FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 5,844.5 5,839.5 -5.0 -0.1% 5,755.0
High 5,860.5 5,871.0 10.5 0.2% 5,905.0
Low 5,810.0 5,833.5 23.5 0.4% 5,728.0
Close 5,856.0 5,868.0 12.0 0.2% 5,875.0
Range 50.5 37.5 -13.0 -25.7% 177.0
ATR 61.2 59.6 -1.7 -2.8% 0.0
Volume 186,663 107,645 -79,018 -42.3% 267,147
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 5,970.0 5,956.5 5,888.5
R3 5,932.5 5,919.0 5,878.5
R2 5,895.0 5,895.0 5,875.0
R1 5,881.5 5,881.5 5,871.5 5,888.0
PP 5,857.5 5,857.5 5,857.5 5,861.0
S1 5,844.0 5,844.0 5,864.5 5,851.0
S2 5,820.0 5,820.0 5,861.0
S3 5,782.5 5,806.5 5,857.5
S4 5,745.0 5,769.0 5,847.5
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,367.0 6,298.0 5,972.5
R3 6,190.0 6,121.0 5,923.5
R2 6,013.0 6,013.0 5,907.5
R1 5,944.0 5,944.0 5,891.0 5,978.5
PP 5,836.0 5,836.0 5,836.0 5,853.0
S1 5,767.0 5,767.0 5,859.0 5,801.5
S2 5,659.0 5,659.0 5,842.5
S3 5,482.0 5,590.0 5,826.5
S4 5,305.0 5,413.0 5,777.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,905.0 5,742.0 163.0 2.8% 63.0 1.1% 77% False False 137,749
10 5,905.0 5,641.5 263.5 4.5% 59.0 1.0% 86% False False 77,792
20 5,905.0 5,606.0 299.0 5.1% 53.0 0.9% 88% False False 39,515
40 5,905.0 5,420.5 484.5 8.3% 50.0 0.9% 92% False False 19,778
60 5,905.0 5,386.5 518.5 8.8% 46.5 0.8% 93% False False 13,192
80 5,905.0 5,174.5 730.5 12.4% 37.5 0.6% 95% False False 9,910
100 5,905.0 5,174.5 730.5 12.4% 30.0 0.5% 95% False False 7,935
120 5,905.0 5,174.5 730.5 12.4% 26.0 0.4% 95% False False 6,617
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 11.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,030.5
2.618 5,969.0
1.618 5,931.5
1.000 5,908.5
0.618 5,894.0
HIGH 5,871.0
0.618 5,856.5
0.500 5,852.0
0.382 5,848.0
LOW 5,833.5
0.618 5,810.5
1.000 5,796.0
1.618 5,773.0
2.618 5,735.5
4.250 5,674.0
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 5,863.0 5,861.0
PP 5,857.5 5,853.5
S1 5,852.0 5,846.0

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

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