FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 12-Aug-2008

Day Change Summary
	Previous	Current
	11-Aug-2008	12-Aug-2008	Change	Change %	Previous Week
Open	5,517.5	5,522.0	4.5	0.1%	5,348.5
High	5,555.5	5,571.5	16.0	0.3%	5,543.5
Low	5,478.0	5,491.0	13.0	0.2%	5,289.0
Close	5,537.5	5,543.0	5.5	0.1%	5,479.5
Range	77.5	80.5	3.0	3.9%	254.5
ATR	123.3	120.2	-3.1	-2.5%	0.0
Volume	92,030	71,978	-20,052	-21.8%	486,472

Daily Pivots for day following 12-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,776.5	5,740.5	5,587.5
R3	5,696.0	5,660.0	5,565.0
R2	5,615.5	5,615.5	5,558.0
R1	5,579.5	5,579.5	5,550.5	5,597.5
PP	5,535.0	5,535.0	5,535.0	5,544.0
S1	5,499.0	5,499.0	5,535.5	5,517.0
S2	5,454.5	5,454.5	5,528.0
S3	5,374.0	5,418.5	5,521.0
S4	5,293.5	5,338.0	5,498.5

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,201.0	6,094.5	5,619.5
R3	5,946.5	5,840.0	5,549.5
R2	5,692.0	5,692.0	5,526.0
R1	5,585.5	5,585.5	5,503.0	5,639.0
PP	5,437.5	5,437.5	5,437.5	5,464.0
S1	5,331.0	5,331.0	5,456.0	5,384.0
S2	5,183.0	5,183.0	5,433.0
S3	4,928.5	5,076.5	5,409.5
S4	4,674.0	4,822.0	5,339.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,571.5	5,411.0	160.5	2.9%	95.0	1.7%	82%	True	False	93,043
10	5,571.5	5,289.0	282.5	5.1%	107.5	1.9%	90%	True	False	96,705
20	5,571.5	5,073.0	498.5	9.0%	117.0	2.1%	94%	True	False	108,520
40	5,963.5	5,073.0	890.5	16.1%	124.0	2.2%	53%	False	False	114,435
60	6,424.5	5,073.0	1,351.5	24.4%	113.0	2.0%	35%	False	False	77,705
80	6,424.5	5,073.0	1,351.5	24.4%	102.0	1.8%	35%	False	False	58,445
100	6,424.5	5,073.0	1,351.5	24.4%	93.0	1.7%	35%	False	False	46,794

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	33.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,913.5
2.618	5,782.0
1.618	5,701.5
1.000	5,652.0
0.618	5,621.0
HIGH	5,571.5
0.618	5,540.5
0.500	5,531.0
0.382	5,522.0
LOW	5,491.0
0.618	5,441.5
1.000	5,410.5
1.618	5,361.0
2.618	5,280.5
4.250	5,149.0

Fisher Pivots for day following 12-Aug-2008
Pivot	1 day	3 day
R1	5,539.0	5,526.0
PP	5,535.0	5,508.5
S1	5,531.0	5,491.0

Download as Excel Spreadsheet

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

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