FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 6,313.0 6,211.0 -102.0 -1.6% 6,251.0
High 6,318.5 6,257.0 -61.5 -1.0% 6,323.5
Low 6,194.5 6,199.0 4.5 0.1% 6,236.0
Close 6,199.5 6,238.5 39.0 0.6% 6,304.5
Range 124.0 58.0 -66.0 -53.2% 87.5
ATR 58.1 58.1 0.0 0.0% 0.0
Volume 106,181 126,641 20,460 19.3% 606,940
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 6,405.5 6,380.0 6,270.5
R3 6,347.5 6,322.0 6,254.5
R2 6,289.5 6,289.5 6,249.0
R1 6,264.0 6,264.0 6,244.0 6,277.0
PP 6,231.5 6,231.5 6,231.5 6,238.0
S1 6,206.0 6,206.0 6,233.0 6,219.0
S2 6,173.5 6,173.5 6,228.0
S3 6,115.5 6,148.0 6,222.5
S4 6,057.5 6,090.0 6,206.5
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 6,550.5 6,515.0 6,352.5
R3 6,463.0 6,427.5 6,328.5
R2 6,375.5 6,375.5 6,320.5
R1 6,340.0 6,340.0 6,312.5 6,358.0
PP 6,288.0 6,288.0 6,288.0 6,297.0
S1 6,252.5 6,252.5 6,296.5 6,270.0
S2 6,200.5 6,200.5 6,288.5
S3 6,113.0 6,165.0 6,280.5
S4 6,025.5 6,077.5 6,256.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,323.5 6,194.5 129.0 2.1% 68.5 1.1% 34% False False 124,667
10 6,323.5 6,141.0 182.5 2.9% 61.5 1.0% 53% False False 110,355
20 6,323.5 6,020.5 303.0 4.9% 53.0 0.8% 72% False False 99,785
40 6,323.5 5,828.5 495.0 7.9% 51.5 0.8% 83% False False 91,872
60 6,323.5 5,566.0 757.5 12.1% 49.5 0.8% 89% False False 61,484
80 6,323.5 5,566.0 757.5 12.1% 48.5 0.8% 89% False False 46,124
100 6,323.5 5,566.0 757.5 12.1% 43.5 0.7% 89% False False 36,904
120 6,323.5 5,566.0 757.5 12.1% 37.0 0.6% 89% False False 30,758
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,503.5
2.618 6,409.0
1.618 6,351.0
1.000 6,315.0
0.618 6,293.0
HIGH 6,257.0
0.618 6,235.0
0.500 6,228.0
0.382 6,221.0
LOW 6,199.0
0.618 6,163.0
1.000 6,141.0
1.618 6,105.0
2.618 6,047.0
4.250 5,952.5
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 6,235.0 6,259.0
PP 6,231.5 6,252.0
S1 6,228.0 6,245.5

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

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