FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 5,783.0 5,820.0 37.0 0.6% 5,725.0
High 5,840.0 5,861.5 21.5 0.4% 5,821.5
Low 5,783.0 5,735.0 -48.0 -0.8% 5,700.0
Close 5,814.5 5,732.5 -82.0 -1.4% 5,795.5
Range 57.0 126.5 69.5 121.9% 121.5
ATR 47.4 53.1 5.6 11.9% 0.0
Volume 310 13 -297 -95.8% 349
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,156.0 6,070.5 5,802.0
R3 6,029.5 5,944.0 5,767.5
R2 5,903.0 5,903.0 5,755.5
R1 5,817.5 5,817.5 5,744.0 5,797.0
PP 5,776.5 5,776.5 5,776.5 5,766.0
S1 5,691.0 5,691.0 5,721.0 5,670.5
S2 5,650.0 5,650.0 5,709.5
S3 5,523.5 5,564.5 5,697.5
S4 5,397.0 5,438.0 5,663.0
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,137.0 6,087.5 5,862.5
R3 6,015.5 5,966.0 5,829.0
R2 5,894.0 5,894.0 5,818.0
R1 5,844.5 5,844.5 5,806.5 5,869.0
PP 5,772.5 5,772.5 5,772.5 5,784.5
S1 5,723.0 5,723.0 5,784.5 5,748.0
S2 5,651.0 5,651.0 5,773.0
S3 5,529.5 5,601.5 5,762.0
S4 5,408.0 5,480.0 5,728.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,861.5 5,729.0 132.5 2.3% 62.0 1.1% 3% True False 125
10 5,861.5 5,698.0 163.5 2.9% 52.5 0.9% 21% True False 69
20 5,861.5 5,698.0 163.5 2.9% 43.5 0.8% 21% True False 44
40 5,861.5 5,659.5 202.0 3.5% 33.5 0.6% 36% True False 33
60 5,861.5 5,585.5 276.0 4.8% 23.5 0.4% 53% True False 33
80 5,861.5 5,380.5 481.0 8.4% 18.0 0.3% 73% True False 31
100 5,861.5 5,340.5 521.0 9.1% 15.5 0.3% 75% True False 31
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 11.4
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 6,399.0
2.618 6,192.5
1.618 6,066.0
1.000 5,988.0
0.618 5,939.5
HIGH 5,861.5
0.618 5,813.0
0.500 5,798.0
0.382 5,783.5
LOW 5,735.0
0.618 5,657.0
1.000 5,608.5
1.618 5,530.5
2.618 5,404.0
4.250 5,197.5
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 5,798.0 5,798.0
PP 5,776.5 5,776.5
S1 5,754.5 5,754.5

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

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