FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 5,885.5 5,890.0 4.5 0.1% 5,788.5
High 5,933.0 5,911.5 -21.5 -0.4% 5,933.0
Low 5,878.0 5,865.5 -12.5 -0.2% 5,755.0
Close 5,903.0 5,885.5 -17.5 -0.3% 5,903.0
Range 55.0 46.0 -9.0 -16.4% 178.0
ATR 72.1 70.2 -1.9 -2.6% 0.0
Volume 193,318 246,987 53,669 27.8% 670,231
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,025.5 6,001.5 5,911.0
R3 5,979.5 5,955.5 5,898.0
R2 5,933.5 5,933.5 5,894.0
R1 5,909.5 5,909.5 5,889.5 5,898.5
PP 5,887.5 5,887.5 5,887.5 5,882.0
S1 5,863.5 5,863.5 5,881.5 5,852.5
S2 5,841.5 5,841.5 5,877.0
S3 5,795.5 5,817.5 5,873.0
S4 5,749.5 5,771.5 5,860.0
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,397.5 6,328.5 6,001.0
R3 6,219.5 6,150.5 5,952.0
R2 6,041.5 6,041.5 5,935.5
R1 5,972.5 5,972.5 5,919.5 6,007.0
PP 5,863.5 5,863.5 5,863.5 5,881.0
S1 5,794.5 5,794.5 5,886.5 5,829.0
S2 5,685.5 5,685.5 5,870.5
S3 5,507.5 5,616.5 5,854.0
S4 5,329.5 5,438.5 5,805.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,933.0 5,755.0 178.0 3.0% 68.5 1.2% 73% False False 166,367
10 5,933.0 5,634.0 299.0 5.1% 69.5 1.2% 84% False False 130,563
20 5,933.0 5,634.0 299.0 5.1% 63.0 1.1% 84% False False 102,029
40 5,933.0 5,410.0 523.0 8.9% 71.5 1.2% 91% False False 92,628
60 5,933.0 5,390.5 542.5 9.2% 71.0 1.2% 91% False False 88,822
80 5,933.0 5,176.0 757.0 12.9% 75.5 1.3% 94% False False 81,554
100 5,933.0 5,176.0 757.0 12.9% 72.5 1.2% 94% False False 65,254
120 5,933.0 5,176.0 757.0 12.9% 71.5 1.2% 94% False False 54,389
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 12.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,107.0
2.618 6,032.0
1.618 5,986.0
1.000 5,957.5
0.618 5,940.0
HIGH 5,911.5
0.618 5,894.0
0.500 5,888.5
0.382 5,883.0
LOW 5,865.5
0.618 5,837.0
1.000 5,819.5
1.618 5,791.0
2.618 5,745.0
4.250 5,670.0
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 5,888.5 5,874.0
PP 5,887.5 5,862.5
S1 5,886.5 5,851.0

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

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