FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 5,825.0 5,785.0 -40.0 -0.7% 5,839.5
High 5,826.0 5,808.5 -17.5 -0.3% 5,860.0
Low 5,763.5 5,747.5 -16.0 -0.3% 5,795.0
Close 5,782.5 5,763.5 -19.0 -0.3% 5,850.0
Range 62.5 61.0 -1.5 -2.4% 65.0
ATR 67.7 67.3 -0.5 -0.7% 0.0
Volume 80,167 74,294 -5,873 -7.3% 316,532
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,956.0 5,921.0 5,797.0
R3 5,895.0 5,860.0 5,780.5
R2 5,834.0 5,834.0 5,774.5
R1 5,799.0 5,799.0 5,769.0 5,786.0
PP 5,773.0 5,773.0 5,773.0 5,767.0
S1 5,738.0 5,738.0 5,758.0 5,725.0
S2 5,712.0 5,712.0 5,752.5
S3 5,651.0 5,677.0 5,746.5
S4 5,590.0 5,616.0 5,730.0
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 5,867.0 5,747.5 119.5 2.1% 52.5 0.9% 13% False True 69,607
10 5,867.0 5,747.5 119.5 2.1% 48.0 0.8% 13% False True 67,337
20 5,867.0 5,505.5 361.5 6.3% 71.0 1.2% 71% False False 78,793
40 5,867.0 5,410.0 457.0 7.9% 72.5 1.3% 77% False False 81,102
60 5,867.0 5,176.0 691.0 12.0% 78.5 1.4% 85% False False 79,522
80 5,867.0 5,176.0 691.0 12.0% 76.5 1.3% 85% False False 59,664
100 5,867.0 5,176.0 691.0 12.0% 73.5 1.3% 85% False False 47,744
Crabel Price Patterns
NR True
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 10.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,068.0
2.618 5,968.0
1.618 5,907.0
1.000 5,869.5
0.618 5,846.0
HIGH 5,808.5
0.618 5,785.0
0.500 5,778.0
0.382 5,771.0
LOW 5,747.5
0.618 5,710.0
1.000 5,686.5
1.618 5,649.0
2.618 5,588.0
4.250 5,488.0
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 5,778.0 5,807.0
PP 5,773.0 5,792.5
S1 5,768.5 5,778.0

Download as Excel Spreadsheet

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

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