FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 6,468.5 6,493.5 25.0 0.4% 6,349.0
High 6,500.5 6,524.5 24.0 0.4% 6,480.0
Low 6,463.0 6,475.5 12.5 0.2% 6,315.5
Close 6,490.5 6,499.0 8.5 0.1% 6,467.0
Range 37.5 49.0 11.5 30.7% 164.5
ATR 67.2 65.9 -1.3 -1.9% 0.0
Volume 373,251 268,530 -104,721 -28.1% 910,916
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,646.5 6,622.0 6,526.0
R3 6,597.5 6,573.0 6,512.5
R2 6,548.5 6,548.5 6,508.0
R1 6,524.0 6,524.0 6,503.5 6,536.0
PP 6,499.5 6,499.5 6,499.5 6,506.0
S1 6,475.0 6,475.0 6,494.5 6,487.0
S2 6,450.5 6,450.5 6,490.0
S3 6,401.5 6,426.0 6,485.5
S4 6,352.5 6,377.0 6,472.0
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 6,524.5 6,406.5 118.0 1.8% 41.5 0.6% 78% True False 254,120
10 6,524.5 6,250.0 274.5 4.2% 57.0 0.9% 91% True False 185,848
20 6,524.5 6,219.5 305.0 4.7% 64.5 1.0% 92% True False 145,428
40 6,524.5 6,035.0 489.5 7.5% 61.5 0.9% 95% True False 123,716
60 6,524.5 5,828.5 696.0 10.7% 58.5 0.9% 96% True False 115,932
80 6,524.5 5,566.0 958.5 14.7% 54.0 0.8% 97% True False 88,806
100 6,524.5 5,566.0 958.5 14.7% 53.5 0.8% 97% True False 71,058
120 6,524.5 5,566.0 958.5 14.7% 49.5 0.8% 97% True False 59,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,733.0
2.618 6,653.0
1.618 6,604.0
1.000 6,573.5
0.618 6,555.0
HIGH 6,524.5
0.618 6,506.0
0.500 6,500.0
0.382 6,494.0
LOW 6,475.5
0.618 6,445.0
1.000 6,426.5
1.618 6,396.0
2.618 6,347.0
4.250 6,267.0
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 6,500.0 6,492.5
PP 6,499.5 6,486.0
S1 6,499.5 6,479.0

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

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