FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	5,705.0	5,674.5	-30.5	-0.5%	5,728.5
High	5,705.0	5,727.0	22.0	0.4%	5,741.5
Low	5,674.0	5,660.5	-13.5	-0.2%	5,660.5
Close	5,691.5	5,670.0	-21.5	-0.4%	5,670.0
Range	31.0	66.5	35.5	114.5%	81.0
ATR	48.9	50.1	1.3	2.6%	0.0
Volume	232	766	534	230.2%	1,393

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,885.5	5,844.0	5,706.5
R3	5,819.0	5,777.5	5,688.5
R2	5,752.5	5,752.5	5,682.0
R1	5,711.0	5,711.0	5,676.0	5,698.5
PP	5,686.0	5,686.0	5,686.0	5,679.5
S1	5,644.5	5,644.5	5,664.0	5,632.0
S2	5,619.5	5,619.5	5,658.0
S3	5,553.0	5,578.0	5,651.5
S4	5,486.5	5,511.5	5,633.5

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,933.5	5,883.0	5,714.5
R3	5,852.5	5,802.0	5,692.5
R2	5,771.5	5,771.5	5,685.0
R1	5,721.0	5,721.0	5,677.5	5,706.0
PP	5,690.5	5,690.5	5,690.5	5,683.0
S1	5,640.0	5,640.0	5,662.5	5,625.0
S2	5,609.5	5,609.5	5,655.0
S3	5,528.5	5,559.0	5,647.5
S4	5,447.5	5,478.0	5,625.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,743.0	5,660.5	82.5	1.5%	38.0	0.7%	12%	False	True	286
10	5,822.0	5,660.5	161.5	2.8%	37.0	0.7%	6%	False	True	160
20	5,825.0	5,589.0	236.0	4.2%	41.0	0.7%	34%	False	False	112
40	5,825.0	5,420.5	404.5	7.1%	44.0	0.8%	62%	False	False	65
60	5,825.0	5,357.0	468.0	8.3%	35.5	0.6%	67%	False	False	61
80	5,825.0	5,174.5	650.5	11.5%	27.5	0.5%	76%	False	False	56
100	5,825.0	5,174.5	650.5	11.5%	23.0	0.4%	76%	False	False	51
120	5,854.0	5,174.5	679.5	12.0%	19.5	0.3%	73%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.1
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6,009.5
2.618	5,901.0
1.618	5,834.5
1.000	5,793.5
0.618	5,768.0
HIGH	5,727.0
0.618	5,701.5
0.500	5,694.0
0.382	5,686.0
LOW	5,660.5
0.618	5,619.5
1.000	5,594.0
1.618	5,553.0
2.618	5,486.5
4.250	5,378.0

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	5,694.0	5,697.0
PP	5,686.0	5,688.0
S1	5,678.0	5,679.0

Download as Excel Spreadsheet

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

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