FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	5,804.5	5,820.0	15.5	0.3%	5,699.5
High	5,814.0	5,820.0	6.0	0.1%	5,825.0
Low	5,799.0	5,775.5	-23.5	-0.4%	5,699.5
Close	5,801.0	5,794.0	-7.0	-0.1%	5,808.5
Range	15.0	44.5	29.5	196.7%	125.5
ATR	55.8	54.9	-0.8	-1.4%	0.0
Volume	76	65	-11	-14.5%	222

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,930.0	5,906.5	5,818.5
R3	5,885.5	5,862.0	5,806.0
R2	5,841.0	5,841.0	5,802.0
R1	5,817.5	5,817.5	5,798.0	5,807.0
PP	5,796.5	5,796.5	5,796.5	5,791.0
S1	5,773.0	5,773.0	5,790.0	5,762.5
S2	5,752.0	5,752.0	5,786.0
S3	5,707.5	5,728.5	5,782.0
S4	5,663.0	5,684.0	5,769.5

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,154.0	6,107.0	5,877.5
R3	6,028.5	5,981.5	5,843.0
R2	5,903.0	5,903.0	5,831.5
R1	5,856.0	5,856.0	5,820.0	5,879.5
PP	5,777.5	5,777.5	5,777.5	5,789.5
S1	5,730.5	5,730.5	5,797.0	5,754.0
S2	5,652.0	5,652.0	5,785.5
S3	5,526.5	5,605.0	5,774.0
S4	5,401.0	5,479.5	5,739.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,822.5	5,767.0	55.5	1.0%	29.5	0.5%	49%	False	False	77
10	5,825.0	5,589.0	236.0	4.1%	45.0	0.8%	87%	False	False	64
20	5,825.0	5,420.5	404.5	7.0%	53.5	0.9%	92%	False	False	38
40	5,825.0	5,381.0	444.0	7.7%	42.0	0.7%	93%	False	False	29
60	5,825.0	5,174.5	650.5	11.2%	30.5	0.5%	95%	False	False	40
80	5,825.0	5,174.5	650.5	11.2%	23.0	0.4%	95%	False	False	40
100	5,825.0	5,174.5	650.5	11.2%	20.0	0.3%	95%	False	False	37

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,009.0
2.618	5,936.5
1.618	5,892.0
1.000	5,864.5
0.618	5,847.5
HIGH	5,820.0
0.618	5,803.0
0.500	5,798.0
0.382	5,792.5
LOW	5,775.5
0.618	5,748.0
1.000	5,731.0
1.618	5,703.5
2.618	5,659.0
4.250	5,586.5

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	5,798.0	5,799.0
PP	5,796.5	5,797.5
S1	5,795.0	5,795.5

Download as Excel Spreadsheet

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

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