FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 5,606.5 5,592.0 -14.5 -0.3% 5,559.0
High 5,645.5 5,631.0 -14.5 -0.3% 5,685.5
Low 5,577.5 5,578.0 0.5 0.0% 5,528.5
Close 5,591.0 5,622.5 31.5 0.6% 5,638.5
Range 68.0 53.0 -15.0 -22.1% 157.0
ATR 80.7 78.8 -2.0 -2.5% 0.0
Volume 84,523 78,679 -5,844 -6.9% 394,397
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,769.5 5,749.0 5,651.5
R3 5,716.5 5,696.0 5,637.0
R2 5,663.5 5,663.5 5,632.0
R1 5,643.0 5,643.0 5,627.5 5,653.0
PP 5,610.5 5,610.5 5,610.5 5,615.5
S1 5,590.0 5,590.0 5,617.5 5,600.0
S2 5,557.5 5,557.5 5,613.0
S3 5,504.5 5,537.0 5,608.0
S4 5,451.5 5,484.0 5,593.5
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% 62.0 1.1% 48% False False 81,590
10 5,685.5 5,392.0 293.5 5.2% 73.5 1.3% 79% False False 87,609
20 5,685.5 5,379.5 306.0 5.4% 79.0 1.4% 79% False False 93,227
40 5,685.5 5,176.0 509.5 9.1% 81.5 1.5% 88% False False 57,421
60 5,740.0 5,176.0 564.0 10.0% 72.0 1.3% 79% False False 38,304
80 5,885.0 5,176.0 709.0 12.6% 67.0 1.2% 63% False False 28,735
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,856.0
2.618 5,770.0
1.618 5,717.0
1.000 5,684.0
0.618 5,664.0
HIGH 5,631.0
0.618 5,611.0
0.500 5,604.5
0.382 5,598.0
LOW 5,578.0
0.618 5,545.0
1.000 5,525.0
1.618 5,492.0
2.618 5,439.0
4.250 5,353.0
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 5,616.5 5,617.0
PP 5,610.5 5,611.0
S1 5,604.5 5,605.5

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

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