FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 03-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 03-Sep-2012 Change Change % Previous Week
Open 5,674.5 5,655.0 -19.5 -0.3% 5,728.5
High 5,727.0 5,720.0 -7.0 -0.1% 5,741.5
Low 5,660.5 5,655.0 -5.5 -0.1% 5,660.5
Close 5,670.0 5,712.0 42.0 0.7% 5,670.0
Range 66.5 65.0 -1.5 -2.3% 81.0
ATR 50.1 51.2 1.1 2.1% 0.0
Volume 766 4,014 3,248 424.0% 1,393
Daily Pivots for day following 03-Sep-2012
Classic Woodie Camarilla DeMark
R4 5,890.5 5,866.5 5,748.0
R3 5,825.5 5,801.5 5,730.0
R2 5,760.5 5,760.5 5,724.0
R1 5,736.5 5,736.5 5,718.0 5,748.5
PP 5,695.5 5,695.5 5,695.5 5,702.0
S1 5,671.5 5,671.5 5,706.0 5,683.5
S2 5,630.5 5,630.5 5,700.0
S3 5,565.5 5,606.5 5,694.0
S4 5,500.5 5,541.5 5,676.0
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 5,741.5 5,655.0 86.5 1.5% 43.5 0.8% 66% False True 1,081
10 5,822.0 5,655.0 167.0 2.9% 41.5 0.7% 34% False True 560
20 5,825.0 5,655.0 170.0 3.0% 38.0 0.7% 34% False True 311
40 5,825.0 5,420.5 404.5 7.1% 44.5 0.8% 72% False False 162
60 5,825.0 5,357.0 468.0 8.2% 36.5 0.6% 76% False False 124
80 5,825.0 5,174.5 650.5 11.4% 28.5 0.5% 83% False False 105
100 5,825.0 5,174.5 650.5 11.4% 23.5 0.4% 83% False False 91
120 5,854.0 5,174.5 679.5 11.9% 20.5 0.4% 79% False False 79
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 7.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,996.0
2.618 5,890.0
1.618 5,825.0
1.000 5,785.0
0.618 5,760.0
HIGH 5,720.0
0.618 5,695.0
0.500 5,687.5
0.382 5,680.0
LOW 5,655.0
0.618 5,615.0
1.000 5,590.0
1.618 5,550.0
2.618 5,485.0
4.250 5,379.0
Fisher Pivots for day following 03-Sep-2012
Pivot 1 day 3 day
R1 5,704.0 5,705.0
PP 5,695.5 5,698.0
S1 5,687.5 5,691.0

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

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