FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 6,021.5 6,050.5 29.0 0.5% 5,851.0
High 6,069.0 6,076.0 7.0 0.1% 6,062.5
Low 6,020.5 6,044.5 24.0 0.4% 5,828.5
Close 6,055.5 6,054.5 -1.0 0.0% 6,037.0
Range 48.5 31.5 -17.0 -35.1% 234.0
ATR 55.9 54.1 -1.7 -3.1% 0.0
Volume 80,877 82,333 1,456 1.8% 391,134
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,153.0 6,135.0 6,072.0
R3 6,121.5 6,103.5 6,063.0
R2 6,090.0 6,090.0 6,060.5
R1 6,072.0 6,072.0 6,057.5 6,081.0
PP 6,058.5 6,058.5 6,058.5 6,063.0
S1 6,040.5 6,040.5 6,051.5 6,049.5
S2 6,027.0 6,027.0 6,048.5
S3 5,995.5 6,009.0 6,046.0
S4 5,964.0 5,977.5 6,037.0
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 6,076.0 5,990.5 85.5 1.4% 47.0 0.8% 75% True False 82,157
10 6,076.0 5,828.5 247.5 4.1% 62.0 1.0% 91% True False 78,767
20 6,076.0 5,828.5 247.5 4.1% 51.0 0.8% 91% True False 90,680
40 6,076.0 5,566.0 510.0 8.4% 48.0 0.8% 96% True False 46,405
60 6,076.0 5,566.0 510.0 8.4% 46.5 0.8% 96% True False 30,957
80 6,076.0 5,566.0 510.0 8.4% 42.5 0.7% 96% True False 23,223
100 6,076.0 5,566.0 510.0 8.4% 34.5 0.6% 96% True False 18,584
120 6,076.0 5,380.5 695.5 11.5% 29.0 0.5% 97% True False 15,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.1
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,210.0
2.618 6,158.5
1.618 6,127.0
1.000 6,107.5
0.618 6,095.5
HIGH 6,076.0
0.618 6,064.0
0.500 6,060.0
0.382 6,056.5
LOW 6,044.5
0.618 6,025.0
1.000 6,013.0
1.618 5,993.5
2.618 5,962.0
4.250 5,910.5
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 6,060.0 6,050.0
PP 6,058.5 6,046.0
S1 6,056.5 6,041.5

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

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