FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 5,263.0 5,289.5 26.5 0.5% 5,098.5
High 5,345.0 5,338.5 -6.5 -0.1% 5,311.5
Low 5,239.5 5,276.0 36.5 0.7% 4,819.5
Close 5,323.5 5,304.5 -19.0 -0.4% 5,275.5
Range 105.5 62.5 -43.0 -40.8% 492.0
ATR 126.6 122.0 -4.6 -3.6% 0.0
Volume 12 50 38 316.7% 573
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 5,494.0 5,461.5 5,339.0
R3 5,431.5 5,399.0 5,321.5
R2 5,369.0 5,369.0 5,316.0
R1 5,336.5 5,336.5 5,310.0 5,353.0
PP 5,306.5 5,306.5 5,306.5 5,314.5
S1 5,274.0 5,274.0 5,299.0 5,290.0
S2 5,244.0 5,244.0 5,293.0
S3 5,181.5 5,211.5 5,287.5
S4 5,119.0 5,149.0 5,270.0
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,611.5 6,435.5 5,546.0
R3 6,119.5 5,943.5 5,411.0
R2 5,627.5 5,627.5 5,365.5
R1 5,451.5 5,451.5 5,320.5 5,539.5
PP 5,135.5 5,135.5 5,135.5 5,179.5
S1 4,959.5 4,959.5 5,230.5 5,047.5
S2 4,643.5 4,643.5 5,185.5
S3 4,151.5 4,467.5 5,140.0
S4 3,659.5 3,975.5 5,005.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,349.0 4,960.0 389.0 7.3% 94.5 1.8% 89% False False 35
10 5,581.0 4,819.5 761.5 14.4% 159.5 3.0% 64% False False 73
20 5,885.0 4,819.5 1,065.5 20.1% 109.5 2.1% 46% False False 41
40 6,000.5 4,819.5 1,181.0 22.3% 73.5 1.4% 41% False False 27
60 6,000.5 4,819.5 1,181.0 22.3% 52.0 1.0% 41% False False 23
80 6,000.5 4,819.5 1,181.0 22.3% 40.0 0.8% 41% False False 17
100 6,000.5 4,819.5 1,181.0 22.3% 33.0 0.6% 41% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,604.0
2.618 5,502.0
1.618 5,439.5
1.000 5,401.0
0.618 5,377.0
HIGH 5,338.5
0.618 5,314.5
0.500 5,307.0
0.382 5,300.0
LOW 5,276.0
0.618 5,237.5
1.000 5,213.5
1.618 5,175.0
2.618 5,112.5
4.250 5,010.5
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 5,307.0 5,301.0
PP 5,306.5 5,297.5
S1 5,305.5 5,294.0

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

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