FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 6,434.5 6,468.5 34.0 0.5% 6,349.0
High 6,480.0 6,500.5 20.5 0.3% 6,480.0
Low 6,434.0 6,463.0 29.0 0.5% 6,315.5
Close 6,467.0 6,490.5 23.5 0.4% 6,467.0
Range 46.0 37.5 -8.5 -18.5% 164.5
ATR 69.5 67.2 -2.3 -3.3% 0.0
Volume 262,060 373,251 111,191 42.4% 910,916
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,597.0 6,581.5 6,511.0
R3 6,559.5 6,544.0 6,501.0
R2 6,522.0 6,522.0 6,497.5
R1 6,506.5 6,506.5 6,494.0 6,514.0
PP 6,484.5 6,484.5 6,484.5 6,488.5
S1 6,469.0 6,469.0 6,487.0 6,477.0
S2 6,447.0 6,447.0 6,483.5
S3 6,409.5 6,431.5 6,480.0
S4 6,372.0 6,394.0 6,470.0
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,914.5 6,855.0 6,557.5
R3 6,750.0 6,690.5 6,512.0
R2 6,585.5 6,585.5 6,497.0
R1 6,526.0 6,526.0 6,482.0 6,556.0
PP 6,421.0 6,421.0 6,421.0 6,435.5
S1 6,361.5 6,361.5 6,452.0 6,391.0
S2 6,256.5 6,256.5 6,437.0
S3 6,092.0 6,197.0 6,422.0
S4 5,927.5 6,032.5 6,376.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,500.5 6,351.0 149.5 2.3% 47.5 0.7% 93% True False 224,606
10 6,500.5 6,219.5 281.0 4.3% 58.0 0.9% 96% True False 168,559
20 6,500.5 6,218.0 282.5 4.4% 66.0 1.0% 96% True False 138,098
40 6,500.5 6,035.0 465.5 7.2% 61.5 0.9% 98% True False 119,552
60 6,500.5 5,828.5 672.0 10.4% 58.0 0.9% 99% True False 112,423
80 6,500.5 5,566.0 934.5 14.4% 53.5 0.8% 99% True False 85,450
100 6,500.5 5,566.0 934.5 14.4% 53.5 0.8% 99% True False 68,373
120 6,500.5 5,566.0 934.5 14.4% 49.5 0.8% 99% True False 56,982
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 12.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,660.0
2.618 6,598.5
1.618 6,561.0
1.000 6,538.0
0.618 6,523.5
HIGH 6,500.5
0.618 6,486.0
0.500 6,482.0
0.382 6,477.5
LOW 6,463.0
0.618 6,440.0
1.000 6,425.5
1.618 6,402.5
2.618 6,365.0
4.250 6,303.5
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 6,487.5 6,480.5
PP 6,484.5 6,470.5
S1 6,482.0 6,460.0

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

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