FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 5,722.5 5,726.5 4.0 0.1% 5,580.0
High 5,722.5 5,726.5 4.0 0.1% 5,669.0
Low 5,722.5 5,716.5 -6.0 -0.1% 5,543.5
Close 5,722.5 5,750.0 27.5 0.5% 5,669.0
Range 0.0 10.0 10.0 125.5
ATR 48.6 45.9 -2.8 -5.7% 0.0
Volume 10 10 0 0.0% 90
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,761.0 5,765.5 5,755.5
R3 5,751.0 5,755.5 5,753.0
R2 5,741.0 5,741.0 5,752.0
R1 5,745.5 5,745.5 5,751.0 5,743.0
PP 5,731.0 5,731.0 5,731.0 5,730.0
S1 5,735.5 5,735.5 5,749.0 5,733.0
S2 5,721.0 5,721.0 5,748.0
S3 5,711.0 5,725.5 5,747.0
S4 5,701.0 5,715.5 5,744.5
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,003.5 5,962.0 5,738.0
R3 5,878.0 5,836.5 5,703.5
R2 5,752.5 5,752.5 5,692.0
R1 5,711.0 5,711.0 5,680.5 5,732.0
PP 5,627.0 5,627.0 5,627.0 5,637.5
S1 5,585.5 5,585.5 5,657.5 5,606.0
S2 5,501.5 5,501.5 5,646.0
S3 5,376.0 5,460.0 5,634.5
S4 5,250.5 5,334.5 5,600.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,726.5 5,551.0 175.5 3.1% 2.0 0.0% 113% True False 10
10 5,726.5 5,454.0 272.5 4.7% 1.0 0.0% 109% True False 15
20 5,726.5 5,380.5 346.0 6.0% 2.0 0.0% 107% True False 24
40 5,726.5 5,340.5 386.0 6.7% 3.5 0.1% 106% True False 26
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5,769.0
2.618 5,752.5
1.618 5,742.5
1.000 5,736.5
0.618 5,732.5
HIGH 5,726.5
0.618 5,722.5
0.500 5,721.5
0.382 5,720.5
LOW 5,716.5
0.618 5,710.5
1.000 5,706.5
1.618 5,700.5
2.618 5,690.5
4.250 5,674.0
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 5,740.5 5,737.0
PP 5,731.0 5,724.0
S1 5,721.5 5,711.0

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

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