FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 5,767.5 5,775.0 7.5 0.1% 5,791.5
High 5,770.5 5,775.0 4.5 0.1% 5,822.5
Low 5,739.0 5,723.0 -16.0 -0.3% 5,775.0
Close 5,742.0 5,747.5 5.5 0.1% 5,815.5
Range 31.5 52.0 20.5 65.1% 47.5
ATR 54.3 54.1 -0.2 -0.3% 0.0
Volume 60 16 -44 -73.3% 400
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,904.5 5,878.0 5,776.0
R3 5,852.5 5,826.0 5,762.0
R2 5,800.5 5,800.5 5,757.0
R1 5,774.0 5,774.0 5,752.5 5,761.0
PP 5,748.5 5,748.5 5,748.5 5,742.0
S1 5,722.0 5,722.0 5,742.5 5,709.0
S2 5,696.5 5,696.5 5,738.0
S3 5,644.5 5,670.0 5,733.0
S4 5,592.5 5,618.0 5,719.0
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,947.0 5,928.5 5,841.5
R3 5,899.5 5,881.0 5,828.5
R2 5,852.0 5,852.0 5,824.0
R1 5,833.5 5,833.5 5,820.0 5,843.0
PP 5,804.5 5,804.5 5,804.5 5,809.0
S1 5,786.0 5,786.0 5,811.0 5,795.0
S2 5,757.0 5,757.0 5,807.0
S3 5,709.5 5,738.5 5,802.5
S4 5,662.0 5,691.0 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 5,822.0 5,723.0 99.0 1.7% 36.0 0.6% 25% False True 35
10 5,822.5 5,723.0 99.5 1.7% 32.5 0.6% 25% False True 56
20 5,825.0 5,550.5 274.5 4.8% 51.0 0.9% 72% False False 43
40 5,825.0 5,420.5 404.5 7.0% 43.0 0.8% 81% False False 31
60 5,825.0 5,174.5 650.5 11.3% 33.5 0.6% 88% False False 43
80 5,825.0 5,174.5 650.5 11.3% 25.5 0.4% 88% False False 40
100 5,825.0 5,174.5 650.5 11.3% 21.0 0.4% 88% False False 37
120 5,854.0 5,174.5 679.5 11.8% 18.0 0.3% 84% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.2
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5,996.0
2.618 5,911.0
1.618 5,859.0
1.000 5,827.0
0.618 5,807.0
HIGH 5,775.0
0.618 5,755.0
0.500 5,749.0
0.382 5,743.0
LOW 5,723.0
0.618 5,691.0
1.000 5,671.0
1.618 5,639.0
2.618 5,587.0
4.250 5,502.0
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 5,749.0 5,772.5
PP 5,748.5 5,764.0
S1 5,748.0 5,756.0

Download as Excel Spreadsheet

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

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