FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 03-Jul-2008

Day Change Summary
	Previous	Current
	02-Jul-2008	03-Jul-2008	Change	Change %	Previous Week
Open	5,503.0	5,394.0	-109.0	-2.0%	5,651.0
High	5,587.0	5,510.5	-76.5	-1.4%	5,720.0
Low	5,384.0	5,376.0	-8.0	-0.1%	5,489.5
Close	5,451.5	5,500.5	49.0	0.9%	5,547.5
Range	203.0	134.5	-68.5	-33.7%	230.5
ATR	118.6	119.7	1.1	1.0%	0.0
Volume	156,556	123,505	-33,051	-21.1%	545,407

Daily Pivots for day following 03-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,866.0	5,817.5	5,574.5
R3	5,731.5	5,683.0	5,537.5
R2	5,597.0	5,597.0	5,525.0
R1	5,548.5	5,548.5	5,513.0	5,573.0
PP	5,462.5	5,462.5	5,462.5	5,474.5
S1	5,414.0	5,414.0	5,488.0	5,438.0
S2	5,328.0	5,328.0	5,476.0
S3	5,193.5	5,279.5	5,463.5
S4	5,059.0	5,145.0	5,426.5

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	5,660.0	5,376.0	284.0	5.2%	146.5	2.7%	44%	False	True	131,356
10	5,758.0	5,376.0	382.0	6.9%	129.5	2.4%	33%	False	True	118,214
20	6,115.5	5,376.0	739.5	13.4%	119.0	2.2%	17%	False	True	88,191
40	6,424.5	5,376.0	1,048.5	19.1%	100.5	1.8%	12%	False	True	44,369
60	6,424.5	5,376.0	1,048.5	19.1%	88.5	1.6%	12%	False	True	29,729
80	6,424.5	5,376.0	1,048.5	19.1%	77.5	1.4%	12%	False	True	22,339

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	26.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,082.0
2.618	5,862.5
1.618	5,728.0
1.000	5,645.0
0.618	5,593.5
HIGH	5,510.5
0.618	5,459.0
0.500	5,443.0
0.382	5,427.5
LOW	5,376.0
0.618	5,293.0
1.000	5,241.5
1.618	5,158.5
2.618	5,024.0
4.250	4,804.5

Fisher Pivots for day following 03-Jul-2008
Pivot	1 day	3 day
R1	5,481.5	5,500.5
PP	5,462.5	5,500.0
S1	5,443.0	5,500.0

Download as Excel Spreadsheet

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

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