FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	5,263.0	5,289.5	26.5	0.5%	5,098.5
High	5,345.0	5,338.5	-6.5	-0.1%	5,311.5
Low	5,239.5	5,276.0	36.5	0.7%	4,819.5
Close	5,323.5	5,304.5	-19.0	-0.4%	5,275.5
Range	105.5	62.5	-43.0	-40.8%	492.0
ATR	126.6	122.0	-4.6	-3.6%	0.0
Volume	12	50	38	316.7%	573

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,494.0	5,461.5	5,339.0
R3	5,431.5	5,399.0	5,321.5
R2	5,369.0	5,369.0	5,316.0
R1	5,336.5	5,336.5	5,310.0	5,353.0
PP	5,306.5	5,306.5	5,306.5	5,314.5
S1	5,274.0	5,274.0	5,299.0	5,290.0
S2	5,244.0	5,244.0	5,293.0
S3	5,181.5	5,211.5	5,287.5
S4	5,119.0	5,149.0	5,270.0

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	5,349.0	4,960.0	389.0	7.3%	94.5	1.8%	89%	False	False	35
10	5,581.0	4,819.5	761.5	14.4%	159.5	3.0%	64%	False	False	73
20	5,885.0	4,819.5	1,065.5	20.1%	109.5	2.1%	46%	False	False	41
40	6,000.5	4,819.5	1,181.0	22.3%	73.5	1.4%	41%	False	False	27
60	6,000.5	4,819.5	1,181.0	22.3%	52.0	1.0%	41%	False	False	23
80	6,000.5	4,819.5	1,181.0	22.3%	40.0	0.8%	41%	False	False	17
100	6,000.5	4,819.5	1,181.0	22.3%	33.0	0.6%	41%	False	False	14

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,604.0
2.618	5,502.0
1.618	5,439.5
1.000	5,401.0
0.618	5,377.0
HIGH	5,338.5
0.618	5,314.5
0.500	5,307.0
0.382	5,300.0
LOW	5,276.0
0.618	5,237.5
1.000	5,213.5
1.618	5,175.0
2.618	5,112.5
4.250	5,010.5

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	5,307.0	5,301.0
PP	5,306.5	5,297.5
S1	5,305.5	5,294.0

Download as Excel Spreadsheet

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

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