FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 5,641.5 5,577.5 -64.0 -1.1% 5,580.5
High 5,667.0 5,689.5 22.5 0.4% 5,628.0
Low 5,577.5 5,573.5 -4.0 -0.1% 5,410.0
Close 5,583.0 5,668.5 85.5 1.5% 5,609.0
Range 89.5 116.0 26.5 29.6% 218.0
ATR 84.5 86.8 2.2 2.7% 0.0
Volume 98,814 92,677 -6,137 -6.2% 464,398
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,992.0 5,946.0 5,732.5
R3 5,876.0 5,830.0 5,700.5
R2 5,760.0 5,760.0 5,690.0
R1 5,714.0 5,714.0 5,679.0 5,737.0
PP 5,644.0 5,644.0 5,644.0 5,655.0
S1 5,598.0 5,598.0 5,658.0 5,621.0
S2 5,528.0 5,528.0 5,647.0
S3 5,412.0 5,482.0 5,636.5
S4 5,296.0 5,366.0 5,604.5
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 5,689.5 5,432.5 257.0 4.5% 106.5 1.9% 92% True False 94,256
10 5,689.5 5,410.0 279.5 4.9% 94.0 1.7% 92% True False 89,462
20 5,689.5 5,410.0 279.5 4.9% 78.5 1.4% 92% True False 83,667
40 5,689.5 5,339.0 350.5 6.2% 83.5 1.5% 94% True False 88,686
60 5,689.5 5,176.0 513.5 9.1% 81.5 1.4% 96% True False 59,379
80 5,740.0 5,176.0 564.0 9.9% 74.5 1.3% 87% False False 44,551
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 13.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,182.5
2.618 5,993.0
1.618 5,877.0
1.000 5,805.5
0.618 5,761.0
HIGH 5,689.5
0.618 5,645.0
0.500 5,631.5
0.382 5,618.0
LOW 5,573.5
0.618 5,502.0
1.000 5,457.5
1.618 5,386.0
2.618 5,270.0
4.250 5,080.5
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 5,656.0 5,656.0
PP 5,644.0 5,644.0
S1 5,631.5 5,631.5

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

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