FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 5,635.0 5,604.5 -30.5 -0.5% 5,630.0
High 5,636.0 5,637.0 1.0 0.0% 5,645.5
Low 5,595.0 5,575.0 -20.0 -0.4% 5,543.0
Close 5,612.5 5,609.5 -3.0 -0.1% 5,634.5
Range 41.0 62.0 21.0 51.2% 102.5
ATR 75.2 74.3 -0.9 -1.3% 0.0
Volume 53,954 77,957 24,003 44.5% 388,768
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,793.0 5,763.5 5,643.5
R3 5,731.0 5,701.5 5,626.5
R2 5,669.0 5,669.0 5,621.0
R1 5,639.5 5,639.5 5,615.0 5,654.0
PP 5,607.0 5,607.0 5,607.0 5,614.5
S1 5,577.5 5,577.5 5,604.0 5,592.0
S2 5,545.0 5,545.0 5,598.0
S3 5,483.0 5,515.5 5,592.5
S4 5,421.0 5,453.5 5,575.5
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,915.0 5,877.5 5,691.0
R3 5,812.5 5,775.0 5,662.5
R2 5,710.0 5,710.0 5,653.5
R1 5,672.5 5,672.5 5,644.0 5,691.0
PP 5,607.5 5,607.5 5,607.5 5,617.0
S1 5,570.0 5,570.0 5,625.0 5,589.0
S2 5,505.0 5,505.0 5,615.5
S3 5,402.5 5,467.5 5,606.5
S4 5,300.0 5,365.0 5,578.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,641.0 5,543.0 98.0 1.7% 60.0 1.1% 68% False False 73,198
10 5,685.5 5,543.0 142.5 2.5% 60.0 1.1% 47% False False 73,710
20 5,685.5 5,390.5 295.0 5.3% 73.5 1.3% 74% False False 84,046
40 5,685.5 5,176.0 509.5 9.1% 80.0 1.4% 85% False False 64,600
60 5,740.0 5,176.0 564.0 10.1% 72.5 1.3% 77% False False 43,083
80 5,840.0 5,176.0 664.0 11.8% 69.5 1.2% 65% False False 32,327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 12.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,900.5
2.618 5,799.5
1.618 5,737.5
1.000 5,699.0
0.618 5,675.5
HIGH 5,637.0
0.618 5,613.5
0.500 5,606.0
0.382 5,598.5
LOW 5,575.0
0.618 5,536.5
1.000 5,513.0
1.618 5,474.5
2.618 5,412.5
4.250 5,311.5
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 5,608.5 5,609.0
PP 5,607.0 5,608.5
S1 5,606.0 5,608.0

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

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