FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 5,479.0 5,396.5 -82.5 -1.5% 5,494.0
High 5,481.5 5,439.5 -42.0 -0.8% 5,604.0
Low 5,390.5 5,392.0 1.5 0.0% 5,413.0
Close 5,398.5 5,423.0 24.5 0.5% 5,495.0
Range 91.0 47.5 -43.5 -47.8% 191.0
ATR 90.6 87.5 -3.1 -3.4% 0.0
Volume 85,926 72,247 -13,679 -15.9% 529,314
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,560.5 5,539.5 5,449.0
R3 5,513.0 5,492.0 5,436.0
R2 5,465.5 5,465.5 5,431.5
R1 5,444.5 5,444.5 5,427.5 5,455.0
PP 5,418.0 5,418.0 5,418.0 5,423.5
S1 5,397.0 5,397.0 5,418.5 5,407.5
S2 5,370.5 5,370.5 5,414.5
S3 5,323.0 5,349.5 5,410.0
S4 5,275.5 5,302.0 5,397.0
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,077.0 5,977.0 5,600.0
R3 5,886.0 5,786.0 5,547.5
R2 5,695.0 5,695.0 5,530.0
R1 5,595.0 5,595.0 5,512.5 5,645.0
PP 5,504.0 5,504.0 5,504.0 5,529.0
S1 5,404.0 5,404.0 5,477.5 5,454.0
S2 5,313.0 5,313.0 5,460.0
S3 5,122.0 5,213.0 5,442.5
S4 4,931.0 5,022.0 5,390.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,604.0 5,390.5 213.5 3.9% 79.0 1.5% 15% False False 90,070
10 5,604.0 5,379.5 224.5 4.1% 82.5 1.5% 19% False False 107,052
20 5,604.0 5,176.0 428.0 7.9% 87.5 1.6% 58% False False 67,624
40 5,740.0 5,176.0 564.0 10.4% 77.5 1.4% 44% False False 33,856
60 5,815.5 5,176.0 639.5 11.8% 72.5 1.3% 39% False False 22,592
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 15.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,641.5
2.618 5,564.0
1.618 5,516.5
1.000 5,487.0
0.618 5,469.0
HIGH 5,439.5
0.618 5,421.5
0.500 5,416.0
0.382 5,410.0
LOW 5,392.0
0.618 5,362.5
1.000 5,344.5
1.618 5,315.0
2.618 5,267.5
4.250 5,190.0
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 5,420.5 5,446.0
PP 5,418.0 5,438.5
S1 5,416.0 5,431.0

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

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