FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 5,743.0 5,755.0 12.0 0.2% 5,555.0
High 5,775.0 5,800.0 25.0 0.4% 5,718.0
Low 5,726.5 5,749.0 22.5 0.4% 5,550.5
Close 5,763.5 5,792.0 28.5 0.5% 5,712.0
Range 48.5 51.0 2.5 5.2% 167.5
ATR 67.2 66.1 -1.2 -1.7% 0.0
Volume 64 72 8 12.5% 92
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,933.5 5,913.5 5,820.0
R3 5,882.5 5,862.5 5,806.0
R2 5,831.5 5,831.5 5,801.5
R1 5,811.5 5,811.5 5,796.5 5,821.5
PP 5,780.5 5,780.5 5,780.5 5,785.0
S1 5,760.5 5,760.5 5,787.5 5,770.5
S2 5,729.5 5,729.5 5,782.5
S3 5,678.5 5,709.5 5,778.0
S4 5,627.5 5,658.5 5,764.0
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,162.5 6,105.0 5,804.0
R3 5,995.0 5,937.5 5,758.0
R2 5,827.5 5,827.5 5,742.5
R1 5,770.0 5,770.0 5,727.5 5,799.0
PP 5,660.0 5,660.0 5,660.0 5,674.5
S1 5,602.5 5,602.5 5,696.5 5,631.0
S2 5,492.5 5,492.5 5,681.5
S3 5,325.0 5,435.0 5,666.0
S4 5,157.5 5,267.5 5,620.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,800.0 5,555.0 245.0 4.2% 85.0 1.5% 97% True False 41
10 5,800.0 5,494.0 306.0 5.3% 67.0 1.2% 97% True False 25
20 5,800.0 5,420.5 379.5 6.6% 54.0 0.9% 98% True False 19
40 5,800.0 5,380.0 420.0 7.3% 38.5 0.7% 98% True False 19
60 5,800.0 5,174.5 625.5 10.8% 28.0 0.5% 99% True False 37
80 5,800.0 5,174.5 625.5 10.8% 21.5 0.4% 99% True False 36
100 5,854.0 5,174.5 679.5 11.7% 18.5 0.3% 91% False False 34
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,017.0
2.618 5,933.5
1.618 5,882.5
1.000 5,851.0
0.618 5,831.5
HIGH 5,800.0
0.618 5,780.5
0.500 5,774.5
0.382 5,768.5
LOW 5,749.0
0.618 5,717.5
1.000 5,698.0
1.618 5,666.5
2.618 5,615.5
4.250 5,532.0
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 5,786.0 5,778.0
PP 5,780.5 5,764.0
S1 5,774.5 5,750.0

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

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