FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 5,845.0 5,827.0 -18.0 -0.3% 5,839.5
High 5,851.5 5,867.0 15.5 0.3% 5,860.0
Low 5,794.5 5,810.0 15.5 0.3% 5,795.0
Close 5,833.5 5,826.0 -7.5 -0.1% 5,850.0
Range 57.0 57.0 0.0 0.0% 65.0
ATR 69.0 68.1 -0.9 -1.2% 0.0
Volume 59,085 74,833 15,748 26.7% 316,532
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,005.5 5,972.5 5,857.5
R3 5,948.5 5,915.5 5,841.5
R2 5,891.5 5,891.5 5,836.5
R1 5,858.5 5,858.5 5,831.0 5,846.5
PP 5,834.5 5,834.5 5,834.5 5,828.0
S1 5,801.5 5,801.5 5,821.0 5,789.5
S2 5,777.5 5,777.5 5,815.5
S3 5,720.5 5,744.5 5,810.5
S4 5,663.5 5,687.5 5,794.5
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 5,867.0 5,794.5 72.5 1.2% 45.0 0.8% 43% True False 65,104
10 5,867.0 5,779.5 87.5 1.5% 46.0 0.8% 53% True False 65,250
20 5,867.0 5,416.5 450.5 7.7% 74.5 1.3% 91% True False 80,214
40 5,867.0 5,392.0 475.0 8.2% 74.5 1.3% 91% True False 81,612
60 5,867.0 5,176.0 691.0 11.9% 79.0 1.4% 94% True False 76,949
80 5,867.0 5,176.0 691.0 11.9% 76.0 1.3% 94% True False 57,734
100 5,867.0 5,176.0 691.0 11.9% 73.0 1.3% 94% True False 46,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Fibonacci Retracements and Extensions
4.250 6,109.0
2.618 6,016.0
1.618 5,959.0
1.000 5,924.0
0.618 5,902.0
HIGH 5,867.0
0.618 5,845.0
0.500 5,838.5
0.382 5,832.0
LOW 5,810.0
0.618 5,775.0
1.000 5,753.0
1.618 5,718.0
2.618 5,661.0
4.250 5,568.0
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 5,838.5 5,831.0
PP 5,834.5 5,829.0
S1 5,830.0 5,827.5

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

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