FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 5,650.5 5,630.0 -20.5 -0.4% 5,559.0
High 5,651.5 5,638.0 -13.5 -0.2% 5,685.5
Low 5,602.0 5,565.5 -36.5 -0.7% 5,528.5
Close 5,638.5 5,583.5 -55.0 -1.0% 5,638.5
Range 49.5 72.5 23.0 46.5% 157.0
ATR 82.4 81.7 -0.7 -0.8% 0.0
Volume 80,024 70,166 -9,858 -12.3% 394,397
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,813.0 5,771.0 5,623.5
R3 5,740.5 5,698.5 5,603.5
R2 5,668.0 5,668.0 5,597.0
R1 5,626.0 5,626.0 5,590.0 5,611.0
PP 5,595.5 5,595.5 5,595.5 5,588.0
S1 5,553.5 5,553.5 5,577.0 5,538.0
S2 5,523.0 5,523.0 5,570.0
S3 5,450.5 5,481.0 5,563.5
S4 5,378.0 5,408.5 5,543.5
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 5,565.5 120.0 2.1% 59.0 1.1% 15% False True 71,888
10 5,685.5 5,392.0 293.5 5.3% 75.5 1.3% 65% False False 85,231
20 5,685.5 5,357.0 328.5 5.9% 81.5 1.5% 69% False False 99,720
40 5,685.5 5,176.0 509.5 9.1% 82.0 1.5% 80% False False 53,342
60 5,740.0 5,176.0 564.0 10.1% 72.5 1.3% 72% False False 35,588
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 12.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,946.0
2.618 5,828.0
1.618 5,755.5
1.000 5,710.5
0.618 5,683.0
HIGH 5,638.0
0.618 5,610.5
0.500 5,602.0
0.382 5,593.0
LOW 5,565.5
0.618 5,520.5
1.000 5,493.0
1.618 5,448.0
2.618 5,375.5
4.250 5,257.5
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 5,602.0 5,625.5
PP 5,595.5 5,611.5
S1 5,589.5 5,597.5

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

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