FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	5,762.5	5,776.0	13.5	0.2%	5,698.5
High	5,797.0	5,822.0	25.0	0.4%	5,807.5
Low	5,755.5	5,755.0	-0.5	0.0%	5,634.0
Close	5,789.0	5,780.0	-9.0	-0.2%	5,784.5
Range	41.5	67.0	25.5	61.4%	173.5
ATR	63.8	64.0	0.2	0.4%	0.0
Volume	105,181	103,889	-1,292	-1.2%	486,023

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,986.5	5,950.5	5,817.0
R3	5,919.5	5,883.5	5,798.5
R2	5,852.5	5,852.5	5,792.5
R1	5,816.5	5,816.5	5,786.0	5,834.5
PP	5,785.5	5,785.5	5,785.5	5,795.0
S1	5,749.5	5,749.5	5,774.0	5,767.5
S2	5,718.5	5,718.5	5,767.5
S3	5,651.5	5,682.5	5,761.5
S4	5,584.5	5,615.5	5,743.0

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,262.5	6,197.0	5,880.0
R3	6,089.0	6,023.5	5,832.0
R2	5,915.5	5,915.5	5,816.5
R1	5,850.0	5,850.0	5,800.5	5,883.0
PP	5,742.0	5,742.0	5,742.0	5,758.5
S1	5,676.5	5,676.5	5,768.5	5,709.0
S2	5,568.5	5,568.5	5,752.5
S3	5,395.0	5,503.0	5,737.0
S4	5,221.5	5,329.5	5,689.0

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	5,662.0	160.0	2.8%	62.0	1.1%	74%	True	False	94,557
10	5,822.0	5,634.0	188.0	3.3%	67.0	1.2%	78%	True	False	94,512
20	5,867.0	5,634.0	233.0	4.0%	57.0	1.0%	63%	False	False	80,471
40	5,867.0	5,410.0	457.0	7.9%	70.5	1.2%	81%	False	False	82,945
60	5,867.0	5,390.5	476.5	8.2%	71.5	1.2%	82%	False	False	83,312
80	5,867.0	5,176.0	691.0	12.0%	75.5	1.3%	87%	False	False	73,772
100	5,867.0	5,176.0	691.0	12.0%	71.5	1.2%	87%	False	False	59,028
120	5,867.0	5,176.0	691.0	12.0%	70.0	1.2%	87%	False	False	49,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,107.0
2.618	5,997.5
1.618	5,930.5
1.000	5,889.0
0.618	5,863.5
HIGH	5,822.0
0.618	5,796.5
0.500	5,788.5
0.382	5,780.5
LOW	5,755.0
0.618	5,713.5
1.000	5,688.0
1.618	5,646.5
2.618	5,579.5
4.250	5,470.0

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	5,788.5	5,788.5
PP	5,785.5	5,785.5
S1	5,783.0	5,783.0

Download as Excel Spreadsheet

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

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