FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 5,809.0 5,804.5 -4.5 -0.1% 5,699.5
High 5,822.5 5,814.0 -8.5 -0.1% 5,825.0
Low 5,802.0 5,799.0 -3.0 -0.1% 5,699.5
Close 5,812.5 5,801.0 -11.5 -0.2% 5,808.5
Range 20.5 15.0 -5.5 -26.8% 125.5
ATR 58.9 55.8 -3.1 -5.3% 0.0
Volume 29 76 47 162.1% 222
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,849.5 5,840.5 5,809.0
R3 5,834.5 5,825.5 5,805.0
R2 5,819.5 5,819.5 5,804.0
R1 5,810.5 5,810.5 5,802.5 5,807.5
PP 5,804.5 5,804.5 5,804.5 5,803.0
S1 5,795.5 5,795.5 5,799.5 5,792.5
S2 5,789.5 5,789.5 5,798.0
S3 5,774.5 5,780.5 5,797.0
S4 5,759.5 5,765.5 5,793.0
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 5,767.0 58.0 1.0% 25.5 0.4% 59% False False 79
10 5,825.0 5,555.0 270.0 4.7% 55.5 1.0% 91% False False 60
20 5,825.0 5,420.5 404.5 7.0% 52.5 0.9% 94% False False 35
40 5,825.0 5,381.0 444.0 7.7% 41.5 0.7% 95% False False 27
60 5,825.0 5,174.5 650.5 11.2% 30.0 0.5% 96% False False 39
80 5,825.0 5,174.5 650.5 11.2% 22.5 0.4% 96% False False 39
100 5,825.0 5,174.5 650.5 11.2% 19.5 0.3% 96% False False 37
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5,878.0
2.618 5,853.5
1.618 5,838.5
1.000 5,829.0
0.618 5,823.5
HIGH 5,814.0
0.618 5,808.5
0.500 5,806.5
0.382 5,804.5
LOW 5,799.0
0.618 5,789.5
1.000 5,784.0
1.618 5,774.5
2.618 5,759.5
4.250 5,735.0
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 5,806.5 5,800.0
PP 5,804.5 5,799.5
S1 5,803.0 5,799.0

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

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