FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 5,762.5 5,776.0 13.5 0.2% 5,698.5
High 5,797.0 5,822.0 25.0 0.4% 5,807.5
Low 5,755.5 5,755.0 -0.5 0.0% 5,634.0
Close 5,789.0 5,780.0 -9.0 -0.2% 5,784.5
Range 41.5 67.0 25.5 61.4% 173.5
ATR 63.8 64.0 0.2 0.4% 0.0
Volume 105,181 103,889 -1,292 -1.2% 486,023
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 5,986.5 5,950.5 5,817.0
R3 5,919.5 5,883.5 5,798.5
R2 5,852.5 5,852.5 5,792.5
R1 5,816.5 5,816.5 5,786.0 5,834.5
PP 5,785.5 5,785.5 5,785.5 5,795.0
S1 5,749.5 5,749.5 5,774.0 5,767.5
S2 5,718.5 5,718.5 5,767.5
S3 5,651.5 5,682.5 5,761.5
S4 5,584.5 5,615.5 5,743.0
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 5,822.0 5,662.0 160.0 2.8% 62.0 1.1% 74% True False 94,557
10 5,822.0 5,634.0 188.0 3.3% 67.0 1.2% 78% True False 94,512
20 5,867.0 5,634.0 233.0 4.0% 57.0 1.0% 63% False False 80,471
40 5,867.0 5,410.0 457.0 7.9% 70.5 1.2% 81% False False 82,945
60 5,867.0 5,390.5 476.5 8.2% 71.5 1.2% 82% False False 83,312
80 5,867.0 5,176.0 691.0 12.0% 75.5 1.3% 87% False False 73,772
100 5,867.0 5,176.0 691.0 12.0% 71.5 1.2% 87% False False 59,028
120 5,867.0 5,176.0 691.0 12.0% 70.0 1.2% 87% False False 49,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,107.0
2.618 5,997.5
1.618 5,930.5
1.000 5,889.0
0.618 5,863.5
HIGH 5,822.0
0.618 5,796.5
0.500 5,788.5
0.382 5,780.5
LOW 5,755.0
0.618 5,713.5
1.000 5,688.0
1.618 5,646.5
2.618 5,579.5
4.250 5,470.0
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 5,788.5 5,788.5
PP 5,785.5 5,785.5
S1 5,783.0 5,783.0

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

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