FTSE 100 Index Future December 2012

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

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	5,589.0	5,699.5	110.5	2.0%	5,555.0
High	5,718.0	5,751.5	33.5	0.6%	5,718.0
Low	5,589.0	5,699.5	110.5	2.0%	5,550.5
Close	5,712.0	5,738.5	26.5	0.5%	5,712.0
Range	129.0	52.0	-77.0	-59.7%	167.5
ATR	70.0	68.7	-1.3	-1.8%	0.0
Volume	44	6	-38	-86.4%	92

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,886.0	5,864.0	5,767.0
R3	5,834.0	5,812.0	5,753.0
R2	5,782.0	5,782.0	5,748.0
R1	5,760.0	5,760.0	5,743.5	5,771.0
PP	5,730.0	5,730.0	5,730.0	5,735.0
S1	5,708.0	5,708.0	5,733.5	5,719.0
S2	5,678.0	5,678.0	5,729.0
S3	5,626.0	5,656.0	5,724.0
S4	5,574.0	5,604.0	5,710.0

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,162.5	6,105.0	5,804.0
R3	5,995.0	5,937.5	5,758.0
R2	5,827.5	5,827.5	5,742.5
R1	5,770.0	5,770.0	5,727.5	5,799.0
PP	5,660.0	5,660.0	5,660.0	5,674.5
S1	5,602.5	5,602.5	5,696.5	5,631.0
S2	5,492.5	5,492.5	5,681.5
S3	5,325.0	5,435.0	5,666.0
S4	5,157.5	5,267.5	5,620.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,751.5	5,550.5	201.0	3.5%	99.5	1.7%	94%	True	False	19
10	5,751.5	5,420.5	331.0	5.8%	63.5	1.1%	96%	True	False	14
20	5,751.5	5,420.5	331.0	5.8%	52.0	0.9%	96%	True	False	13
40	5,751.5	5,367.0	384.5	6.7%	37.5	0.7%	97%	True	False	25
60	5,751.5	5,174.5	577.0	10.1%	26.0	0.5%	98%	True	False	36
80	5,751.5	5,174.5	577.0	10.1%	20.5	0.4%	98%	True	False	35
100	5,854.0	5,174.5	679.5	11.8%	17.5	0.3%	83%	False	False	33

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	7.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,972.5
2.618	5,887.5
1.618	5,835.5
1.000	5,803.5
0.618	5,783.5
HIGH	5,751.5
0.618	5,731.5
0.500	5,725.5
0.382	5,719.5
LOW	5,699.5
0.618	5,667.5
1.000	5,647.5
1.618	5,615.5
2.618	5,563.5
4.250	5,478.5

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	5,734.0	5,710.0
PP	5,730.0	5,681.5
S1	5,725.5	5,653.0

Download as Excel Spreadsheet

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

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