FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 5,592.0 5,624.0 32.0 0.6% 5,559.0
High 5,631.0 5,627.0 -4.0 -0.1% 5,685.5
Low 5,578.0 5,543.0 -35.0 -0.6% 5,528.5
Close 5,622.5 5,583.5 -39.0 -0.7% 5,638.5
Range 53.0 84.0 31.0 58.5% 157.0
ATR 78.8 79.1 0.4 0.5% 0.0
Volume 78,679 84,472 5,793 7.4% 394,397
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,836.5 5,794.0 5,629.5
R3 5,752.5 5,710.0 5,606.5
R2 5,668.5 5,668.5 5,599.0
R1 5,626.0 5,626.0 5,591.0 5,605.0
PP 5,584.5 5,584.5 5,584.5 5,574.0
S1 5,542.0 5,542.0 5,576.0 5,521.0
S2 5,500.5 5,500.5 5,568.0
S3 5,416.5 5,458.0 5,560.5
S4 5,332.5 5,374.0 5,537.5
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 5,651.5 5,543.0 108.5 1.9% 65.5 1.2% 37% False True 79,572
10 5,685.5 5,458.0 227.5 4.1% 71.0 1.3% 55% False False 85,288
20 5,685.5 5,390.5 295.0 5.3% 80.0 1.4% 65% False False 92,884
40 5,685.5 5,176.0 509.5 9.1% 82.0 1.5% 80% False False 59,532
60 5,740.0 5,176.0 564.0 10.1% 72.5 1.3% 72% False False 39,711
80 5,885.0 5,176.0 709.0 12.7% 68.0 1.2% 57% False False 29,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,984.0
2.618 5,847.0
1.618 5,763.0
1.000 5,711.0
0.618 5,679.0
HIGH 5,627.0
0.618 5,595.0
0.500 5,585.0
0.382 5,575.0
LOW 5,543.0
0.618 5,491.0
1.000 5,459.0
1.618 5,407.0
2.618 5,323.0
4.250 5,186.0
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 5,585.0 5,594.0
PP 5,584.5 5,590.5
S1 5,584.0 5,587.0

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

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