FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	5,673.0	5,664.0	-9.0	-0.2%	5,771.0
High	5,677.5	5,786.0	108.5	1.9%	5,777.5
Low	5,634.0	5,662.0	28.0	0.5%	5,686.5
Close	5,657.0	5,770.0	113.0	2.0%	5,705.0
Range	43.5	124.0	80.5	185.1%	91.0
ATR	65.1	69.7	4.6	7.0%	0.0
Volume	110,657	108,740	-1,917	-1.7%	283,770

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,111.5	6,064.5	5,838.0
R3	5,987.5	5,940.5	5,804.0
R2	5,863.5	5,863.5	5,792.5
R1	5,816.5	5,816.5	5,781.5	5,840.0
PP	5,739.5	5,739.5	5,739.5	5,751.0
S1	5,692.5	5,692.5	5,758.5	5,716.0
S2	5,615.5	5,615.5	5,747.5
S3	5,491.5	5,568.5	5,736.0
S4	5,367.5	5,444.5	5,702.0

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	5,786.0	5,634.0	152.0	2.6%	88.0	1.5%	89%	True	False	105,397
10	5,808.5	5,634.0	174.5	3.0%	67.0	1.2%	78%	False	False	83,969
20	5,867.0	5,634.0	233.0	4.0%	57.0	1.0%	58%	False	False	75,132
40	5,867.0	5,410.0	457.0	7.9%	72.0	1.2%	79%	False	False	81,026
60	5,867.0	5,379.5	487.5	8.4%	74.5	1.3%	80%	False	False	85,093
80	5,867.0	5,176.0	691.0	12.0%	77.0	1.3%	86%	False	False	69,224
100	5,867.0	5,176.0	691.0	12.0%	72.0	1.2%	86%	False	False	55,393
120	5,885.0	5,176.0	709.0	12.3%	69.0	1.2%	84%	False	False	46,166

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	12.7
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	6,313.0
2.618	6,110.5
1.618	5,986.5
1.000	5,910.0
0.618	5,862.5
HIGH	5,786.0
0.618	5,738.5
0.500	5,724.0
0.382	5,709.5
LOW	5,662.0
0.618	5,585.5
1.000	5,538.0
1.618	5,461.5
2.618	5,337.5
4.250	5,135.0

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	5,754.5	5,750.0
PP	5,739.5	5,730.0
S1	5,724.0	5,710.0

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

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