FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	5,765.5	5,791.0	25.5	0.4%	5,599.0
High	5,811.5	5,832.5	21.0	0.4%	5,752.5
Low	5,741.5	5,779.5	38.0	0.7%	5,573.5
Close	5,794.0	5,826.5	32.5	0.6%	5,735.5
Range	70.0	53.0	-17.0	-24.3%	179.0
ATR	91.4	88.7	-2.7	-3.0%	0.0
Volume	88,496	69,714	-18,782	-21.2%	520,042

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,972.0	5,952.0	5,855.5
R3	5,919.0	5,899.0	5,841.0
R2	5,866.0	5,866.0	5,836.0
R1	5,846.0	5,846.0	5,831.5	5,856.0
PP	5,813.0	5,813.0	5,813.0	5,818.0
S1	5,793.0	5,793.0	5,821.5	5,803.0
S2	5,760.0	5,760.0	5,817.0
S3	5,707.0	5,740.0	5,812.0
S4	5,654.0	5,687.0	5,797.5

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,224.0	6,159.0	5,834.0
R3	6,045.0	5,980.0	5,784.5
R2	5,866.0	5,866.0	5,768.5
R1	5,801.0	5,801.0	5,752.0	5,833.5
PP	5,687.0	5,687.0	5,687.0	5,703.5
S1	5,622.0	5,622.0	5,719.0	5,654.5
S2	5,508.0	5,508.0	5,702.5
S3	5,329.0	5,443.0	5,686.5
S4	5,150.0	5,264.0	5,637.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,832.5	5,584.0	248.5	4.3%	96.5	1.7%	98%	True	False	94,604
10	5,832.5	5,432.5	400.0	6.9%	101.5	1.7%	99%	True	False	94,430
20	5,832.5	5,410.0	422.5	7.3%	87.0	1.5%	99%	True	False	86,921
40	5,832.5	5,379.5	453.0	7.8%	83.0	1.4%	99%	True	False	90,074
60	5,832.5	5,176.0	656.5	11.3%	83.5	1.4%	99%	True	False	67,255
80	5,832.5	5,176.0	656.5	11.3%	75.5	1.3%	99%	True	False	50,458
100	5,885.0	5,176.0	709.0	12.2%	71.0	1.2%	92%	False	False	40,372

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.9
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6,058.0
2.618	5,971.5
1.618	5,918.5
1.000	5,885.5
0.618	5,865.5
HIGH	5,832.5
0.618	5,812.5
0.500	5,806.0
0.382	5,799.5
LOW	5,779.5
0.618	5,746.5
1.000	5,726.5
1.618	5,693.5
2.618	5,640.5
4.250	5,554.0

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	5,819.5	5,810.5
PP	5,813.0	5,794.5
S1	5,806.0	5,778.0

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

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