FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	5,052.0	5,212.0	160.0	3.2%	5,098.5
High	5,124.5	5,311.5	187.0	3.6%	5,311.5
Low	4,960.0	5,212.0	252.0	5.1%	4,819.5
Close	5,124.5	5,275.5	151.0	2.9%	5,275.5
Range	164.5	99.5	-65.0	-39.5%	492.0
ATR	128.2	132.4	4.2	3.3%	0.0
Volume	43	20	-23	-53.5%	573

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,565.0	5,519.5	5,330.0
R3	5,465.5	5,420.0	5,303.0
R2	5,366.0	5,366.0	5,293.5
R1	5,320.5	5,320.5	5,284.5	5,343.0
PP	5,266.5	5,266.5	5,266.5	5,277.5
S1	5,221.0	5,221.0	5,266.5	5,244.0
S2	5,167.0	5,167.0	5,257.5
S3	5,067.5	5,121.5	5,248.0
S4	4,968.0	5,022.0	5,221.0

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,611.5	6,435.5	5,546.0
R3	6,119.5	5,943.5	5,411.0
R2	5,627.5	5,627.5	5,365.5
R1	5,451.5	5,451.5	5,320.5	5,539.5
PP	5,135.5	5,135.5	5,135.5	5,179.5
S1	4,959.5	4,959.5	5,230.5	5,047.5
S2	4,643.5	4,643.5	5,185.5
S3	4,151.5	4,467.5	5,140.0
S4	3,659.5	3,975.5	5,005.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,311.5	4,819.5	492.0	9.3%	202.0	3.8%	93%	True	False	114
10	5,847.0	4,819.5	1,027.5	19.5%	175.0	3.3%	44%	False	False	67
20	5,885.0	4,819.5	1,065.5	20.2%	104.5	2.0%	43%	False	False	38
40	6,000.5	4,819.5	1,181.0	22.4%	68.0	1.3%	39%	False	False	24
60	6,000.5	4,819.5	1,181.0	22.4%	49.5	0.9%	39%	False	False	21
80	6,000.5	4,819.5	1,181.0	22.4%	37.5	0.7%	39%	False	False	16
100	6,000.5	4,819.5	1,181.0	22.4%	31.0	0.6%	39%	False	False	13

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	36.4
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,734.5
2.618	5,572.0
1.618	5,472.5
1.000	5,411.0
0.618	5,373.0
HIGH	5,311.5
0.618	5,273.5
0.500	5,262.0
0.382	5,250.0
LOW	5,212.0
0.618	5,150.5
1.000	5,112.5
1.618	5,051.0
2.618	4,951.5
4.250	4,789.0

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	5,271.0	5,229.0
PP	5,266.5	5,182.5
S1	5,262.0	5,136.0

Download as Excel Spreadsheet

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

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