FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	5,856.0	5,844.5	-11.5	-0.2%	5,755.0
High	5,882.5	5,860.5	-22.0	-0.4%	5,905.0
Low	5,837.5	5,810.0	-27.5	-0.5%	5,728.0
Close	5,858.0	5,856.0	-2.0	0.0%	5,875.0
Range	45.0	50.5	5.5	12.2%	177.0
ATR	62.1	61.2	-0.8	-1.3%	0.0
Volume	188,738	186,663	-2,075	-1.1%	267,147

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,993.5	5,975.5	5,884.0
R3	5,943.0	5,925.0	5,870.0
R2	5,892.5	5,892.5	5,865.5
R1	5,874.5	5,874.5	5,860.5	5,883.5
PP	5,842.0	5,842.0	5,842.0	5,847.0
S1	5,824.0	5,824.0	5,851.5	5,833.0
S2	5,791.5	5,791.5	5,846.5
S3	5,741.0	5,773.5	5,842.0
S4	5,690.5	5,723.0	5,828.0

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,367.0	6,298.0	5,972.5
R3	6,190.0	6,121.0	5,923.5
R2	6,013.0	6,013.0	5,907.5
R1	5,944.0	5,944.0	5,891.0	5,978.5
PP	5,836.0	5,836.0	5,836.0	5,853.0
S1	5,767.0	5,767.0	5,859.0	5,801.5
S2	5,659.0	5,659.0	5,842.5
S3	5,482.0	5,590.0	5,826.5
S4	5,305.0	5,413.0	5,777.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,905.0	5,728.0	177.0	3.0%	67.5	1.2%	72%	False	False	121,882
10	5,905.0	5,606.0	299.0	5.1%	59.0	1.0%	84%	False	False	67,437
20	5,905.0	5,606.0	299.0	5.1%	52.5	0.9%	84%	False	False	34,134
40	5,905.0	5,420.5	484.5	8.3%	50.5	0.9%	90%	False	False	17,087
60	5,905.0	5,381.0	524.0	8.9%	46.0	0.8%	91%	False	False	11,398
80	5,905.0	5,174.5	730.5	12.5%	37.0	0.6%	93%	False	False	8,565
100	5,905.0	5,174.5	730.5	12.5%	29.5	0.5%	93%	False	False	6,858
120	5,905.0	5,174.5	730.5	12.5%	26.0	0.4%	93%	False	False	5,720

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	11.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,075.0
2.618	5,992.5
1.618	5,942.0
1.000	5,911.0
0.618	5,891.5
HIGH	5,860.5
0.618	5,841.0
0.500	5,835.0
0.382	5,829.5
LOW	5,810.0
0.618	5,779.0
1.000	5,759.5
1.618	5,728.5
2.618	5,678.0
4.250	5,595.5

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	5,849.0	5,857.5
PP	5,842.0	5,857.0
S1	5,835.0	5,856.5

Download as Excel Spreadsheet

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

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