FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
18-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 6,301.0 6,294.0 -7.0 -0.1% 6,224.0
High 6,309.0 6,365.5 56.5 0.9% 6,362.5
Low 6,281.0 6,275.5 -5.5 -0.1% 6,210.5
Close 6,295.0 6,362.5 67.5 1.1% 6,308.5
Range 28.0 90.0 62.0 221.4% 152.0
ATR 58.7 61.0 2.2 3.8% 0.0
Volume 95,395 100,438 5,043 5.3% 484,735
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 6,604.5 6,573.5 6,412.0
R3 6,514.5 6,483.5 6,387.0
R2 6,424.5 6,424.5 6,379.0
R1 6,393.5 6,393.5 6,371.0 6,409.0
PP 6,334.5 6,334.5 6,334.5 6,342.0
S1 6,303.5 6,303.5 6,354.0 6,319.0
S2 6,244.5 6,244.5 6,346.0
S3 6,154.5 6,213.5 6,338.0
S4 6,064.5 6,123.5 6,313.0
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 6,750.0 6,681.0 6,392.0
R3 6,598.0 6,529.0 6,350.5
R2 6,446.0 6,446.0 6,336.5
R1 6,377.0 6,377.0 6,322.5 6,411.5
PP 6,294.0 6,294.0 6,294.0 6,311.0
S1 6,225.0 6,225.0 6,294.5 6,259.5
S2 6,142.0 6,142.0 6,280.5
S3 5,990.0 6,073.0 6,266.5
S4 5,838.0 5,921.0 6,225.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,365.5 6,275.5 90.0 1.4% 62.0 1.0% 97% True True 91,589
10 6,365.5 6,174.0 191.5 3.0% 63.0 1.0% 98% True False 96,536
20 6,365.5 6,141.0 224.5 3.5% 62.5 1.0% 99% True False 103,446
40 6,365.5 5,828.5 537.0 8.4% 58.5 0.9% 99% True False 91,275
60 6,365.5 5,713.0 652.5 10.3% 51.5 0.8% 100% True False 77,553
80 6,365.5 5,566.0 799.5 12.6% 52.0 0.8% 100% True False 58,189
100 6,365.5 5,566.0 799.5 12.6% 48.5 0.8% 100% True False 46,554
120 6,365.5 5,566.0 799.5 12.6% 42.5 0.7% 100% True False 38,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,748.0
2.618 6,601.0
1.618 6,511.0
1.000 6,455.5
0.618 6,421.0
HIGH 6,365.5
0.618 6,331.0
0.500 6,320.5
0.382 6,310.0
LOW 6,275.5
0.618 6,220.0
1.000 6,185.5
1.618 6,130.0
2.618 6,040.0
4.250 5,893.0
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 6,348.5 6,348.5
PP 6,334.5 6,334.5
S1 6,320.5 6,320.5

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

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