FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 5,599.0 5,641.5 42.5 0.8% 5,580.5
High 5,664.5 5,667.0 2.5 0.0% 5,628.0
Low 5,580.5 5,577.5 -3.0 -0.1% 5,410.0
Close 5,641.5 5,583.0 -58.5 -1.0% 5,609.0
Range 84.0 89.5 5.5 6.5% 218.0
ATR 84.2 84.5 0.4 0.5% 0.0
Volume 86,770 98,814 12,044 13.9% 464,398
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 5,877.5 5,820.0 5,632.0
R3 5,788.0 5,730.5 5,607.5
R2 5,698.5 5,698.5 5,599.5
R1 5,641.0 5,641.0 5,591.0 5,625.0
PP 5,609.0 5,609.0 5,609.0 5,601.0
S1 5,551.5 5,551.5 5,575.0 5,535.5
S2 5,519.5 5,519.5 5,566.5
S3 5,430.0 5,462.0 5,558.5
S4 5,340.5 5,372.5 5,534.0
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 6,203.0 6,124.0 5,729.0
R3 5,985.0 5,906.0 5,669.0
R2 5,767.0 5,767.0 5,649.0
R1 5,688.0 5,688.0 5,629.0 5,727.5
PP 5,549.0 5,549.0 5,549.0 5,569.0
S1 5,470.0 5,470.0 5,589.0 5,509.5
S2 5,331.0 5,331.0 5,569.0
S3 5,113.0 5,252.0 5,549.0
S4 4,895.0 5,034.0 5,489.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,667.0 5,416.5 250.5 4.5% 96.5 1.7% 66% True False 91,160
10 5,685.0 5,410.0 275.0 4.9% 89.5 1.6% 63% False False 88,541
20 5,685.5 5,410.0 275.5 4.9% 74.5 1.3% 63% False False 81,125
40 5,685.5 5,235.0 450.5 8.1% 84.0 1.5% 77% False False 86,681
60 5,685.5 5,176.0 509.5 9.1% 81.0 1.5% 80% False False 57,835
80 5,740.0 5,176.0 564.0 10.1% 75.0 1.3% 72% False False 43,393
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,047.5
2.618 5,901.5
1.618 5,812.0
1.000 5,756.5
0.618 5,722.5
HIGH 5,667.0
0.618 5,633.0
0.500 5,622.0
0.382 5,611.5
LOW 5,577.5
0.618 5,522.0
1.000 5,488.0
1.618 5,432.5
2.618 5,343.0
4.250 5,197.0
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 5,622.0 5,586.0
PP 5,609.0 5,585.0
S1 5,596.0 5,584.0

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

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