FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 5,791.5 5,809.0 17.5 0.3% 5,699.5
High 5,799.5 5,822.5 23.0 0.4% 5,825.0
Low 5,775.0 5,802.0 27.0 0.5% 5,699.5
Close 5,780.0 5,812.5 32.5 0.6% 5,808.5
Range 24.5 20.5 -4.0 -16.3% 125.5
ATR 60.1 58.9 -1.3 -2.1% 0.0
Volume 212 29 -183 -86.3% 222
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,874.0 5,863.5 5,824.0
R3 5,853.5 5,843.0 5,818.0
R2 5,833.0 5,833.0 5,816.5
R1 5,822.5 5,822.5 5,814.5 5,828.0
PP 5,812.5 5,812.5 5,812.5 5,815.0
S1 5,802.0 5,802.0 5,810.5 5,807.0
S2 5,792.0 5,792.0 5,808.5
S3 5,771.5 5,781.5 5,807.0
S4 5,751.0 5,761.0 5,801.0
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,154.0 6,107.0 5,877.5
R3 6,028.5 5,981.5 5,843.0
R2 5,903.0 5,903.0 5,831.5
R1 5,856.0 5,856.0 5,820.0 5,879.5
PP 5,777.5 5,777.5 5,777.5 5,789.5
S1 5,730.5 5,730.5 5,797.0 5,754.0
S2 5,652.0 5,652.0 5,785.5
S3 5,526.5 5,605.0 5,774.0
S4 5,401.0 5,479.5 5,739.5
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 5,749.0 76.0 1.3% 32.5 0.6% 84% False False 78
10 5,825.0 5,550.5 274.5 4.7% 64.5 1.1% 95% False False 53
20 5,825.0 5,420.5 404.5 7.0% 55.0 0.9% 97% False False 31
40 5,825.0 5,381.0 444.0 7.6% 41.5 0.7% 97% False False 26
60 5,825.0 5,174.5 650.5 11.2% 29.5 0.5% 98% False False 39
80 5,825.0 5,174.5 650.5 11.2% 22.5 0.4% 98% False False 38
100 5,825.0 5,174.5 650.5 11.2% 19.5 0.3% 98% False False 36
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,909.5
2.618 5,876.0
1.618 5,855.5
1.000 5,843.0
0.618 5,835.0
HIGH 5,822.5
0.618 5,814.5
0.500 5,812.0
0.382 5,810.0
LOW 5,802.0
0.618 5,789.5
1.000 5,781.5
1.618 5,769.0
2.618 5,748.5
4.250 5,715.0
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 5,812.5 5,806.5
PP 5,812.5 5,800.5
S1 5,812.0 5,795.0

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

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