FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 5,705.0 5,674.5 -30.5 -0.5% 5,728.5
High 5,705.0 5,727.0 22.0 0.4% 5,741.5
Low 5,674.0 5,660.5 -13.5 -0.2% 5,660.5
Close 5,691.5 5,670.0 -21.5 -0.4% 5,670.0
Range 31.0 66.5 35.5 114.5% 81.0
ATR 48.9 50.1 1.3 2.6% 0.0
Volume 232 766 534 230.2% 1,393
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,885.5 5,844.0 5,706.5
R3 5,819.0 5,777.5 5,688.5
R2 5,752.5 5,752.5 5,682.0
R1 5,711.0 5,711.0 5,676.0 5,698.5
PP 5,686.0 5,686.0 5,686.0 5,679.5
S1 5,644.5 5,644.5 5,664.0 5,632.0
S2 5,619.5 5,619.5 5,658.0
S3 5,553.0 5,578.0 5,651.5
S4 5,486.5 5,511.5 5,633.5
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,933.5 5,883.0 5,714.5
R3 5,852.5 5,802.0 5,692.5
R2 5,771.5 5,771.5 5,685.0
R1 5,721.0 5,721.0 5,677.5 5,706.0
PP 5,690.5 5,690.5 5,690.5 5,683.0
S1 5,640.0 5,640.0 5,662.5 5,625.0
S2 5,609.5 5,609.5 5,655.0
S3 5,528.5 5,559.0 5,647.5
S4 5,447.5 5,478.0 5,625.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,743.0 5,660.5 82.5 1.5% 38.0 0.7% 12% False True 286
10 5,822.0 5,660.5 161.5 2.8% 37.0 0.7% 6% False True 160
20 5,825.0 5,589.0 236.0 4.2% 41.0 0.7% 34% False False 112
40 5,825.0 5,420.5 404.5 7.1% 44.0 0.8% 62% False False 65
60 5,825.0 5,357.0 468.0 8.3% 35.5 0.6% 67% False False 61
80 5,825.0 5,174.5 650.5 11.5% 27.5 0.5% 76% False False 56
100 5,825.0 5,174.5 650.5 11.5% 23.0 0.4% 76% False False 51
120 5,854.0 5,174.5 679.5 12.0% 19.5 0.3% 73% False False 45
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 8.1
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,009.5
2.618 5,901.0
1.618 5,834.5
1.000 5,793.5
0.618 5,768.0
HIGH 5,727.0
0.618 5,701.5
0.500 5,694.0
0.382 5,686.0
LOW 5,660.5
0.618 5,619.5
1.000 5,594.0
1.618 5,553.0
2.618 5,486.5
4.250 5,378.0
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 5,694.0 5,697.0
PP 5,686.0 5,688.0
S1 5,678.0 5,679.0

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

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