FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 6,050.0 6,029.0 -21.0 -0.3% 5,851.0
High 6,055.5 6,046.5 -9.0 -0.1% 6,062.5
Low 6,011.5 6,007.0 -4.5 -0.1% 5,828.5
Close 6,021.0 6,014.0 -7.0 -0.1% 6,037.0
Range 44.0 39.5 -4.5 -10.2% 234.0
ATR 57.2 56.0 -1.3 -2.2% 0.0
Volume 77,639 86,119 8,480 10.9% 391,134
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,141.0 6,117.0 6,035.5
R3 6,101.5 6,077.5 6,025.0
R2 6,062.0 6,062.0 6,021.0
R1 6,038.0 6,038.0 6,017.5 6,030.0
PP 6,022.5 6,022.5 6,022.5 6,018.5
S1 5,998.5 5,998.5 6,010.5 5,991.0
S2 5,983.0 5,983.0 6,007.0
S3 5,943.5 5,959.0 6,003.0
S4 5,904.0 5,919.5 5,992.5
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,678.0 6,591.5 6,165.5
R3 6,444.0 6,357.5 6,101.5
R2 6,210.0 6,210.0 6,080.0
R1 6,123.5 6,123.5 6,058.5 6,167.0
PP 5,976.0 5,976.0 5,976.0 5,997.5
S1 5,889.5 5,889.5 6,015.5 5,933.0
S2 5,742.0 5,742.0 5,994.0
S3 5,508.0 5,655.5 5,972.5
S4 5,274.0 5,421.5 5,908.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,062.5 5,866.5 196.0 3.3% 67.5 1.1% 75% False False 86,320
10 6,062.5 5,828.5 234.0 3.9% 65.0 1.1% 79% False False 68,992
20 6,062.5 5,828.5 234.0 3.9% 50.0 0.8% 79% False False 83,958
40 6,062.5 5,566.0 496.5 8.3% 48.0 0.8% 90% False False 42,333
60 6,062.5 5,566.0 496.5 8.3% 46.5 0.8% 90% False False 28,237
80 6,062.5 5,566.0 496.5 8.3% 41.5 0.7% 90% False False 21,183
100 6,062.5 5,566.0 496.5 8.3% 34.0 0.6% 90% False False 16,953
120 6,062.5 5,380.5 682.0 11.3% 28.5 0.5% 93% False False 14,132
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 8.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,214.5
2.618 6,150.0
1.618 6,110.5
1.000 6,086.0
0.618 6,071.0
HIGH 6,046.5
0.618 6,031.5
0.500 6,027.0
0.382 6,022.0
LOW 6,007.0
0.618 5,982.5
1.000 5,967.5
1.618 5,943.0
2.618 5,903.5
4.250 5,839.0
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 6,027.0 6,026.5
PP 6,022.5 6,022.5
S1 6,018.0 6,018.0

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

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