FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 5,821.0 5,813.0 -8.0 -0.1% 5,745.5
High 5,857.5 5,844.5 -13.0 -0.2% 5,857.5
Low 5,807.5 5,800.0 -7.5 -0.1% 5,724.0
Close 5,831.5 5,841.0 9.5 0.2% 5,841.0
Range 50.0 44.5 -5.5 -11.0% 133.5
ATR 85.9 82.9 -3.0 -3.4% 0.0
Volume 63,873 68,465 4,592 7.2% 363,580
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,962.0 5,946.0 5,865.5
R3 5,917.5 5,901.5 5,853.0
R2 5,873.0 5,873.0 5,849.0
R1 5,857.0 5,857.0 5,845.0 5,865.0
PP 5,828.5 5,828.5 5,828.5 5,832.5
S1 5,812.5 5,812.5 5,837.0 5,820.5
S2 5,784.0 5,784.0 5,833.0
S3 5,739.5 5,768.0 5,829.0
S4 5,695.0 5,723.5 5,816.5
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,208.0 6,158.0 5,914.5
R3 6,074.5 6,024.5 5,877.5
R2 5,941.0 5,941.0 5,865.5
R1 5,891.0 5,891.0 5,853.0 5,916.0
PP 5,807.5 5,807.5 5,807.5 5,820.0
S1 5,757.5 5,757.5 5,829.0 5,782.5
S2 5,674.0 5,674.0 5,816.5
S3 5,540.5 5,624.0 5,804.5
S4 5,407.0 5,490.5 5,767.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,857.5 5,724.0 133.5 2.3% 58.0 1.0% 88% False False 72,716
10 5,857.5 5,573.5 284.0 4.9% 87.0 1.5% 94% False False 88,362
20 5,857.5 5,410.0 447.5 7.7% 84.5 1.4% 96% False False 85,768
40 5,857.5 5,390.5 467.0 8.0% 82.0 1.4% 96% False False 87,537
60 5,857.5 5,176.0 681.5 11.7% 82.5 1.4% 98% False False 69,459
80 5,857.5 5,176.0 681.5 11.7% 75.5 1.3% 98% False False 52,112
100 5,885.0 5,176.0 709.0 12.1% 72.0 1.2% 94% False False 41,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.3
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,033.5
2.618 5,961.0
1.618 5,916.5
1.000 5,889.0
0.618 5,872.0
HIGH 5,844.5
0.618 5,827.5
0.500 5,822.0
0.382 5,817.0
LOW 5,800.0
0.618 5,772.5
1.000 5,755.5
1.618 5,728.0
2.618 5,683.5
4.250 5,611.0
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 5,835.0 5,833.5
PP 5,828.5 5,826.0
S1 5,822.0 5,818.5

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

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