FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 6,050.5 6,075.0 24.5 0.4% 6,050.0
High 6,076.0 6,081.0 5.0 0.1% 6,081.0
Low 6,044.5 6,052.5 8.0 0.1% 6,007.0
Close 6,054.5 6,071.0 16.5 0.3% 6,071.0
Range 31.5 28.5 -3.0 -9.5% 74.0
ATR 54.1 52.3 -1.8 -3.4% 0.0
Volume 82,333 93,306 10,973 13.3% 420,274
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,153.5 6,141.0 6,086.5
R3 6,125.0 6,112.5 6,079.0
R2 6,096.5 6,096.5 6,076.0
R1 6,084.0 6,084.0 6,073.5 6,076.0
PP 6,068.0 6,068.0 6,068.0 6,064.0
S1 6,055.5 6,055.5 6,068.5 6,047.5
S2 6,039.5 6,039.5 6,066.0
S3 6,011.0 6,027.0 6,063.0
S4 5,982.5 5,998.5 6,055.5
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,275.0 6,247.0 6,111.5
R3 6,201.0 6,173.0 6,091.5
R2 6,127.0 6,127.0 6,084.5
R1 6,099.0 6,099.0 6,078.0 6,113.0
PP 6,053.0 6,053.0 6,053.0 6,060.0
S1 6,025.0 6,025.0 6,064.0 6,039.0
S2 5,979.0 5,979.0 6,057.5
S3 5,905.0 5,951.0 6,050.5
S4 5,831.0 5,877.0 6,030.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,081.0 6,007.0 74.0 1.2% 38.5 0.6% 86% True False 84,054
10 6,081.0 5,828.5 252.5 4.2% 58.5 1.0% 96% True False 83,172
20 6,081.0 5,828.5 252.5 4.2% 51.5 0.8% 96% True False 95,067
40 6,081.0 5,566.0 515.0 8.5% 47.0 0.8% 98% True False 48,737
60 6,081.0 5,566.0 515.0 8.5% 47.0 0.8% 98% True False 32,512
80 6,081.0 5,566.0 515.0 8.5% 43.0 0.7% 98% True False 24,390
100 6,081.0 5,566.0 515.0 8.5% 35.0 0.6% 98% True False 19,516
120 6,081.0 5,380.5 700.5 11.5% 29.0 0.5% 99% True False 16,269
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 8.6
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6,202.0
2.618 6,155.5
1.618 6,127.0
1.000 6,109.5
0.618 6,098.5
HIGH 6,081.0
0.618 6,070.0
0.500 6,067.0
0.382 6,063.5
LOW 6,052.5
0.618 6,035.0
1.000 6,024.0
1.618 6,006.5
2.618 5,978.0
4.250 5,931.5
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 6,069.5 6,064.0
PP 6,068.0 6,057.5
S1 6,067.0 6,051.0

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

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