FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 5,776.0 5,785.0 9.0 0.2% 5,698.5
High 5,822.0 5,902.5 80.5 1.4% 5,807.5
Low 5,755.0 5,769.0 14.0 0.2% 5,634.0
Close 5,780.0 5,820.0 40.0 0.7% 5,784.5
Range 67.0 133.5 66.5 99.3% 173.5
ATR 64.0 69.0 5.0 7.8% 0.0
Volume 103,889 182,464 78,575 75.6% 486,023
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,231.0 6,159.0 5,893.5
R3 6,097.5 6,025.5 5,856.5
R2 5,964.0 5,964.0 5,844.5
R1 5,892.0 5,892.0 5,832.0 5,928.0
PP 5,830.5 5,830.5 5,830.5 5,848.5
S1 5,758.5 5,758.5 5,808.0 5,794.5
S2 5,697.0 5,697.0 5,795.5
S3 5,563.5 5,625.0 5,783.5
S4 5,430.0 5,491.5 5,746.5
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 5,902.5 5,755.0 147.5 2.5% 64.0 1.1% 44% True False 109,301
10 5,902.5 5,634.0 268.5 4.6% 76.0 1.3% 69% True False 107,349
20 5,902.5 5,634.0 268.5 4.6% 62.0 1.1% 69% True False 86,262
40 5,902.5 5,410.0 492.5 8.5% 72.0 1.2% 83% True False 85,420
60 5,902.5 5,390.5 512.0 8.8% 72.5 1.2% 84% True False 84,595
80 5,902.5 5,176.0 726.5 12.5% 76.5 1.3% 89% True False 76,052
100 5,902.5 5,176.0 726.5 12.5% 72.5 1.2% 89% True False 60,852
120 5,902.5 5,176.0 726.5 12.5% 71.0 1.2% 89% True False 50,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.2
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 6,470.0
2.618 6,252.0
1.618 6,118.5
1.000 6,036.0
0.618 5,985.0
HIGH 5,902.5
0.618 5,851.5
0.500 5,836.0
0.382 5,820.0
LOW 5,769.0
0.618 5,686.5
1.000 5,635.5
1.618 5,553.0
2.618 5,419.5
4.250 5,201.5
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 5,836.0 5,829.0
PP 5,830.5 5,826.0
S1 5,825.0 5,823.0

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

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