FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	5,735.5	5,706.5	-29.0	-0.5%	5,771.0
High	5,741.0	5,758.5	17.5	0.3%	5,777.5
Low	5,698.5	5,686.5	-12.0	-0.2%	5,686.5
Close	5,708.0	5,705.0	-3.0	-0.1%	5,705.0
Range	42.5	72.0	29.5	69.4%	91.0
ATR	60.7	61.5	0.8	1.3%	0.0
Volume	54,091	110,562	56,471	104.4%	283,770

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,932.5	5,891.0	5,744.5
R3	5,860.5	5,819.0	5,725.0
R2	5,788.5	5,788.5	5,718.0
R1	5,747.0	5,747.0	5,711.5	5,732.0
PP	5,716.5	5,716.5	5,716.5	5,709.0
S1	5,675.0	5,675.0	5,698.5	5,660.0
S2	5,644.5	5,644.5	5,692.0
S3	5,572.5	5,603.0	5,685.0
S4	5,500.5	5,531.0	5,665.5

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,996.0	5,941.5	5,755.0
R3	5,905.0	5,850.5	5,730.0
R2	5,814.0	5,814.0	5,721.5
R1	5,759.5	5,759.5	5,713.5	5,741.0
PP	5,723.0	5,723.0	5,723.0	5,714.0
S1	5,668.5	5,668.5	5,696.5	5,650.0
S2	5,632.0	5,632.0	5,688.5
S3	5,541.0	5,577.5	5,680.0
S4	5,450.0	5,486.5	5,655.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,785.0	5,686.5	98.5	1.7%	48.0	0.8%	19%	False	True	69,793
10	5,867.0	5,686.5	180.5	3.2%	50.0	0.9%	10%	False	True	69,700
20	5,867.0	5,615.5	251.5	4.4%	55.0	1.0%	36%	False	False	71,233
40	5,867.0	5,410.0	457.0	8.0%	69.0	1.2%	65%	False	False	78,450
60	5,867.0	5,339.0	528.0	9.3%	75.0	1.3%	69%	False	False	84,710
80	5,867.0	5,176.0	691.0	12.1%	75.5	1.3%	77%	False	False	64,025
100	5,867.0	5,176.0	691.0	12.1%	72.0	1.3%	77%	False	False	51,233

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.6
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	6,064.5
2.618	5,947.0
1.618	5,875.0
1.000	5,830.5
0.618	5,803.0
HIGH	5,758.5
0.618	5,731.0
0.500	5,722.5
0.382	5,714.0
LOW	5,686.5
0.618	5,642.0
1.000	5,614.5
1.618	5,570.0
2.618	5,498.0
4.250	5,380.5

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	5,722.5	5,727.0
PP	5,716.5	5,719.5
S1	5,711.0	5,712.0

Download as Excel Spreadsheet

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

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