,379.0
S2 5,338.5 5,338.5 5,467.5
S3 5,155.0 5,236.0 5,450.5
S4 4,971.5 5,052.5 5,400.0
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,277.0 6,143.0 5,674.5
R3 6,046.5 5,912.5 5,611.0
R2 5,816.0 5,816.0 5,590.0
R1 5,682.0 5,682.0 5,568.5 5,634.0
PP 5,585.5 5,585.5 5,585.5 5,561.5
S1 5,451.5 5,451.5 5,526.5 5,403.0
S2 5,355.0 5,355.0 5,505.0
S3 5,124.5 5,221.0 5,484.0
S4 4,894.0 4,990.5 5,420.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,713.0 5,440.5 272.5 5.0% 123.5 2.2% 22% False True 116,211
10 5,869.5 5,440.5 429.0 7.8% 115.5 2.1% 14% False True 130,341
20 6,115.5 5,440.5 675.0 12.3% 110.0 2.0% 9% False True 74,235
40 6,424.5 5,440.5 984.0 17.9% 95.0 1.7% 6% False True 37,533
60 6,424.5 5,440.5 984.0 17.9% 84.0 1.5% 6% False True 25,062
80 6,424.5 5,440.5 984.0 17.9% 74.0 1.3% 6% False True 18,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.2
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 6,404.0
2.618 6,104.5
1.618 5,921.0
1.000 5,807.5
0.618 5,737.5
HIGH 5,624.0
0.618 5,554.0
0.500 5,532.0
0.382 5,510.5
LOW 5,440.5
0.618 5,327.0
1.000 5,257.0
1.618 5,143.5
2.618 4,960.0
4.250 4,660.5
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 5,532.0 5,550.0
PP 5,522.0 5,534.0
S1 5,511.5 5,517.5

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

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