FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 14-Aug-2008

Day Change Summary
	Previous	Current
	13-Aug-2008	14-Aug-2008	Change	Change %	Previous Week
Open	5,520.0	5,504.0	-16.0	-0.3%	5,348.5
High	5,526.5	5,546.0	19.5	0.4%	5,543.5
Low	5,431.0	5,448.5	17.5	0.3%	5,289.0
Close	5,461.0	5,503.5	42.5	0.8%	5,479.5
Range	95.5	97.5	2.0	2.1%	254.5
ATR	119.7	118.1	-1.6	-1.3%	0.0
Volume	100,827	109,394	8,567	8.5%	486,472

Daily Pivots for day following 14-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,792.0	5,745.0	5,557.0
R3	5,694.5	5,647.5	5,530.5
R2	5,597.0	5,597.0	5,521.5
R1	5,550.0	5,550.0	5,512.5	5,525.0
PP	5,499.5	5,499.5	5,499.5	5,486.5
S1	5,452.5	5,452.5	5,494.5	5,427.0
S2	5,402.0	5,402.0	5,485.5
S3	5,304.5	5,355.0	5,476.5
S4	5,207.0	5,257.5	5,450.0

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%	94.5	1.7%	58%	False	False	92,758
10	5,571.5	5,289.0	282.5	5.1%	109.5	2.0%	76%	False	False	95,903
20	5,571.5	5,221.5	350.0	6.4%	112.0	2.0%	81%	False	False	102,713
40	5,817.5	5,073.0	744.5	13.5%	123.0	2.2%	58%	False	False	111,839
60	6,296.0	5,073.0	1,223.0	22.2%	112.0	2.0%	35%	False	False	81,182
80	6,424.5	5,073.0	1,351.5	24.6%	102.5	1.9%	32%	False	False	61,072
100	6,424.5	5,073.0	1,351.5	24.6%	93.5	1.7%	32%	False	False	48,866

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,960.5
2.618	5,801.5
1.618	5,704.0
1.000	5,643.5
0.618	5,606.5
HIGH	5,546.0
0.618	5,509.0
0.500	5,497.0
0.382	5,485.5
LOW	5,448.5
0.618	5,388.0
1.000	5,351.0
1.618	5,290.5
2.618	5,193.0
4.250	5,034.0

Fisher Pivots for day following 14-Aug-2008
Pivot	1 day	3 day
R1	5,501.5	5,503.0
PP	5,499.5	5,502.0
S1	5,497.0	5,501.0

Download as Excel Spreadsheet

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

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