FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 5,580.5 5,495.5 -85.0 -1.5% 5,635.0
High 5,585.0 5,516.0 -69.0 -1.2% 5,685.0
Low 5,466.0 5,410.0 -56.0 -1.0% 5,575.0
Close 5,511.0 5,463.0 -48.0 -0.9% 5,604.0
Range 119.0 106.0 -13.0 -10.9% 110.0
ATR 77.1 79.2 2.1 2.7% 0.0
Volume 103,361 90,820 -12,541 -12.1% 367,345
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,781.0 5,728.0 5,521.5
R3 5,675.0 5,622.0 5,492.0
R2 5,569.0 5,569.0 5,482.5
R1 5,516.0 5,516.0 5,472.5 5,489.5
PP 5,463.0 5,463.0 5,463.0 5,450.0
S1 5,410.0 5,410.0 5,453.5 5,383.5
S2 5,357.0 5,357.0 5,443.5
S3 5,251.0 5,304.0 5,434.0
S4 5,145.0 5,198.0 5,404.5
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,951.5 5,887.5 5,664.5
R3 5,841.5 5,777.5 5,634.0
R2 5,731.5 5,731.5 5,624.0
R1 5,667.5 5,667.5 5,614.0 5,644.5
PP 5,621.5 5,621.5 5,621.5 5,610.0
S1 5,557.5 5,557.5 5,594.0 5,534.5
S2 5,511.5 5,511.5 5,584.0
S3 5,401.5 5,447.5 5,574.0
S4 5,291.5 5,337.5 5,543.5
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 5,410.0 275.0 5.0% 83.0 1.5% 19% False True 85,923
10 5,685.0 5,410.0 275.0 5.0% 71.5 1.3% 19% False True 79,560
20 5,685.5 5,392.0 293.5 5.4% 74.5 1.4% 24% False False 83,009
40 5,685.5 5,176.0 509.5 9.3% 81.0 1.5% 56% False False 75,316
60 5,740.0 5,176.0 564.0 10.3% 76.5 1.4% 51% False False 50,240
80 5,815.5 5,176.0 639.5 11.7% 73.0 1.3% 45% False False 37,696
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 11.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,966.5
2.618 5,793.5
1.618 5,687.5
1.000 5,622.0
0.618 5,581.5
HIGH 5,516.0
0.618 5,475.5
0.500 5,463.0
0.382 5,450.5
LOW 5,410.0
0.618 5,344.5
1.000 5,304.0
1.618 5,238.5
2.618 5,132.5
4.250 4,959.5
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 5,463.0 5,541.0
PP 5,463.0 5,515.0
S1 5,463.0 5,489.0

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

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