FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 5,889.5 5,870.0 -19.5 -0.3% 5,890.0
High 5,889.5 5,894.0 4.5 0.1% 5,911.5
Low 5,823.5 5,835.0 11.5 0.2% 5,823.5
Close 5,853.5 5,838.0 -15.5 -0.3% 5,838.0
Range 66.0 59.0 -7.0 -10.6% 88.0
ATR 67.1 66.6 -0.6 -0.9% 0.0
Volume 16,187 15,193 -994 -6.1% 652,045
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,032.5 5,994.5 5,870.5
R3 5,973.5 5,935.5 5,854.0
R2 5,914.5 5,914.5 5,849.0
R1 5,876.5 5,876.5 5,843.5 5,866.0
PP 5,855.5 5,855.5 5,855.5 5,850.5
S1 5,817.5 5,817.5 5,832.5 5,807.0
S2 5,796.5 5,796.5 5,827.0
S3 5,737.5 5,758.5 5,822.0
S4 5,678.5 5,699.5 5,805.5
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,121.5 6,068.0 5,886.5
R3 6,033.5 5,980.0 5,862.0
R2 5,945.5 5,945.5 5,854.0
R1 5,892.0 5,892.0 5,846.0 5,875.0
PP 5,857.5 5,857.5 5,857.5 5,849.0
S1 5,804.0 5,804.0 5,830.0 5,787.0
S2 5,769.5 5,769.5 5,822.0
S3 5,681.5 5,716.0 5,814.0
S4 5,593.5 5,628.0 5,789.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,911.5 5,823.5 88.0 1.5% 52.0 0.9% 16% False False 130,409
10 5,933.0 5,755.0 178.0 3.0% 60.0 1.0% 47% False False 132,227
20 5,933.0 5,634.0 299.0 5.1% 62.0 1.1% 68% False False 107,863
40 5,933.0 5,505.5 427.5 7.3% 66.5 1.1% 78% False False 93,328
60 5,933.0 5,410.0 523.0 9.0% 69.0 1.2% 82% False False 90,022
80 5,933.0 5,176.0 757.0 13.0% 74.5 1.3% 87% False False 86,607
100 5,933.0 5,176.0 757.0 13.0% 73.5 1.3% 87% False False 69,304
120 5,933.0 5,176.0 757.0 13.0% 71.5 1.2% 87% False False 57,764
Crabel Price Patterns
NR True
NR4 False
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 13.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,145.0
2.618 6,048.5
1.618 5,989.5
1.000 5,953.0
0.618 5,930.5
HIGH 5,894.0
0.618 5,871.5
0.500 5,864.5
0.382 5,857.5
LOW 5,835.0
0.618 5,798.5
1.000 5,776.0
1.618 5,739.5
2.618 5,680.5
4.250 5,584.0
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 5,864.5 5,861.0
PP 5,855.5 5,853.5
S1 5,847.0 5,846.0

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

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