FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	5,827.0	5,825.0	-2.0	0.0%	5,839.5
High	5,867.0	5,826.0	-41.0	-0.7%	5,860.0
Low	5,810.0	5,763.5	-46.5	-0.8%	5,795.0
Close	5,826.0	5,782.5	-43.5	-0.7%	5,850.0
Range	57.0	62.5	5.5	9.6%	65.0
ATR	68.1	67.7	-0.4	-0.6%	0.0
Volume	74,833	80,167	5,334	7.1%	316,532

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,978.0	5,943.0	5,817.0
R3	5,915.5	5,880.5	5,799.5
R2	5,853.0	5,853.0	5,794.0
R1	5,818.0	5,818.0	5,788.0	5,804.0
PP	5,790.5	5,790.5	5,790.5	5,784.0
S1	5,755.5	5,755.5	5,777.0	5,742.0
S2	5,728.0	5,728.0	5,771.0
S3	5,665.5	5,693.0	5,765.5
S4	5,603.0	5,630.5	5,748.0

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,030.0	6,005.0	5,886.0
R3	5,965.0	5,940.0	5,868.0
R2	5,900.0	5,900.0	5,862.0
R1	5,875.0	5,875.0	5,856.0	5,887.5
PP	5,835.0	5,835.0	5,835.0	5,841.0
S1	5,810.0	5,810.0	5,844.0	5,822.5
S2	5,770.0	5,770.0	5,838.0
S3	5,705.0	5,745.0	5,832.0
S4	5,640.0	5,680.0	5,814.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,867.0	5,763.5	103.5	1.8%	50.5	0.9%	18%	False	True	67,812
10	5,867.0	5,763.5	103.5	1.8%	47.0	0.8%	18%	False	True	66,295
20	5,867.0	5,432.5	434.5	7.5%	74.0	1.3%	81%	False	False	80,363
40	5,867.0	5,392.0	475.0	8.2%	73.5	1.3%	82%	False	False	81,936
60	5,867.0	5,176.0	691.0	11.9%	78.5	1.4%	88%	False	False	78,285
80	5,867.0	5,176.0	691.0	11.9%	76.0	1.3%	88%	False	False	58,736
100	5,867.0	5,176.0	691.0	11.9%	73.0	1.3%	88%	False	False	47,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.6
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6,091.5
2.618	5,989.5
1.618	5,927.0
1.000	5,888.5
0.618	5,864.5
HIGH	5,826.0
0.618	5,802.0
0.500	5,795.0
0.382	5,787.5
LOW	5,763.5
0.618	5,725.0
1.000	5,701.0
1.618	5,662.5
2.618	5,600.0
4.250	5,498.0

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	5,795.0	5,815.0
PP	5,790.5	5,804.5
S1	5,786.5	5,793.5

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

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