FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 5,823.5 5,837.0 13.5 0.2% 5,745.5
High 5,860.0 5,850.0 -10.0 -0.2% 5,857.5
Low 5,818.5 5,815.5 -3.0 -0.1% 5,724.0
Close 5,841.5 5,836.0 -5.5 -0.1% 5,841.0
Range 41.5 34.5 -7.0 -16.9% 133.5
ATR 78.1 75.0 -3.1 -4.0% 0.0
Volume 61,630 66,627 4,997 8.1% 363,580
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,937.5 5,921.0 5,855.0
R3 5,903.0 5,886.5 5,845.5
R2 5,868.5 5,868.5 5,842.5
R1 5,852.0 5,852.0 5,839.0 5,843.0
PP 5,834.0 5,834.0 5,834.0 5,829.0
S1 5,817.5 5,817.5 5,833.0 5,808.5
S2 5,799.5 5,799.5 5,829.5
S3 5,765.0 5,783.0 5,826.5
S4 5,730.5 5,748.5 5,817.0
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,208.0 6,158.0 5,914.5
R3 6,074.5 6,024.5 5,877.5
R2 5,941.0 5,941.0 5,865.5
R1 5,891.0 5,891.0 5,853.0 5,916.0
PP 5,807.5 5,807.5 5,807.5 5,820.0
S1 5,757.5 5,757.5 5,829.0 5,782.5
S2 5,674.0 5,674.0 5,816.5
S3 5,540.5 5,624.0 5,804.5
S4 5,407.0 5,490.5 5,767.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,860.0 5,795.0 65.0 1.1% 43.0 0.7% 63% False False 64,779
10 5,860.0 5,584.0 276.0 4.7% 70.0 1.2% 91% False False 79,691
20 5,860.0 5,410.0 450.0 7.7% 82.0 1.4% 95% False False 84,577
40 5,860.0 5,390.5 469.5 8.0% 77.5 1.3% 95% False False 83,761
60 5,860.0 5,176.0 684.0 11.7% 81.0 1.4% 96% False False 72,649
80 5,860.0 5,176.0 684.0 11.7% 75.0 1.3% 96% False False 54,499
100 5,860.0 5,176.0 684.0 11.7% 73.0 1.2% 96% False False 43,611
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.3
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 5,996.5
2.618 5,940.5
1.618 5,906.0
1.000 5,884.5
0.618 5,871.5
HIGH 5,850.0
0.618 5,837.0
0.500 5,833.0
0.382 5,828.5
LOW 5,815.5
0.618 5,794.0
1.000 5,781.0
1.618 5,759.5
2.618 5,725.0
4.250 5,669.0
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 5,835.0 5,833.0
PP 5,834.0 5,830.5
S1 5,833.0 5,827.5

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

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