FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	5,733.0	5,761.0	28.0	0.5%	5,655.0
High	5,766.0	5,789.5	23.5	0.4%	5,775.0
Low	5,733.0	5,728.0	-5.0	-0.1%	5,606.0
Close	5,760.0	5,751.0	-9.0	-0.2%	5,755.5
Range	33.0	61.5	28.5	86.4%	169.0
ATR	53.7	54.3	0.6	1.0%	0.0
Volume	21,471	28,310	6,839	31.9%	38,610

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,940.5	5,907.5	5,785.0
R3	5,879.0	5,846.0	5,768.0
R2	5,817.5	5,817.5	5,762.5
R1	5,784.5	5,784.5	5,756.5	5,770.0
PP	5,756.0	5,756.0	5,756.0	5,749.0
S1	5,723.0	5,723.0	5,745.5	5,709.0
S2	5,694.5	5,694.5	5,739.5
S3	5,633.0	5,661.5	5,734.0
S4	5,571.5	5,600.0	5,717.0

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,219.0	6,156.5	5,848.5
R3	6,050.0	5,987.5	5,802.0
R2	5,881.0	5,881.0	5,786.5
R1	5,818.5	5,818.5	5,771.0	5,850.0
PP	5,712.0	5,712.0	5,712.0	5,728.0
S1	5,649.5	5,649.5	5,740.0	5,681.0
S2	5,543.0	5,543.0	5,724.5
S3	5,374.0	5,480.5	5,709.0
S4	5,205.0	5,311.5	5,662.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,789.5	5,641.5	148.0	2.6%	55.0	1.0%	74%	True	False	17,835
10	5,789.5	5,606.0	183.5	3.2%	57.0	1.0%	79%	True	False	10,105
20	5,822.0	5,606.0	216.0	3.8%	45.0	0.8%	67%	False	False	5,090
40	5,825.0	5,420.5	404.5	7.0%	50.0	0.9%	82%	False	False	2,561
60	5,825.0	5,381.0	444.0	7.7%	42.5	0.7%	83%	False	False	1,714
80	5,825.0	5,174.5	650.5	11.3%	33.5	0.6%	89%	False	False	1,301
100	5,825.0	5,174.5	650.5	11.3%	27.0	0.5%	89%	False	False	1,048
120	5,825.0	5,174.5	650.5	11.3%	23.5	0.4%	89%	False	False	878

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,051.0
2.618	5,950.5
1.618	5,889.0
1.000	5,851.0
0.618	5,827.5
HIGH	5,789.5
0.618	5,766.0
0.500	5,759.0
0.382	5,751.5
LOW	5,728.0
0.618	5,690.0
1.000	5,666.5
1.618	5,628.5
2.618	5,567.0
4.250	5,466.5

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	5,759.0	5,759.0
PP	5,756.0	5,756.0
S1	5,753.5	5,753.5

Download as Excel Spreadsheet

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

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