FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 23-Aug-2012

Day Change Summary
	Previous	Current
	22-Aug-2012	23-Aug-2012	Change	Change %	Previous Week
Open	5,825.0	5,785.0	-40.0	-0.7%	5,839.5
High	5,826.0	5,808.5	-17.5	-0.3%	5,860.0
Low	5,763.5	5,747.5	-16.0	-0.3%	5,795.0
Close	5,782.5	5,763.5	-19.0	-0.3%	5,850.0
Range	62.5	61.0	-1.5	-2.4%	65.0
ATR	67.7	67.3	-0.5	-0.7%	0.0
Volume	80,167	74,294	-5,873	-7.3%	316,532

Daily Pivots for day following 23-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,956.0	5,921.0	5,797.0
R3	5,895.0	5,860.0	5,780.5
R2	5,834.0	5,834.0	5,774.5
R1	5,799.0	5,799.0	5,769.0	5,786.0
PP	5,773.0	5,773.0	5,773.0	5,767.0
S1	5,738.0	5,738.0	5,758.0	5,725.0
S2	5,712.0	5,712.0	5,752.5
S3	5,651.0	5,677.0	5,746.5
S4	5,590.0	5,616.0	5,730.0

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	5,747.5	119.5	2.1%	52.5	0.9%	13%	False	True	69,607
10	5,867.0	5,747.5	119.5	2.1%	48.0	0.8%	13%	False	True	67,337
20	5,867.0	5,505.5	361.5	6.3%	71.0	1.2%	71%	False	False	78,793
40	5,867.0	5,410.0	457.0	7.9%	72.5	1.3%	77%	False	False	81,102
60	5,867.0	5,176.0	691.0	12.0%	78.5	1.4%	85%	False	False	79,522
80	5,867.0	5,176.0	691.0	12.0%	76.5	1.3%	85%	False	False	59,664
100	5,867.0	5,176.0	691.0	12.0%	73.5	1.3%	85%	False	False	47,744

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	10.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,068.0
2.618	5,968.0
1.618	5,907.0
1.000	5,869.5
0.618	5,846.0
HIGH	5,808.5
0.618	5,785.0
0.500	5,778.0
0.382	5,771.0
LOW	5,747.5
0.618	5,710.0
1.000	5,686.5
1.618	5,649.0
2.618	5,588.0
4.250	5,488.0

Fisher Pivots for day following 23-Aug-2012
Pivot	1 day	3 day
R1	5,778.0	5,807.0
PP	5,773.0	5,792.5
S1	5,768.5	5,778.0

Download as Excel Spreadsheet

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

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