FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 5,495.5 5,419.5 -76.0 -1.4% 5,635.0
High 5,516.0 5,483.0 -33.0 -0.6% 5,685.0
Low 5,410.0 5,416.5 6.5 0.1% 5,575.0
Close 5,463.0 5,452.0 -11.0 -0.2% 5,604.0
Range 106.0 66.5 -39.5 -37.3% 110.0
ATR 79.2 78.3 -0.9 -1.1% 0.0
Volume 90,820 77,194 -13,626 -15.0% 367,345
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,650.0 5,617.5 5,488.5
R3 5,583.5 5,551.0 5,470.5
R2 5,517.0 5,517.0 5,464.0
R1 5,484.5 5,484.5 5,458.0 5,501.0
PP 5,450.5 5,450.5 5,450.5 5,458.5
S1 5,418.0 5,418.0 5,446.0 5,434.0
S2 5,384.0 5,384.0 5,440.0
S3 5,317.5 5,351.5 5,433.5
S4 5,251.0 5,285.0 5,415.5
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% 81.5 1.5% 15% False False 84,668
10 5,685.0 5,410.0 275.0 5.0% 73.0 1.3% 15% False False 79,412
20 5,685.5 5,392.0 293.5 5.4% 73.5 1.3% 20% False False 83,510
40 5,685.5 5,176.0 509.5 9.3% 81.0 1.5% 54% False False 77,246
60 5,740.0 5,176.0 564.0 10.3% 76.5 1.4% 49% False False 51,527
80 5,815.5 5,176.0 639.5 11.7% 73.0 1.3% 43% False False 38,661
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,765.5
2.618 5,657.0
1.618 5,590.5
1.000 5,549.5
0.618 5,524.0
HIGH 5,483.0
0.618 5,457.5
0.500 5,450.0
0.382 5,442.0
LOW 5,416.5
0.618 5,375.5
1.000 5,350.0
1.618 5,309.0
2.618 5,242.5
4.250 5,134.0
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 5,451.0 5,497.5
PP 5,450.5 5,482.5
S1 5,450.0 5,467.0

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

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