FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	5,776.0	5,785.0	9.0	0.2%	5,698.5
High	5,822.0	5,902.5	80.5	1.4%	5,807.5
Low	5,755.0	5,769.0	14.0	0.2%	5,634.0
Close	5,780.0	5,820.0	40.0	0.7%	5,784.5
Range	67.0	133.5	66.5	99.3%	173.5
ATR	64.0	69.0	5.0	7.8%	0.0
Volume	103,889	182,464	78,575	75.6%	486,023

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,231.0	6,159.0	5,893.5
R3	6,097.5	6,025.5	5,856.5
R2	5,964.0	5,964.0	5,844.5
R1	5,892.0	5,892.0	5,832.0	5,928.0
PP	5,830.5	5,830.5	5,830.5	5,848.5
S1	5,758.5	5,758.5	5,808.0	5,794.5
S2	5,697.0	5,697.0	5,795.5
S3	5,563.5	5,625.0	5,783.5
S4	5,430.0	5,491.5	5,746.5

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	5,902.5	5,755.0	147.5	2.5%	64.0	1.1%	44%	True	False	109,301
10	5,902.5	5,634.0	268.5	4.6%	76.0	1.3%	69%	True	False	107,349
20	5,902.5	5,634.0	268.5	4.6%	62.0	1.1%	69%	True	False	86,262
40	5,902.5	5,410.0	492.5	8.5%	72.0	1.2%	83%	True	False	85,420
60	5,902.5	5,390.5	512.0	8.8%	72.5	1.2%	84%	True	False	84,595
80	5,902.5	5,176.0	726.5	12.5%	76.5	1.3%	89%	True	False	76,052
100	5,902.5	5,176.0	726.5	12.5%	72.5	1.2%	89%	True	False	60,852
120	5,902.5	5,176.0	726.5	12.5%	71.0	1.2%	89%	True	False	50,720

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	14.2
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	6,470.0
2.618	6,252.0
1.618	6,118.5
1.000	6,036.0
0.618	5,985.0
HIGH	5,902.5
0.618	5,851.5
0.500	5,836.0
0.382	5,820.0
LOW	5,769.0
0.618	5,686.5
1.000	5,635.5
1.618	5,553.0
2.618	5,419.5
4.250	5,201.5

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	5,836.0	5,829.0
PP	5,830.5	5,826.0
S1	5,825.0	5,823.0

Download as Excel Spreadsheet

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

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