FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 6,240.5 6,263.5 23.0 0.4% 6,301.0
High 6,276.5 6,356.0 79.5 1.3% 6,397.0
Low 6,219.5 6,250.0 30.5 0.5% 6,259.0
Close 6,254.0 6,317.5 63.5 1.0% 6,320.5
Range 57.0 106.0 49.0 86.0% 138.0
ATR 74.3 76.6 2.3 3.0% 0.0
Volume 95,646 105,983 10,337 10.8% 570,663
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 6,626.0 6,577.5 6,376.0
R3 6,520.0 6,471.5 6,346.5
R2 6,414.0 6,414.0 6,337.0
R1 6,365.5 6,365.5 6,327.0 6,390.0
PP 6,308.0 6,308.0 6,308.0 6,320.0
S1 6,259.5 6,259.5 6,308.0 6,284.0
S2 6,202.0 6,202.0 6,298.0
S3 6,096.0 6,153.5 6,288.5
S4 5,990.0 6,047.5 6,259.0
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 6,373.0 6,219.5 153.5 2.4% 93.0 1.5% 64% False False 112,558
10 6,397.0 6,219.5 177.5 2.8% 74.5 1.2% 55% False False 104,633
20 6,397.0 6,174.0 223.0 3.5% 72.0 1.1% 64% False False 107,988
40 6,397.0 5,973.5 423.5 6.7% 60.0 0.9% 81% False False 100,026
60 6,397.0 5,813.0 584.0 9.2% 56.0 0.9% 86% False False 89,162
80 6,397.0 5,566.0 831.0 13.2% 54.5 0.9% 90% False False 66,911
100 6,397.0 5,566.0 831.0 13.2% 51.0 0.8% 90% False False 53,535
120 6,397.0 5,566.0 831.0 13.2% 46.0 0.7% 90% False False 44,616
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 16.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,806.5
2.618 6,633.5
1.618 6,527.5
1.000 6,462.0
0.618 6,421.5
HIGH 6,356.0
0.618 6,315.5
0.500 6,303.0
0.382 6,290.5
LOW 6,250.0
0.618 6,184.5
1.000 6,144.0
1.618 6,078.5
2.618 5,972.5
4.250 5,799.5
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 6,312.5 6,310.5
PP 6,308.0 6,303.5
S1 6,303.0 6,296.0

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

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