FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 5,609.5 5,647.5 38.0 0.7% 5,630.0
High 5,653.5 5,685.0 31.5 0.6% 5,645.5
Low 5,580.0 5,641.5 61.5 1.1% 5,543.0
Close 5,635.5 5,672.0 36.5 0.6% 5,634.5
Range 73.5 43.5 -30.0 -40.8% 102.5
ATR 74.2 72.4 -1.8 -2.4% 0.0
Volume 83,466 70,759 -12,707 -15.2% 388,768
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,796.5 5,778.0 5,696.0
R3 5,753.0 5,734.5 5,684.0
R2 5,709.5 5,709.5 5,680.0
R1 5,691.0 5,691.0 5,676.0 5,700.0
PP 5,666.0 5,666.0 5,666.0 5,671.0
S1 5,647.5 5,647.5 5,668.0 5,657.0
S2 5,622.5 5,622.5 5,664.0
S3 5,579.0 5,604.0 5,660.0
S4 5,535.5 5,560.5 5,648.0
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 5,685.0 5,575.0 110.0 1.9% 56.0 1.0% 88% True False 71,412
10 5,685.0 5,543.0 142.0 2.5% 61.0 1.1% 91% True False 75,492
20 5,685.5 5,390.5 295.0 5.2% 69.0 1.2% 95% False False 81,119
40 5,685.5 5,176.0 509.5 9.0% 80.0 1.4% 97% False False 68,451
60 5,740.0 5,176.0 564.0 9.9% 72.5 1.3% 88% False False 45,653
80 5,840.0 5,176.0 664.0 11.7% 71.0 1.3% 75% False False 34,254
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,870.0
2.618 5,799.0
1.618 5,755.5
1.000 5,728.5
0.618 5,712.0
HIGH 5,685.0
0.618 5,668.5
0.500 5,663.0
0.382 5,658.0
LOW 5,641.5
0.618 5,614.5
1.000 5,598.0
1.618 5,571.0
2.618 5,527.5
4.250 5,456.5
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 5,669.0 5,658.0
PP 5,666.0 5,644.0
S1 5,663.0 5,630.0

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

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