FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	5,582.0	5,635.0	53.0	0.9%	5,630.0
High	5,641.0	5,636.0	-5.0	-0.1%	5,645.5
Low	5,580.0	5,595.0	15.0	0.3%	5,543.0
Close	5,634.5	5,612.5	-22.0	-0.4%	5,634.5
Range	61.0	41.0	-20.0	-32.8%	102.5
ATR	77.8	75.2	-2.6	-3.4%	0.0
Volume	70,928	53,954	-16,974	-23.9%	388,768

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,737.5	5,716.0	5,635.0
R3	5,696.5	5,675.0	5,624.0
R2	5,655.5	5,655.5	5,620.0
R1	5,634.0	5,634.0	5,616.5	5,624.0
PP	5,614.5	5,614.5	5,614.5	5,609.5
S1	5,593.0	5,593.0	5,608.5	5,583.0
S2	5,573.5	5,573.5	5,605.0
S3	5,532.5	5,552.0	5,601.0
S4	5,491.5	5,511.0	5,590.0

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,915.0	5,877.5	5,691.0
R3	5,812.5	5,775.0	5,662.5
R2	5,710.0	5,710.0	5,653.5
R1	5,672.5	5,672.5	5,644.0	5,691.0
PP	5,607.5	5,607.5	5,607.5	5,617.0
S1	5,570.0	5,570.0	5,625.0	5,589.0
S2	5,505.0	5,505.0	5,615.5
S3	5,402.5	5,467.5	5,606.5
S4	5,300.0	5,365.0	5,578.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,645.5	5,543.0	102.5	1.8%	61.5	1.1%	68%	False	False	74,511
10	5,685.5	5,543.0	142.5	2.5%	60.0	1.1%	49%	False	False	73,199
20	5,685.5	5,390.5	295.0	5.3%	76.0	1.4%	75%	False	False	85,849
40	5,685.5	5,176.0	509.5	9.1%	80.5	1.4%	86%	False	False	62,652
60	5,740.0	5,176.0	564.0	10.0%	72.5	1.3%	77%	False	False	41,784
80	5,840.0	5,176.0	664.0	11.8%	69.0	1.2%	66%	False	False	31,352

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.7
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,810.0
2.618	5,743.5
1.618	5,702.5
1.000	5,677.0
0.618	5,661.5
HIGH	5,636.0
0.618	5,620.5
0.500	5,615.5
0.382	5,610.5
LOW	5,595.0
0.618	5,569.5
1.000	5,554.0
1.618	5,528.5
2.618	5,487.5
4.250	5,421.0

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	5,615.5	5,605.5
PP	5,614.5	5,599.0
S1	5,613.5	5,592.0

Download as Excel Spreadsheet

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

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