FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 5,839.5 5,823.5 -16.0 -0.3% 5,745.5
High 5,839.5 5,860.0 20.5 0.4% 5,857.5
Low 5,795.0 5,818.5 23.5 0.4% 5,724.0
Close 5,810.0 5,841.5 31.5 0.5% 5,841.0
Range 44.5 41.5 -3.0 -6.7% 133.5
ATR 80.3 78.1 -2.2 -2.7% 0.0
Volume 63,300 61,630 -1,670 -2.6% 363,580
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,964.5 5,944.5 5,864.5
R3 5,923.0 5,903.0 5,853.0
R2 5,881.5 5,881.5 5,849.0
R1 5,861.5 5,861.5 5,845.5 5,871.5
PP 5,840.0 5,840.0 5,840.0 5,845.0
S1 5,820.0 5,820.0 5,837.5 5,830.0
S2 5,798.5 5,798.5 5,834.0
S3 5,757.0 5,778.5 5,830.0
S4 5,715.5 5,737.0 5,818.5
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 5,860.0 5,779.5 80.5 1.4% 46.5 0.8% 77% True False 65,396
10 5,860.0 5,573.5 286.5 4.9% 78.0 1.3% 94% True False 82,296
20 5,860.0 5,410.0 450.0 7.7% 84.0 1.4% 96% True False 85,419
40 5,860.0 5,390.5 469.5 8.0% 78.5 1.3% 96% True False 84,732
60 5,860.0 5,176.0 684.0 11.7% 81.5 1.4% 97% True False 71,540
80 5,860.0 5,176.0 684.0 11.7% 75.0 1.3% 97% True False 53,667
100 5,860.0 5,176.0 684.0 11.7% 72.5 1.2% 97% True False 42,945
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.4
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,036.5
2.618 5,968.5
1.618 5,927.0
1.000 5,901.5
0.618 5,885.5
HIGH 5,860.0
0.618 5,844.0
0.500 5,839.0
0.382 5,834.5
LOW 5,818.5
0.618 5,793.0
1.000 5,777.0
1.618 5,751.5
2.618 5,710.0
4.250 5,642.0
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 5,841.0 5,837.0
PP 5,840.0 5,832.0
S1 5,839.0 5,827.5

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

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