FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	5,639.5	5,660.0	20.5	0.4%	5,580.0
High	5,660.0	5,662.5	2.5	0.0%	5,700.0
Low	5,639.5	5,640.0	0.5	0.0%	5,579.0
Close	5,650.0	5,668.0	18.0	0.3%	5,683.0
Range	20.5	22.5	2.0	9.8%	121.0
ATR	62.1	59.3	-2.8	-4.6%	0.0
Volume	2	54	52	2,600.0%	574

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,724.5	5,718.5	5,680.5
R3	5,702.0	5,696.0	5,674.0
R2	5,679.5	5,679.5	5,672.0
R1	5,673.5	5,673.5	5,670.0	5,676.5
PP	5,657.0	5,657.0	5,657.0	5,658.0
S1	5,651.0	5,651.0	5,666.0	5,654.0
S2	5,634.5	5,634.5	5,664.0
S3	5,612.0	5,628.5	5,662.0
S4	5,589.5	5,606.0	5,655.5

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,017.0	5,971.0	5,749.5
R3	5,896.0	5,850.0	5,716.5
R2	5,775.0	5,775.0	5,705.0
R1	5,729.0	5,729.0	5,694.0	5,752.0
PP	5,654.0	5,654.0	5,654.0	5,665.5
S1	5,608.0	5,608.0	5,672.0	5,631.0
S2	5,533.0	5,533.0	5,661.0
S3	5,412.0	5,487.0	5,649.5
S4	5,291.0	5,366.0	5,616.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,675.0	5,560.0	115.0	2.0%	32.0	0.6%	94%	False	False	35
10	5,700.0	5,560.0	140.0	2.5%	43.5	0.8%	77%	False	False	89
20	5,815.5	5,463.0	352.5	6.2%	62.0	1.1%	58%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,758.0
2.618	5,721.5
1.618	5,699.0
1.000	5,685.0
0.618	5,676.5
HIGH	5,662.5
0.618	5,654.0
0.500	5,651.0
0.382	5,648.5
LOW	5,640.0
0.618	5,626.0
1.000	5,617.5
1.618	5,603.5
2.618	5,581.0
4.250	5,544.5

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	5,662.5	5,657.0
PP	5,657.0	5,646.0
S1	5,651.0	5,635.0

Download as Excel Spreadsheet

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

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