FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 5,604.5 5,609.5 5.0 0.1% 5,630.0
High 5,637.0 5,653.5 16.5 0.3% 5,645.5
Low 5,575.0 5,580.0 5.0 0.1% 5,543.0
Close 5,609.5 5,635.5 26.0 0.5% 5,634.5
Range 62.0 73.5 11.5 18.5% 102.5
ATR 74.3 74.2 -0.1 -0.1% 0.0
Volume 77,957 83,466 5,509 7.1% 388,768
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,843.5 5,813.0 5,676.0
R3 5,770.0 5,739.5 5,655.5
R2 5,696.5 5,696.5 5,649.0
R1 5,666.0 5,666.0 5,642.0 5,681.0
PP 5,623.0 5,623.0 5,623.0 5,630.5
S1 5,592.5 5,592.5 5,629.0 5,608.0
S2 5,549.5 5,549.5 5,622.0
S3 5,476.0 5,519.0 5,615.5
S4 5,402.5 5,445.5 5,595.0
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 5,653.5 5,543.0 110.5 2.0% 64.5 1.1% 84% True False 74,155
10 5,685.5 5,543.0 142.5 2.5% 63.0 1.1% 65% False False 77,872
20 5,685.5 5,390.5 295.0 5.2% 73.0 1.3% 83% False False 82,945
40 5,685.5 5,176.0 509.5 9.0% 80.5 1.4% 90% False False 66,685
60 5,740.0 5,176.0 564.0 10.0% 73.0 1.3% 81% False False 44,474
80 5,840.0 5,176.0 664.0 11.8% 70.5 1.3% 69% False False 33,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,966.0
2.618 5,846.0
1.618 5,772.5
1.000 5,727.0
0.618 5,699.0
HIGH 5,653.5
0.618 5,625.5
0.500 5,617.0
0.382 5,608.0
LOW 5,580.0
0.618 5,534.5
1.000 5,506.5
1.618 5,461.0
2.618 5,387.5
4.250 5,267.5
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 5,629.0 5,628.5
PP 5,623.0 5,621.5
S1 5,617.0 5,614.0

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

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