FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 5,641.5 5,650.5 9.0 0.2% 5,559.0
High 5,685.5 5,651.5 -34.0 -0.6% 5,685.5
Low 5,618.5 5,602.0 -16.5 -0.3% 5,528.5
Close 5,641.0 5,638.5 -2.5 0.0% 5,638.5
Range 67.0 49.5 -17.5 -26.1% 157.0
ATR 84.9 82.4 -2.5 -3.0% 0.0
Volume 94,559 80,024 -14,535 -15.4% 394,397
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,779.0 5,758.5 5,665.5
R3 5,729.5 5,709.0 5,652.0
R2 5,680.0 5,680.0 5,647.5
R1 5,659.5 5,659.5 5,643.0 5,645.0
PP 5,630.5 5,630.5 5,630.5 5,623.5
S1 5,610.0 5,610.0 5,634.0 5,595.5
S2 5,581.0 5,581.0 5,629.5
S3 5,531.5 5,560.5 5,625.0
S4 5,482.0 5,511.0 5,611.5
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 6,088.5 6,020.5 5,725.0
R3 5,931.5 5,863.5 5,681.5
R2 5,774.5 5,774.5 5,667.5
R1 5,706.5 5,706.5 5,653.0 5,740.5
PP 5,617.5 5,617.5 5,617.5 5,634.5
S1 5,549.5 5,549.5 5,624.0 5,583.5
S2 5,460.5 5,460.5 5,609.5
S3 5,303.5 5,392.5 5,595.5
S4 5,146.5 5,235.5 5,552.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,685.5 5,528.5 157.0 2.8% 63.0 1.1% 70% False False 78,879
10 5,685.5 5,390.5 295.0 5.2% 77.0 1.4% 84% False False 86,807
20 5,685.5 5,357.0 328.5 5.8% 85.5 1.5% 86% False False 100,018
40 5,685.5 5,176.0 509.5 9.0% 81.5 1.4% 91% False False 51,589
60 5,740.0 5,176.0 564.0 10.0% 72.5 1.3% 82% False False 34,422
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,862.0
2.618 5,781.0
1.618 5,731.5
1.000 5,701.0
0.618 5,682.0
HIGH 5,651.5
0.618 5,632.5
0.500 5,627.0
0.382 5,621.0
LOW 5,602.0
0.618 5,571.5
1.000 5,552.5
1.618 5,522.0
2.618 5,472.5
4.250 5,391.5
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 5,634.5 5,644.0
PP 5,630.5 5,642.0
S1 5,627.0 5,640.0

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

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