FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 5,726.0 5,728.5 2.5 0.0% 5,806.5
High 5,743.0 5,741.5 -1.5 0.0% 5,822.0
Low 5,707.0 5,714.5 7.5 0.1% 5,707.0
Close 5,742.0 5,733.0 -9.0 -0.2% 5,742.0
Range 36.0 27.0 -9.0 -25.0% 115.0
ATR 53.2 51.3 -1.8 -3.4% 0.0
Volume 38 205 167 439.5% 195
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,810.5 5,799.0 5,748.0
R3 5,783.5 5,772.0 5,740.5
R2 5,756.5 5,756.5 5,738.0
R1 5,745.0 5,745.0 5,735.5 5,751.0
PP 5,729.5 5,729.5 5,729.5 5,732.5
S1 5,718.0 5,718.0 5,730.5 5,724.0
S2 5,702.5 5,702.5 5,728.0
S3 5,675.5 5,691.0 5,725.5
S4 5,648.5 5,664.0 5,718.0
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,102.0 6,037.0 5,805.0
R3 5,987.0 5,922.0 5,773.5
R2 5,872.0 5,872.0 5,763.0
R1 5,807.0 5,807.0 5,752.5 5,782.0
PP 5,757.0 5,757.0 5,757.0 5,744.5
S1 5,692.0 5,692.0 5,731.5 5,667.0
S2 5,642.0 5,642.0 5,721.0
S3 5,527.0 5,577.0 5,710.5
S4 5,412.0 5,462.0 5,679.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,822.0 5,707.0 115.0 2.0% 34.5 0.6% 23% False False 67
10 5,822.5 5,707.0 115.5 2.0% 32.0 0.6% 23% False False 58
20 5,825.0 5,550.5 274.5 4.8% 50.5 0.9% 66% False False 55
40 5,825.0 5,420.5 404.5 7.1% 43.5 0.8% 77% False False 36
60 5,825.0 5,174.5 650.5 11.3% 34.5 0.6% 86% False False 46
80 5,825.0 5,174.5 650.5 11.3% 26.0 0.5% 86% False False 43
100 5,825.0 5,174.5 650.5 11.3% 22.0 0.4% 86% False False 39
120 5,854.0 5,174.5 679.5 11.9% 18.5 0.3% 82% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,856.0
2.618 5,812.0
1.618 5,785.0
1.000 5,768.5
0.618 5,758.0
HIGH 5,741.5
0.618 5,731.0
0.500 5,728.0
0.382 5,725.0
LOW 5,714.5
0.618 5,698.0
1.000 5,687.5
1.618 5,671.0
2.618 5,644.0
4.250 5,600.0
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 5,731.5 5,741.0
PP 5,729.5 5,738.5
S1 5,728.0 5,735.5

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

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