FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	5,749.0	5,673.0	-76.0	-1.3%	5,771.0
High	5,757.5	5,677.5	-80.0	-1.4%	5,777.5
Low	5,650.5	5,634.0	-16.5	-0.3%	5,686.5
Close	5,663.5	5,657.0	-6.5	-0.1%	5,705.0
Range	107.0	43.5	-63.5	-59.3%	91.0
ATR	66.8	65.1	-1.7	-2.5%	0.0
Volume	99,419	110,657	11,238	11.3%	283,770

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,786.5	5,765.5	5,681.0
R3	5,743.0	5,722.0	5,669.0
R2	5,699.5	5,699.5	5,665.0
R1	5,678.5	5,678.5	5,661.0	5,667.0
PP	5,656.0	5,656.0	5,656.0	5,650.5
S1	5,635.0	5,635.0	5,653.0	5,624.0
S2	5,612.5	5,612.5	5,649.0
S3	5,569.0	5,591.5	5,645.0
S4	5,525.5	5,548.0	5,633.0

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	5,759.5	5,634.0	125.5	2.2%	71.5	1.3%	18%	False	True	94,468
10	5,826.0	5,634.0	192.0	3.4%	60.5	1.1%	12%	False	True	81,111
20	5,867.0	5,634.0	233.0	4.1%	53.0	0.9%	10%	False	True	73,180
40	5,867.0	5,410.0	457.0	8.1%	70.0	1.2%	54%	False	False	80,275
60	5,867.0	5,379.5	487.5	8.6%	73.5	1.3%	57%	False	False	85,768
80	5,867.0	5,176.0	691.0	12.2%	76.0	1.3%	70%	False	False	67,865
100	5,867.0	5,176.0	691.0	12.2%	71.0	1.3%	70%	False	False	54,307
120	5,885.0	5,176.0	709.0	12.5%	68.0	1.2%	68%	False	False	45,260

Crabel Price Patterns
NR	True
NR4	True
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	12.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,862.5
2.618	5,791.5
1.618	5,748.0
1.000	5,721.0
0.618	5,704.5
HIGH	5,677.5
0.618	5,661.0
0.500	5,656.0
0.382	5,650.5
LOW	5,634.0
0.618	5,607.0
1.000	5,590.5
1.618	5,563.5
2.618	5,520.0
4.250	5,449.0

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	5,656.5	5,697.0
PP	5,656.0	5,683.5
S1	5,656.0	5,670.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols