FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	5,347.0	5,434.5	87.5	1.6%	5,330.0
High	5,425.0	5,480.5	55.5	1.0%	5,388.0
Low	5,283.0	5,385.0	102.0	1.9%	5,073.0
Close	5,374.5	5,465.5	91.0	1.7%	5,370.5
Range	142.0	95.5	-46.5	-32.7%	315.0
ATR	140.9	138.4	-2.5	-1.8%	0.0
Volume	114,209	85,643	-28,566	-25.0%	719,790

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,730.0	5,693.5	5,518.0
R3	5,634.5	5,598.0	5,492.0
R2	5,539.0	5,539.0	5,483.0
R1	5,502.5	5,502.5	5,474.5	5,521.0
PP	5,443.5	5,443.5	5,443.5	5,453.0
S1	5,407.0	5,407.0	5,456.5	5,425.0
S2	5,348.0	5,348.0	5,448.0
S3	5,252.5	5,311.5	5,439.0
S4	5,157.0	5,216.0	5,413.0

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,222.0	6,111.5	5,544.0
R3	5,907.0	5,796.5	5,457.0
R2	5,592.0	5,592.0	5,428.0
R1	5,481.5	5,481.5	5,399.5	5,537.0
PP	5,277.0	5,277.0	5,277.0	5,305.0
S1	5,166.5	5,166.5	5,341.5	5,222.0
S2	4,962.0	4,962.0	5,313.0
S3	4,647.0	4,851.5	5,284.0
S4	4,332.0	4,536.5	5,197.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,480.5	5,206.0	274.5	5.0%	132.0	2.4%	95%	True	False	133,061
10	5,494.5	5,073.0	421.5	7.7%	139.5	2.6%	93%	False	False	127,259
20	5,713.0	5,073.0	640.0	11.7%	138.0	2.5%	61%	False	False	120,962
40	6,162.0	5,073.0	1,089.0	19.9%	117.5	2.1%	36%	False	False	83,111
60	6,424.5	5,073.0	1,351.5	24.7%	103.5	1.9%	29%	False	False	55,678
80	6,424.5	5,073.0	1,351.5	24.7%	93.0	1.7%	29%	False	False	41,775

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	34.5
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5,886.5
2.618	5,730.5
1.618	5,635.0
1.000	5,576.0
0.618	5,539.5
HIGH	5,480.5
0.618	5,444.0
0.500	5,433.0
0.382	5,421.5
LOW	5,385.0
0.618	5,326.0
1.000	5,289.5
1.618	5,230.5
2.618	5,135.0
4.250	4,979.0

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	5,454.5	5,437.5
PP	5,443.5	5,409.5
S1	5,433.0	5,382.0

Download as Excel Spreadsheet

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

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