FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 5,835.5 5,838.5 3.0 0.1% 5,839.5
High 5,851.5 5,853.0 1.5 0.0% 5,860.0
Low 5,800.0 5,827.5 27.5 0.5% 5,795.0
Close 5,844.0 5,850.0 6.0 0.1% 5,850.0
Range 51.5 25.5 -26.0 -50.5% 65.0
ATR 73.3 69.9 -3.4 -4.7% 0.0
Volume 65,318 59,657 -5,661 -8.7% 316,532
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,920.0 5,910.5 5,864.0
R3 5,894.5 5,885.0 5,857.0
R2 5,869.0 5,869.0 5,854.5
R1 5,859.5 5,859.5 5,852.5 5,864.0
PP 5,843.5 5,843.5 5,843.5 5,846.0
S1 5,834.0 5,834.0 5,847.5 5,839.0
S2 5,818.0 5,818.0 5,845.5
S3 5,792.5 5,808.5 5,843.0
S4 5,767.0 5,783.0 5,836.0
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,030.0 6,005.0 5,886.0
R3 5,965.0 5,940.0 5,868.0
R2 5,900.0 5,900.0 5,862.0
R1 5,875.0 5,875.0 5,856.0 5,887.5
PP 5,835.0 5,835.0 5,835.0 5,841.0
S1 5,810.0 5,810.0 5,844.0 5,822.5
S2 5,770.0 5,770.0 5,838.0
S3 5,705.0 5,745.0 5,832.0
S4 5,640.0 5,680.0 5,814.0
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 5,795.0 65.0 1.1% 39.5 0.7% 85% False False 63,306
10 5,860.0 5,724.0 136.0 2.3% 48.5 0.8% 93% False False 68,011
20 5,860.0 5,410.0 450.0 7.7% 80.0 1.4% 98% False False 83,227
40 5,860.0 5,390.5 469.5 8.0% 75.0 1.3% 98% False False 82,218
60 5,860.0 5,176.0 684.0 11.7% 79.5 1.4% 99% False False 74,729
80 5,860.0 5,176.0 684.0 11.7% 75.0 1.3% 99% False False 56,060
100 5,860.0 5,176.0 684.0 11.7% 73.0 1.2% 99% False False 44,861
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 12.9
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5,961.5
2.618 5,920.0
1.618 5,894.5
1.000 5,878.5
0.618 5,869.0
HIGH 5,853.0
0.618 5,843.5
0.500 5,840.0
0.382 5,837.0
LOW 5,827.5
0.618 5,811.5
1.000 5,802.0
1.618 5,786.0
2.618 5,760.5
4.250 5,719.0
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 5,847.0 5,842.0
PP 5,843.5 5,834.5
S1 5,840.0 5,826.5

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

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