FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 07-Mar-2013

Day Change Summary
	Previous	Current
	06-Mar-2013	07-Mar-2013	Change	Change %	Previous Week
Open	6,412.5	6,428.0	15.5	0.2%	6,322.0
High	6,452.5	6,450.0	-2.5	0.0%	6,377.0
Low	6,406.5	6,420.0	13.5	0.2%	6,219.5
Close	6,408.0	6,435.0	27.0	0.4%	6,364.0
Range	46.0	30.0	-16.0	-34.8%	157.5
ATR	73.5	71.3	-2.3	-3.1%	0.0
Volume	177,192	189,567	12,375	7.0%	523,095

Daily Pivots for day following 07-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,525.0	6,510.0	6,451.5
R3	6,495.0	6,480.0	6,443.0
R2	6,465.0	6,465.0	6,440.5
R1	6,450.0	6,450.0	6,438.0	6,457.5
PP	6,435.0	6,435.0	6,435.0	6,439.0
S1	6,420.0	6,420.0	6,432.0	6,427.5
S2	6,405.0	6,405.0	6,429.5
S3	6,375.0	6,390.0	6,427.0
S4	6,345.0	6,360.0	6,418.5

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,792.5	6,736.0	6,450.5
R3	6,635.0	6,578.5	6,407.5
R2	6,477.5	6,477.5	6,393.0
R1	6,421.0	6,421.0	6,378.5	6,449.0
PP	6,320.0	6,320.0	6,320.0	6,334.5
S1	6,263.5	6,263.5	6,349.5	6,292.0
S2	6,162.5	6,162.5	6,335.0
S3	6,005.0	6,106.0	6,320.5
S4	5,847.5	5,948.5	6,277.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,452.5	6,291.0	161.5	2.5%	56.0	0.9%	89%	False	False	147,158
10	6,452.5	6,219.5	233.0	3.6%	70.0	1.1%	92%	False	False	131,533
20	6,452.5	6,203.5	249.0	3.9%	66.0	1.0%	93%	False	False	114,783
40	6,452.5	6,035.0	417.5	6.5%	61.5	1.0%	96%	False	False	108,616
60	6,452.5	5,828.5	624.0	9.7%	58.0	0.9%	97%	False	False	102,637
80	6,452.5	5,566.0	886.5	13.8%	54.5	0.9%	98%	False	False	77,511
100	6,452.5	5,566.0	886.5	13.8%	52.5	0.8%	98%	False	False	62,021
120	6,452.5	5,566.0	886.5	13.8%	48.5	0.8%	98%	False	False	51,688

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.6
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,577.5
2.618	6,528.5
1.618	6,498.5
1.000	6,480.0
0.618	6,468.5
HIGH	6,450.0
0.618	6,438.5
0.500	6,435.0
0.382	6,431.5
LOW	6,420.0
0.618	6,401.5
1.000	6,390.0
1.618	6,371.5
2.618	6,341.5
4.250	6,292.5

Fisher Pivots for day following 07-Mar-2013
Pivot	1 day	3 day
R1	6,435.0	6,424.0
PP	6,435.0	6,413.0
S1	6,435.0	6,402.0

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