FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 17-Jan-2013

Day Change Summary
	Previous	Current
	16-Jan-2013	17-Jan-2013	Change	Change %	Previous Week
Open	6,081.5	6,075.0	-6.5	-0.1%	6,050.0
High	6,085.0	6,103.5	18.5	0.3%	6,081.0
Low	6,035.0	6,040.0	5.0	0.1%	6,007.0
Close	6,065.0	6,088.5	23.5	0.4%	6,071.0
Range	50.0	63.5	13.5	27.0%	74.0
ATR	51.2	52.1	0.9	1.7%	0.0
Volume	104,100	108,646	4,546	4.4%	420,274

Daily Pivots for day following 17-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,268.0	6,241.5	6,123.5
R3	6,204.5	6,178.0	6,106.0
R2	6,141.0	6,141.0	6,100.0
R1	6,114.5	6,114.5	6,094.5	6,128.0
PP	6,077.5	6,077.5	6,077.5	6,084.0
S1	6,051.0	6,051.0	6,082.5	6,064.0
S2	6,014.0	6,014.0	6,077.0
S3	5,950.5	5,987.5	6,071.0
S4	5,887.0	5,924.0	6,053.5

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	6,103.5	6,035.0	68.5	1.1%	46.5	0.8%	78%	True	False	102,519
10	6,103.5	5,990.5	113.0	1.9%	46.5	0.8%	87%	True	False	92,338
20	6,103.5	5,828.5	275.0	4.5%	53.5	0.9%	95%	True	False	87,755
40	6,103.5	5,660.0	443.5	7.3%	45.5	0.7%	97%	True	False	59,203
60	6,103.5	5,566.0	537.5	8.8%	49.0	0.8%	97%	True	False	39,498
80	6,103.5	5,566.0	537.5	8.8%	44.5	0.7%	97%	True	False	29,627
100	6,103.5	5,566.0	537.5	8.8%	37.0	0.6%	97%	True	False	23,707
120	6,103.5	5,543.5	560.0	9.2%	31.0	0.5%	97%	True	False	19,762

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	12.2
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6,373.5
2.618	6,269.5
1.618	6,206.0
1.000	6,167.0
0.618	6,142.5
HIGH	6,103.5
0.618	6,079.0
0.500	6,072.0
0.382	6,064.5
LOW	6,040.0
0.618	6,001.0
1.000	5,976.5
1.618	5,937.5
2.618	5,874.0
4.250	5,770.0

Fisher Pivots for day following 17-Jan-2013
Pivot	1 day	3 day
R1	6,083.0	6,082.0
PP	6,077.5	6,075.5
S1	6,072.0	6,069.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols