FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 5,784.0 5,788.5 4.5 0.1% 5,698.5
High 5,807.5 5,806.5 -1.0 0.0% 5,807.5
Low 5,770.5 5,766.0 -4.5 -0.1% 5,634.0
Close 5,784.5 5,793.5 9.0 0.2% 5,784.5
Range 37.0 40.5 3.5 9.5% 173.5
ATR 67.4 65.5 -1.9 -2.9% 0.0
Volume 69,596 85,379 15,783 22.7% 486,023
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 5,910.0 5,892.5 5,816.0
R3 5,869.5 5,852.0 5,804.5
R2 5,829.0 5,829.0 5,801.0
R1 5,811.5 5,811.5 5,797.0 5,820.0
PP 5,788.5 5,788.5 5,788.5 5,793.0
S1 5,771.0 5,771.0 5,790.0 5,780.0
S2 5,748.0 5,748.0 5,786.0
S3 5,707.5 5,730.5 5,782.5
S4 5,667.0 5,690.0 5,771.0
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,262.5 6,197.0 5,880.0
R3 6,089.0 6,023.5 5,832.0
R2 5,915.5 5,915.5 5,816.5
R1 5,850.0 5,850.0 5,800.5 5,883.0
PP 5,742.0 5,742.0 5,742.0 5,758.5
S1 5,676.5 5,676.5 5,768.5 5,709.0
S2 5,568.5 5,568.5 5,752.5
S3 5,395.0 5,503.0 5,737.0
S4 5,221.5 5,329.5 5,689.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,807.5 5,634.0 173.5 3.0% 70.5 1.2% 92% False False 94,758
10 5,807.5 5,634.0 173.5 3.0% 63.0 1.1% 92% False False 85,517
20 5,867.0 5,634.0 233.0 4.0% 56.0 1.0% 68% False False 76,264
40 5,867.0 5,410.0 457.0 7.9% 70.5 1.2% 84% False False 81,016
60 5,867.0 5,390.5 476.5 8.2% 73.5 1.3% 85% False False 83,779
80 5,867.0 5,176.0 691.0 11.9% 76.0 1.3% 89% False False 71,160
100 5,867.0 5,176.0 691.0 11.9% 71.5 1.2% 89% False False 56,942
120 5,885.0 5,176.0 709.0 12.2% 69.5 1.2% 87% False False 47,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,978.5
2.618 5,912.5
1.618 5,872.0
1.000 5,847.0
0.618 5,831.5
HIGH 5,806.5
0.618 5,791.0
0.500 5,786.0
0.382 5,781.5
LOW 5,766.0
0.618 5,741.0
1.000 5,725.5
1.618 5,700.5
2.618 5,660.0
4.250 5,594.0
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 5,791.0 5,774.0
PP 5,788.5 5,754.5
S1 5,786.0 5,735.0

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

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