FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 6,773.5 6,775.5 2.0 0.0% 6,586.5
High 6,861.5 6,777.5 -84.0 -1.2% 6,730.0
Low 6,748.5 6,639.5 -109.0 -1.6% 6,569.5
Close 6,818.0 6,689.0 -129.0 -1.9% 6,697.5
Range 113.0 138.0 25.0 22.1% 160.5
ATR 70.5 78.2 7.7 11.0% 0.0
Volume 153,494 110,508 -42,986 -28.0% 439,868
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 7,116.0 7,040.5 6,765.0
R3 6,978.0 6,902.5 6,727.0
R2 6,840.0 6,840.0 6,714.5
R1 6,764.5 6,764.5 6,701.5 6,733.0
PP 6,702.0 6,702.0 6,702.0 6,686.5
S1 6,626.5 6,626.5 6,676.5 6,595.0
S2 6,564.0 6,564.0 6,663.5
S3 6,426.0 6,488.5 6,651.0
S4 6,288.0 6,350.5 6,613.0
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 7,147.0 7,083.0 6,786.0
R3 6,986.5 6,922.5 6,741.5
R2 6,826.0 6,826.0 6,727.0
R1 6,762.0 6,762.0 6,712.0 6,794.0
PP 6,665.5 6,665.5 6,665.5 6,682.0
S1 6,601.5 6,601.5 6,683.0 6,633.5
S2 6,505.0 6,505.0 6,668.0
S3 6,344.5 6,441.0 6,653.5
S4 6,184.0 6,280.5 6,609.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,861.5 6,639.5 222.0 3.3% 95.5 1.4% 22% False True 110,591
10 6,861.5 6,558.0 303.5 4.5% 74.5 1.1% 43% False False 99,428
20 6,861.5 6,355.0 506.5 7.6% 68.0 1.0% 66% False False 88,514
40 6,861.5 6,159.5 702.0 10.5% 74.5 1.1% 75% False False 94,468
60 6,861.5 6,157.0 704.5 10.5% 70.5 1.1% 76% False False 94,714
80 6,861.5 6,128.0 733.5 11.0% 65.0 1.0% 76% False False 71,176
100 6,861.5 5,793.5 1,068.0 16.0% 57.0 0.9% 84% False False 56,974
120 6,861.5 5,760.0 1,101.5 16.5% 48.5 0.7% 84% False False 47,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.3
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 7,364.0
2.618 7,139.0
1.618 7,001.0
1.000 6,915.5
0.618 6,863.0
HIGH 6,777.5
0.618 6,725.0
0.500 6,708.5
0.382 6,692.0
LOW 6,639.5
0.618 6,554.0
1.000 6,501.5
1.618 6,416.0
2.618 6,278.0
4.250 6,053.0
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 6,708.5 6,750.5
PP 6,702.0 6,730.0
S1 6,695.5 6,709.5

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

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