FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 24-Jan-2013

Day Change Summary
	Previous	Current
	23-Jan-2013	24-Jan-2013	Change	Change %	Previous Week
Open	6,166.0	6,157.5	-8.5	-0.1%	6,075.0
High	6,172.0	6,232.5	60.5	1.0%	6,133.5
Low	6,141.0	6,145.0	4.0	0.1%	6,035.0
Close	6,160.5	6,223.5	63.0	1.0%	6,122.5
Range	31.0	87.5	56.5	182.3%	98.5
ATR	49.0	51.8	2.7	5.6%	0.0
Volume	83,389	95,671	12,282	14.7%	466,610

Daily Pivots for day following 24-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,463.0	6,430.5	6,271.5
R3	6,375.5	6,343.0	6,247.5
R2	6,288.0	6,288.0	6,239.5
R1	6,255.5	6,255.5	6,231.5	6,272.0
PP	6,200.5	6,200.5	6,200.5	6,208.5
S1	6,168.0	6,168.0	6,215.5	6,184.0
S2	6,113.0	6,113.0	6,207.5
S3	6,025.5	6,080.5	6,199.5
S4	5,938.0	5,993.0	6,175.5

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,392.5	6,356.0	6,176.5
R3	6,294.0	6,257.5	6,149.5
R2	6,195.5	6,195.5	6,140.5
R1	6,159.0	6,159.0	6,131.5	6,177.0
PP	6,097.0	6,097.0	6,097.0	6,106.0
S1	6,060.5	6,060.5	6,113.5	6,079.0
S2	5,998.5	5,998.5	6,104.5
S3	5,900.0	5,962.0	6,095.5
S4	5,801.5	5,863.5	6,068.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,232.5	6,086.5	146.0	2.3%	50.0	0.8%	94%	True	False	79,083
10	6,232.5	6,035.0	197.5	3.2%	48.0	0.8%	95%	True	False	90,801
20	6,232.5	5,828.5	404.0	6.5%	55.0	0.9%	98%	True	False	84,784
40	6,232.5	5,713.0	519.5	8.3%	47.5	0.8%	98%	True	False	69,083
60	6,232.5	5,566.0	666.5	10.7%	49.0	0.8%	99%	True	False	46,087
80	6,232.5	5,566.0	666.5	10.7%	44.5	0.7%	99%	True	False	34,569
100	6,232.5	5,566.0	666.5	10.7%	39.5	0.6%	99%	True	False	27,659
120	6,232.5	5,566.0	666.5	10.7%	33.0	0.5%	99%	True	False	23,056

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	14.5
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	6,604.5
2.618	6,461.5
1.618	6,374.0
1.000	6,320.0
0.618	6,286.5
HIGH	6,232.5
0.618	6,199.0
0.500	6,189.0
0.382	6,178.5
LOW	6,145.0
0.618	6,091.0
1.000	6,057.5
1.618	6,003.5
2.618	5,916.0
4.250	5,773.0

Fisher Pivots for day following 24-Jan-2013
Pivot	1 day	3 day
R1	6,212.0	6,205.5
PP	6,200.5	6,187.5
S1	6,189.0	6,170.0

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