FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 5,761.0 5,755.5 -5.5 -0.1% 5,655.0
High 5,789.5 5,869.0 79.5 1.4% 5,775.0
Low 5,728.0 5,742.0 14.0 0.2% 5,606.0
Close 5,751.0 5,790.5 39.5 0.7% 5,755.5
Range 61.5 127.0 65.5 106.5% 169.0
ATR 54.3 59.5 5.2 9.6% 0.0
Volume 28,310 67,848 39,538 139.7% 38,610
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,181.5 6,113.0 5,860.5
R3 6,054.5 5,986.0 5,825.5
R2 5,927.5 5,927.5 5,814.0
R1 5,859.0 5,859.0 5,802.0 5,893.0
PP 5,800.5 5,800.5 5,800.5 5,817.5
S1 5,732.0 5,732.0 5,779.0 5,766.0
S2 5,673.5 5,673.5 5,767.0
S3 5,546.5 5,605.0 5,755.5
S4 5,419.5 5,478.0 5,720.5
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,219.0 6,156.5 5,848.5
R3 6,050.0 5,987.5 5,802.0
R2 5,881.0 5,881.0 5,786.5
R1 5,818.5 5,818.5 5,771.0 5,850.0
PP 5,712.0 5,712.0 5,712.0 5,728.0
S1 5,649.5 5,649.5 5,740.0 5,681.0
S2 5,543.0 5,543.0 5,724.5
S3 5,374.0 5,480.5 5,709.0
S4 5,205.0 5,311.5 5,662.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,869.0 5,728.0 141.0 2.4% 57.0 1.0% 44% True False 28,085
10 5,869.0 5,606.0 263.0 4.5% 66.5 1.1% 70% True False 16,867
20 5,869.0 5,606.0 263.0 4.5% 50.5 0.9% 70% True False 8,478
40 5,869.0 5,420.5 448.5 7.7% 51.5 0.9% 82% True False 4,257
60 5,869.0 5,381.0 488.0 8.4% 44.5 0.8% 84% True False 2,844
80 5,869.0 5,174.5 694.5 12.0% 35.0 0.6% 89% True False 2,149
100 5,869.0 5,174.5 694.5 12.0% 28.0 0.5% 89% True False 1,727
120 5,869.0 5,174.5 694.5 12.0% 24.5 0.4% 89% True False 1,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.9
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 6,409.0
2.618 6,201.5
1.618 6,074.5
1.000 5,996.0
0.618 5,947.5
HIGH 5,869.0
0.618 5,820.5
0.500 5,805.5
0.382 5,790.5
LOW 5,742.0
0.618 5,663.5
1.000 5,615.0
1.618 5,536.5
2.618 5,409.5
4.250 5,202.0
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 5,805.5 5,798.5
PP 5,800.5 5,796.0
S1 5,795.5 5,793.0

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

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