FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	5,635.0	5,604.5	-30.5	-0.5%	5,630.0
High	5,636.0	5,637.0	1.0	0.0%	5,645.5
Low	5,595.0	5,575.0	-20.0	-0.4%	5,543.0
Close	5,612.5	5,609.5	-3.0	-0.1%	5,634.5
Range	41.0	62.0	21.0	51.2%	102.5
ATR	75.2	74.3	-0.9	-1.3%	0.0
Volume	53,954	77,957	24,003	44.5%	388,768

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,793.0	5,763.5	5,643.5
R3	5,731.0	5,701.5	5,626.5
R2	5,669.0	5,669.0	5,621.0
R1	5,639.5	5,639.5	5,615.0	5,654.0
PP	5,607.0	5,607.0	5,607.0	5,614.5
S1	5,577.5	5,577.5	5,604.0	5,592.0
S2	5,545.0	5,545.0	5,598.0
S3	5,483.0	5,515.5	5,592.5
S4	5,421.0	5,453.5	5,575.5

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	5,641.0	5,543.0	98.0	1.7%	60.0	1.1%	68%	False	False	73,198
10	5,685.5	5,543.0	142.5	2.5%	60.0	1.1%	47%	False	False	73,710
20	5,685.5	5,390.5	295.0	5.3%	73.5	1.3%	74%	False	False	84,046
40	5,685.5	5,176.0	509.5	9.1%	80.0	1.4%	85%	False	False	64,600
60	5,740.0	5,176.0	564.0	10.1%	72.5	1.3%	77%	False	False	43,083
80	5,840.0	5,176.0	664.0	11.8%	69.5	1.2%	65%	False	False	32,327

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	12.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,900.5
2.618	5,799.5
1.618	5,737.5
1.000	5,699.0
0.618	5,675.5
HIGH	5,637.0
0.618	5,613.5
0.500	5,606.0
0.382	5,598.5
LOW	5,575.0
0.618	5,536.5
1.000	5,513.0
1.618	5,474.5
2.618	5,412.5
4.250	5,311.5

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	5,608.5	5,609.0
PP	5,607.0	5,608.5
S1	5,606.0	5,608.0

Download as Excel Spreadsheet

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

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