FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 5,838.5 5,845.0 6.5 0.1% 5,839.5
High 5,853.0 5,851.5 -1.5 0.0% 5,860.0
Low 5,827.5 5,794.5 -33.0 -0.6% 5,795.0
Close 5,850.0 5,833.5 -16.5 -0.3% 5,850.0
Range 25.5 57.0 31.5 123.5% 65.0
ATR 69.9 69.0 -0.9 -1.3% 0.0
Volume 59,657 59,085 -572 -1.0% 316,532
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,997.5 5,972.5 5,865.0
R3 5,940.5 5,915.5 5,849.0
R2 5,883.5 5,883.5 5,844.0
R1 5,858.5 5,858.5 5,838.5 5,842.5
PP 5,826.5 5,826.5 5,826.5 5,818.5
S1 5,801.5 5,801.5 5,828.5 5,785.5
S2 5,769.5 5,769.5 5,823.0
S3 5,712.5 5,744.5 5,818.0
S4 5,655.5 5,687.5 5,802.0
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 5,794.5 65.5 1.1% 42.0 0.7% 60% False True 62,463
10 5,860.0 5,741.5 118.5 2.0% 47.0 0.8% 78% False False 66,616
20 5,860.0 5,410.0 450.0 7.7% 77.0 1.3% 94% False False 81,013
40 5,860.0 5,392.0 468.0 8.0% 74.0 1.3% 94% False False 81,547
60 5,860.0 5,176.0 684.0 11.7% 79.0 1.4% 96% False False 75,709
80 5,860.0 5,176.0 684.0 11.7% 75.5 1.3% 96% False False 56,799
100 5,860.0 5,176.0 684.0 11.7% 73.0 1.3% 96% False False 45,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.4
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,094.0
2.618 6,000.5
1.618 5,943.5
1.000 5,908.5
0.618 5,886.5
HIGH 5,851.5
0.618 5,829.5
0.500 5,823.0
0.382 5,816.5
LOW 5,794.5
0.618 5,759.5
1.000 5,737.5
1.618 5,702.5
2.618 5,645.5
4.250 5,552.0
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 5,830.0 5,830.0
PP 5,826.5 5,827.0
S1 5,823.0 5,824.0

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

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