FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	5,784.0	5,788.5	4.5	0.1%	5,698.5
High	5,807.5	5,806.5	-1.0	0.0%	5,807.5
Low	5,770.5	5,766.0	-4.5	-0.1%	5,634.0
Close	5,784.5	5,793.5	9.0	0.2%	5,784.5
Range	37.0	40.5	3.5	9.5%	173.5
ATR	67.4	65.5	-1.9	-2.9%	0.0
Volume	69,596	85,379	15,783	22.7%	486,023

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,910.0	5,892.5	5,816.0
R3	5,869.5	5,852.0	5,804.5
R2	5,829.0	5,829.0	5,801.0
R1	5,811.5	5,811.5	5,797.0	5,820.0
PP	5,788.5	5,788.5	5,788.5	5,793.0
S1	5,771.0	5,771.0	5,790.0	5,780.0
S2	5,748.0	5,748.0	5,786.0
S3	5,707.5	5,730.5	5,782.5
S4	5,667.0	5,690.0	5,771.0

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,262.5	6,197.0	5,880.0
R3	6,089.0	6,023.5	5,832.0
R2	5,915.5	5,915.5	5,816.5
R1	5,850.0	5,850.0	5,800.5	5,883.0
PP	5,742.0	5,742.0	5,742.0	5,758.5
S1	5,676.5	5,676.5	5,768.5	5,709.0
S2	5,568.5	5,568.5	5,752.5
S3	5,395.0	5,503.0	5,737.0
S4	5,221.5	5,329.5	5,689.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,807.5	5,634.0	173.5	3.0%	70.5	1.2%	92%	False	False	94,758
10	5,807.5	5,634.0	173.5	3.0%	63.0	1.1%	92%	False	False	85,517
20	5,867.0	5,634.0	233.0	4.0%	56.0	1.0%	68%	False	False	76,264
40	5,867.0	5,410.0	457.0	7.9%	70.5	1.2%	84%	False	False	81,016
60	5,867.0	5,390.5	476.5	8.2%	73.5	1.3%	85%	False	False	83,779
80	5,867.0	5,176.0	691.0	11.9%	76.0	1.3%	89%	False	False	71,160
100	5,867.0	5,176.0	691.0	11.9%	71.5	1.2%	89%	False	False	56,942
120	5,885.0	5,176.0	709.0	12.2%	69.5	1.2%	87%	False	False	47,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,978.5
2.618	5,912.5
1.618	5,872.0
1.000	5,847.0
0.618	5,831.5
HIGH	5,806.5
0.618	5,791.0
0.500	5,786.0
0.382	5,781.5
LOW	5,766.0
0.618	5,741.0
1.000	5,725.5
1.618	5,700.5
2.618	5,660.0
4.250	5,594.0

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	5,791.0	5,774.0
PP	5,788.5	5,754.5
S1	5,786.0	5,735.0

Download as Excel Spreadsheet

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

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