FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	5,604.5	5,609.5	5.0	0.1%	5,630.0
High	5,637.0	5,653.5	16.5	0.3%	5,645.5
Low	5,575.0	5,580.0	5.0	0.1%	5,543.0
Close	5,609.5	5,635.5	26.0	0.5%	5,634.5
Range	62.0	73.5	11.5	18.5%	102.5
ATR	74.3	74.2	-0.1	-0.1%	0.0
Volume	77,957	83,466	5,509	7.1%	388,768

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,843.5	5,813.0	5,676.0
R3	5,770.0	5,739.5	5,655.5
R2	5,696.5	5,696.5	5,649.0
R1	5,666.0	5,666.0	5,642.0	5,681.0
PP	5,623.0	5,623.0	5,623.0	5,630.5
S1	5,592.5	5,592.5	5,629.0	5,608.0
S2	5,549.5	5,549.5	5,622.0
S3	5,476.0	5,519.0	5,615.5
S4	5,402.5	5,445.5	5,595.0

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	5,653.5	5,543.0	110.5	2.0%	64.5	1.1%	84%	True	False	74,155
10	5,685.5	5,543.0	142.5	2.5%	63.0	1.1%	65%	False	False	77,872
20	5,685.5	5,390.5	295.0	5.2%	73.0	1.3%	83%	False	False	82,945
40	5,685.5	5,176.0	509.5	9.0%	80.5	1.4%	90%	False	False	66,685
60	5,740.0	5,176.0	564.0	10.0%	73.0	1.3%	81%	False	False	44,474
80	5,840.0	5,176.0	664.0	11.8%	70.5	1.3%	69%	False	False	33,370

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,966.0
2.618	5,846.0
1.618	5,772.5
1.000	5,727.0
0.618	5,699.0
HIGH	5,653.5
0.618	5,625.5
0.500	5,617.0
0.382	5,608.0
LOW	5,580.0
0.618	5,534.5
1.000	5,506.5
1.618	5,461.0
2.618	5,387.5
4.250	5,267.5

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	5,629.0	5,628.5
PP	5,623.0	5,621.5
S1	5,617.0	5,614.0

Download as Excel Spreadsheet

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

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