FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	5,495.5	5,419.5	-76.0	-1.4%	5,635.0
High	5,516.0	5,483.0	-33.0	-0.6%	5,685.0
Low	5,410.0	5,416.5	6.5	0.1%	5,575.0
Close	5,463.0	5,452.0	-11.0	-0.2%	5,604.0
Range	106.0	66.5	-39.5	-37.3%	110.0
ATR	79.2	78.3	-0.9	-1.1%	0.0
Volume	90,820	77,194	-13,626	-15.0%	367,345

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,650.0	5,617.5	5,488.5
R3	5,583.5	5,551.0	5,470.5
R2	5,517.0	5,517.0	5,464.0
R1	5,484.5	5,484.5	5,458.0	5,501.0
PP	5,450.5	5,450.5	5,450.5	5,458.5
S1	5,418.0	5,418.0	5,446.0	5,434.0
S2	5,384.0	5,384.0	5,440.0
S3	5,317.5	5,351.5	5,433.5
S4	5,251.0	5,285.0	5,415.5

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,951.5	5,887.5	5,664.5
R3	5,841.5	5,777.5	5,634.0
R2	5,731.5	5,731.5	5,624.0
R1	5,667.5	5,667.5	5,614.0	5,644.5
PP	5,621.5	5,621.5	5,621.5	5,610.0
S1	5,557.5	5,557.5	5,594.0	5,534.5
S2	5,511.5	5,511.5	5,584.0
S3	5,401.5	5,447.5	5,574.0
S4	5,291.5	5,337.5	5,543.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,685.0	5,410.0	275.0	5.0%	81.5	1.5%	15%	False	False	84,668
10	5,685.0	5,410.0	275.0	5.0%	73.0	1.3%	15%	False	False	79,412
20	5,685.5	5,392.0	293.5	5.4%	73.5	1.3%	20%	False	False	83,510
40	5,685.5	5,176.0	509.5	9.3%	81.0	1.5%	54%	False	False	77,246
60	5,740.0	5,176.0	564.0	10.3%	76.5	1.4%	49%	False	False	51,527
80	5,815.5	5,176.0	639.5	11.7%	73.0	1.3%	43%	False	False	38,661

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,765.5
2.618	5,657.0
1.618	5,590.5
1.000	5,549.5
0.618	5,524.0
HIGH	5,483.0
0.618	5,457.5
0.500	5,450.0
0.382	5,442.0
LOW	5,416.5
0.618	5,375.5
1.000	5,350.0
1.618	5,309.0
2.618	5,242.5
4.250	5,134.0

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	5,451.0	5,497.5
PP	5,450.5	5,482.5
S1	5,450.0	5,467.0

Download as Excel Spreadsheet

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

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