FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	01-Sep-2008	02-Sep-2008	Change	Change %	Previous Week
Open	5,605.0	5,600.5	-4.5	-0.1%	5,404.0
High	5,632.5	5,656.0	23.5	0.4%	5,658.5
Low	5,579.0	5,554.0	-25.0	-0.4%	5,378.5
Close	5,609.0	5,630.0	21.0	0.4%	5,648.5
Range	53.5	102.0	48.5	90.7%	280.0
ATR	115.4	114.5	-1.0	-0.8%	0.0
Volume	98,297	45,672	-52,625	-53.5%	404,696

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,919.5	5,876.5	5,686.0
R3	5,817.5	5,774.5	5,658.0
R2	5,715.5	5,715.5	5,648.5
R1	5,672.5	5,672.5	5,639.5	5,694.0
PP	5,613.5	5,613.5	5,613.5	5,624.0
S1	5,570.5	5,570.5	5,620.5	5,592.0
S2	5,511.5	5,511.5	5,611.5
S3	5,409.5	5,468.5	5,602.0
S4	5,307.5	5,366.5	5,574.0

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,402.0	6,305.0	5,802.5
R3	6,122.0	6,025.0	5,725.5
R2	5,842.0	5,842.0	5,700.0
R1	5,745.0	5,745.0	5,674.0	5,793.5
PP	5,562.0	5,562.0	5,562.0	5,586.0
S1	5,465.0	5,465.0	5,623.0	5,513.5
S2	5,282.0	5,282.0	5,597.0
S3	5,002.0	5,185.0	5,571.5
S4	4,722.0	4,905.0	5,494.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,658.5	5,443.5	215.0	3.8%	98.5	1.8%	87%	False	False	89,413
10	5,658.5	5,321.0	337.5	6.0%	108.0	1.9%	92%	False	False	82,375
20	5,658.5	5,307.0	351.5	6.2%	104.0	1.8%	92%	False	False	89,833
40	5,658.5	5,073.0	585.5	10.4%	116.0	2.1%	95%	False	False	102,133
60	5,963.5	5,073.0	890.5	15.8%	117.0	2.1%	63%	False	False	99,759
80	6,424.5	5,073.0	1,351.5	24.0%	110.5	2.0%	41%	False	False	74,977
100	6,424.5	5,073.0	1,351.5	24.0%	101.5	1.8%	41%	False	False	60,073
120	6,424.5	5,073.0	1,351.5	24.0%	93.0	1.6%	41%	False	False	50,091

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,089.5
2.618	5,923.0
1.618	5,821.0
1.000	5,758.0
0.618	5,719.0
HIGH	5,656.0
0.618	5,617.0
0.500	5,605.0
0.382	5,593.0
LOW	5,554.0
0.618	5,491.0
1.000	5,452.0
1.618	5,389.0
2.618	5,287.0
4.250	5,120.5

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	5,621.5	5,622.0
PP	5,613.5	5,614.0
S1	5,605.0	5,606.0

Download as Excel Spreadsheet

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

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