FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 5,755.0 5,825.0 70.0 1.2% 5,555.0
High 5,800.0 5,825.0 25.0 0.4% 5,718.0
Low 5,749.0 5,800.0 51.0 0.9% 5,550.5
Close 5,792.0 5,797.0 5.0 0.1% 5,712.0
Range 51.0 25.0 -26.0 -51.0% 167.5
ATR 66.1 63.7 -2.4 -3.6% 0.0
Volume 72 76 4 5.6% 92
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,882.5 5,864.5 5,811.0
R3 5,857.5 5,839.5 5,804.0
R2 5,832.5 5,832.5 5,801.5
R1 5,814.5 5,814.5 5,799.5 5,811.0
PP 5,807.5 5,807.5 5,807.5 5,805.5
S1 5,789.5 5,789.5 5,794.5 5,786.0
S2 5,782.5 5,782.5 5,792.5
S3 5,757.5 5,764.5 5,790.0
S4 5,732.5 5,739.5 5,783.0
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 5,825.0 5,589.0 236.0 4.1% 61.0 1.1% 88% True False 52
10 5,825.0 5,550.5 274.5 4.7% 69.0 1.2% 90% True False 31
20 5,825.0 5,420.5 404.5 7.0% 54.0 0.9% 93% True False 23
40 5,825.0 5,381.0 444.0 7.7% 39.0 0.7% 94% True False 21
60 5,825.0 5,174.5 650.5 11.2% 28.0 0.5% 96% True False 37
80 5,825.0 5,174.5 650.5 11.2% 21.5 0.4% 96% True False 36
100 5,854.0 5,174.5 679.5 11.7% 18.5 0.3% 92% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.0
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,931.0
2.618 5,890.5
1.618 5,865.5
1.000 5,850.0
0.618 5,840.5
HIGH 5,825.0
0.618 5,815.5
0.500 5,812.5
0.382 5,809.5
LOW 5,800.0
0.618 5,784.5
1.000 5,775.0
1.618 5,759.5
2.618 5,734.5
4.250 5,694.0
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 5,812.5 5,790.0
PP 5,807.5 5,783.0
S1 5,802.0 5,776.0

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

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