FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 25-Feb-2013

Day Change Summary
	Previous	Current
	22-Feb-2013	25-Feb-2013	Change	Change %	Previous Week
Open	6,295.0	6,322.0	27.0	0.4%	6,301.0
High	6,349.5	6,373.0	23.5	0.4%	6,397.0
Low	6,291.5	6,225.0	-66.5	-1.1%	6,259.0
Close	6,320.5	6,344.0	23.5	0.4%	6,320.5
Range	58.0	148.0	90.0	155.2%	138.0
ATR	64.5	70.5	6.0	9.2%	0.0
Volume	143,384	121,666	-21,718	-15.1%	570,663

Daily Pivots for day following 25-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,758.0	6,699.0	6,425.5
R3	6,610.0	6,551.0	6,384.5
R2	6,462.0	6,462.0	6,371.0
R1	6,403.0	6,403.0	6,357.5	6,432.5
PP	6,314.0	6,314.0	6,314.0	6,329.0
S1	6,255.0	6,255.0	6,330.5	6,284.5
S2	6,166.0	6,166.0	6,317.0
S3	6,018.0	6,107.0	6,303.5
S4	5,870.0	5,959.0	6,262.5

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,739.5	6,668.0	6,396.5
R3	6,601.5	6,530.0	6,358.5
R2	6,463.5	6,463.5	6,346.0
R1	6,392.0	6,392.0	6,333.0	6,428.0
PP	6,325.5	6,325.5	6,325.5	6,343.5
S1	6,254.0	6,254.0	6,308.0	6,290.0
S2	6,187.5	6,187.5	6,295.0
S3	6,049.5	6,116.0	6,282.5
S4	5,911.5	5,978.0	6,244.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,397.0	6,225.0	172.0	2.7%	87.5	1.4%	69%	False	True	119,386
10	6,397.0	6,218.0	179.0	2.8%	74.5	1.2%	70%	False	False	107,636
20	6,397.0	6,174.0	223.0	3.5%	69.5	1.1%	76%	False	False	110,037
40	6,397.0	5,828.5	568.5	9.0%	60.5	1.0%	91%	False	False	100,311
60	6,397.0	5,780.0	617.0	9.7%	55.0	0.9%	91%	False	False	85,821
80	6,397.0	5,566.0	831.0	13.1%	54.0	0.9%	94%	False	False	64,394
100	6,397.0	5,566.0	831.0	13.1%	50.0	0.8%	94%	False	False	51,519
120	6,397.0	5,566.0	831.0	13.1%	45.0	0.7%	94%	False	False	42,936

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	15.0
Widest range in 185 trading days

Fibonacci Retracements and Extensions
4.250	7,002.0
2.618	6,760.5
1.618	6,612.5
1.000	6,521.0
0.618	6,464.5
HIGH	6,373.0
0.618	6,316.5
0.500	6,299.0
0.382	6,281.5
LOW	6,225.0
0.618	6,133.5
1.000	6,077.0
1.618	5,985.5
2.618	5,837.5
4.250	5,596.0

Fisher Pivots for day following 25-Feb-2013
Pivot	1 day	3 day
R1	6,329.0	6,329.0
PP	6,314.0	6,314.0
S1	6,299.0	6,299.0

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