FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 6,251.0 6,263.0 12.0 0.2% 6,132.0
High 6,272.5 6,309.5 37.0 0.6% 6,257.0
Low 6,236.0 6,245.5 9.5 0.2% 6,107.0
Close 6,260.5 6,305.5 45.0 0.7% 6,232.0
Range 36.5 64.0 27.5 75.3% 150.0
ATR 51.2 52.1 0.9 1.8% 0.0
Volume 100,871 115,553 14,682 14.6% 432,831
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,479.0 6,456.0 6,340.5
R3 6,415.0 6,392.0 6,323.0
R2 6,351.0 6,351.0 6,317.0
R1 6,328.0 6,328.0 6,311.5 6,339.5
PP 6,287.0 6,287.0 6,287.0 6,292.5
S1 6,264.0 6,264.0 6,299.5 6,275.5
S2 6,223.0 6,223.0 6,294.0
S3 6,159.0 6,200.0 6,288.0
S4 6,095.0 6,136.0 6,270.5
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,648.5 6,590.5 6,314.5
R3 6,498.5 6,440.5 6,273.0
R2 6,348.5 6,348.5 6,259.5
R1 6,290.5 6,290.5 6,246.0 6,319.5
PP 6,198.5 6,198.5 6,198.5 6,213.0
S1 6,140.5 6,140.5 6,218.0 6,169.5
S2 6,048.5 6,048.5 6,204.5
S3 5,898.5 5,990.5 6,191.0
S4 5,748.5 5,840.5 6,149.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,309.5 6,141.0 168.5 2.7% 54.5 0.9% 98% True False 96,043
10 6,309.5 6,035.0 274.5 4.4% 52.0 0.8% 99% True False 90,932
20 6,309.5 5,866.5 443.0 7.0% 52.5 0.8% 99% True False 90,199
40 6,309.5 5,813.0 496.5 7.9% 47.5 0.8% 99% True False 76,590
60 6,309.5 5,566.0 743.5 11.8% 49.0 0.8% 99% True False 51,105
80 6,309.5 5,566.0 743.5 11.8% 46.0 0.7% 99% True False 38,333
100 6,309.5 5,566.0 743.5 11.8% 40.5 0.6% 99% True False 30,671
120 6,309.5 5,566.0 743.5 11.8% 34.0 0.5% 99% True False 25,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,581.5
2.618 6,477.0
1.618 6,413.0
1.000 6,373.5
0.618 6,349.0
HIGH 6,309.5
0.618 6,285.0
0.500 6,277.5
0.382 6,270.0
LOW 6,245.5
0.618 6,206.0
1.000 6,181.5
1.618 6,142.0
2.618 6,078.0
4.250 5,973.5
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 6,296.0 6,289.0
PP 6,287.0 6,272.5
S1 6,277.5 6,256.0

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

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