FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 11-Jul-2008

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	5,456.0	5,442.5	-13.5	-0.2%	5,488.5
High	5,494.5	5,472.5	-22.0	-0.4%	5,552.5
Low	5,393.0	5,256.0	-137.0	-2.5%	5,256.0
Close	5,409.5	5,273.5	-136.0	-2.5%	5,273.5
Range	101.5	216.5	115.0	113.3%	296.5
ATR	125.6	132.0	6.5	5.2%	0.0
Volume	94,424	100,264	5,840	6.2%	480,234

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,983.5	5,845.0	5,392.5
R3	5,767.0	5,628.5	5,333.0
R2	5,550.5	5,550.5	5,313.0
R1	5,412.0	5,412.0	5,293.5	5,373.0
PP	5,334.0	5,334.0	5,334.0	5,314.5
S1	5,195.5	5,195.5	5,253.5	5,156.5
S2	5,117.5	5,117.5	5,234.0
S3	4,901.0	4,979.0	5,214.0
S4	4,684.5	4,762.5	5,154.5

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,250.0	6,058.5	5,436.5
R3	5,953.5	5,762.0	5,355.0
R2	5,657.0	5,657.0	5,328.0
R1	5,465.5	5,465.5	5,300.5	5,413.0
PP	5,360.5	5,360.5	5,360.5	5,334.5
S1	5,169.0	5,169.0	5,246.5	5,116.5
S2	5,064.0	5,064.0	5,219.0
S3	4,767.5	4,872.5	5,192.0
S4	4,471.0	4,576.0	5,110.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,552.5	5,256.0	296.5	5.6%	146.5	2.8%	6%	False	True	96,046
10	5,660.0	5,256.0	404.0	7.7%	146.5	2.8%	4%	False	True	113,701
20	5,963.5	5,256.0	707.5	13.4%	126.0	2.4%	2%	False	True	111,559
40	6,424.5	5,256.0	1,168.5	22.2%	108.5	2.1%	1%	False	True	56,279
60	6,424.5	5,256.0	1,168.5	22.2%	95.0	1.8%	1%	False	True	37,726
80	6,424.5	5,256.0	1,168.5	22.2%	85.5	1.6%	1%	False	True	28,342

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	37.0
Widest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	6,392.5
2.618	6,039.5
1.618	5,823.0
1.000	5,689.0
0.618	5,606.5
HIGH	5,472.5
0.618	5,390.0
0.500	5,364.0
0.382	5,338.5
LOW	5,256.0
0.618	5,122.0
1.000	5,039.5
1.618	4,905.5
2.618	4,689.0
4.250	4,336.0

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	5,364.0	5,404.0
PP	5,334.0	5,360.5
S1	5,304.0	5,317.0

Download as Excel Spreadsheet

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

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