FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 5,493.5 5,464.0 -29.5 -0.5% 5,479.0
High 5,500.0 5,578.5 78.5 1.4% 5,578.5
Low 5,392.0 5,458.0 66.0 1.2% 5,390.5
Close 5,483.0 5,544.5 61.5 1.1% 5,544.5
Range 108.0 120.5 12.5 11.6% 188.0
ATR 89.2 91.4 2.2 2.5% 0.0
Volume 107,680 140,649 32,969 30.6% 473,673
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,888.5 5,837.0 5,611.0
R3 5,768.0 5,716.5 5,577.5
R2 5,647.5 5,647.5 5,566.5
R1 5,596.0 5,596.0 5,555.5 5,622.0
PP 5,527.0 5,527.0 5,527.0 5,540.0
S1 5,475.5 5,475.5 5,533.5 5,501.0
S2 5,406.5 5,406.5 5,522.5
S3 5,286.0 5,355.0 5,511.5
S4 5,165.5 5,234.5 5,478.0
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,068.5 5,994.5 5,648.0
R3 5,880.5 5,806.5 5,596.0
R2 5,692.5 5,692.5 5,579.0
R1 5,618.5 5,618.5 5,561.5 5,655.5
PP 5,504.5 5,504.5 5,504.5 5,523.0
S1 5,430.5 5,430.5 5,527.5 5,467.5
S2 5,316.5 5,316.5 5,510.0
S3 5,128.5 5,242.5 5,493.0
S4 4,940.5 5,054.5 5,441.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,578.5 5,390.5 188.0 3.4% 91.5 1.7% 82% True False 94,734
10 5,604.0 5,390.5 213.5 3.9% 93.5 1.7% 72% False False 100,298
20 5,604.0 5,176.0 428.0 7.7% 94.0 1.7% 86% False False 83,391
40 5,725.0 5,176.0 549.0 9.9% 82.5 1.5% 67% False False 41,742
60 5,815.5 5,176.0 639.5 11.5% 75.5 1.4% 58% False False 27,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,090.5
2.618 5,894.0
1.618 5,773.5
1.000 5,699.0
0.618 5,653.0
HIGH 5,578.5
0.618 5,532.5
0.500 5,518.0
0.382 5,504.0
LOW 5,458.0
0.618 5,383.5
1.000 5,337.5
1.618 5,263.0
2.618 5,142.5
4.250 4,946.0
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 5,536.0 5,525.0
PP 5,527.0 5,505.0
S1 5,518.0 5,485.0

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

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