FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 5,749.0 5,673.0 -76.0 -1.3% 5,771.0
High 5,757.5 5,677.5 -80.0 -1.4% 5,777.5
Low 5,650.5 5,634.0 -16.5 -0.3% 5,686.5
Close 5,663.5 5,657.0 -6.5 -0.1% 5,705.0
Range 107.0 43.5 -63.5 -59.3% 91.0
ATR 66.8 65.1 -1.7 -2.5% 0.0
Volume 99,419 110,657 11,238 11.3% 283,770
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 5,786.5 5,765.5 5,681.0
R3 5,743.0 5,722.0 5,669.0
R2 5,699.5 5,699.5 5,665.0
R1 5,678.5 5,678.5 5,661.0 5,667.0
PP 5,656.0 5,656.0 5,656.0 5,650.5
S1 5,635.0 5,635.0 5,653.0 5,624.0
S2 5,612.5 5,612.5 5,649.0
S3 5,569.0 5,591.5 5,645.0
S4 5,525.5 5,548.0 5,633.0
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,996.0 5,941.5 5,755.0
R3 5,905.0 5,850.5 5,730.0
R2 5,814.0 5,814.0 5,721.5
R1 5,759.5 5,759.5 5,713.5 5,741.0
PP 5,723.0 5,723.0 5,723.0 5,714.0
S1 5,668.5 5,668.5 5,696.5 5,650.0
S2 5,632.0 5,632.0 5,688.5
S3 5,541.0 5,577.5 5,680.0
S4 5,450.0 5,486.5 5,655.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,759.5 5,634.0 125.5 2.2% 71.5 1.3% 18% False True 94,468
10 5,826.0 5,634.0 192.0 3.4% 60.5 1.1% 12% False True 81,111
20 5,867.0 5,634.0 233.0 4.1% 53.0 0.9% 10% False True 73,180
40 5,867.0 5,410.0 457.0 8.1% 70.0 1.2% 54% False False 80,275
60 5,867.0 5,379.5 487.5 8.6% 73.5 1.3% 57% False False 85,768
80 5,867.0 5,176.0 691.0 12.2% 76.0 1.3% 70% False False 67,865
100 5,867.0 5,176.0 691.0 12.2% 71.0 1.3% 70% False False 54,307
120 5,885.0 5,176.0 709.0 12.5% 68.0 1.2% 68% False False 45,260
Crabel Price Patterns
NR True
NR4 True
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 12.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,862.5
2.618 5,791.5
1.618 5,748.0
1.000 5,721.0
0.618 5,704.5
HIGH 5,677.5
0.618 5,661.0
0.500 5,656.0
0.382 5,650.5
LOW 5,634.0
0.618 5,607.0
1.000 5,590.5
1.618 5,563.5
2.618 5,520.0
4.250 5,449.0
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 5,656.5 5,697.0
PP 5,656.0 5,683.5
S1 5,656.0 5,670.0

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

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