FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 6,493.5 6,480.0 -13.5 -0.2% 6,349.0
High 6,524.5 6,496.0 -28.5 -0.4% 6,480.0
Low 6,475.5 6,435.5 -40.0 -0.6% 6,315.5
Close 6,499.0 6,476.0 -23.0 -0.4% 6,467.0
Range 49.0 60.5 11.5 23.5% 164.5
ATR 65.9 65.7 -0.2 -0.3% 0.0
Volume 268,530 151,629 -116,901 -43.5% 910,916
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,650.5 6,624.0 6,509.5
R3 6,590.0 6,563.5 6,492.5
R2 6,529.5 6,529.5 6,487.0
R1 6,503.0 6,503.0 6,481.5 6,486.0
PP 6,469.0 6,469.0 6,469.0 6,461.0
S1 6,442.5 6,442.5 6,470.5 6,425.5
S2 6,408.5 6,408.5 6,465.0
S3 6,348.0 6,382.0 6,459.5
S4 6,287.5 6,321.5 6,442.5
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 6,420.0 104.5 1.6% 44.5 0.7% 54% False False 249,007
10 6,524.5 6,291.0 233.5 3.6% 52.5 0.8% 79% False False 190,412
20 6,524.5 6,219.5 305.0 4.7% 63.5 1.0% 84% False False 147,522
40 6,524.5 6,040.0 484.5 7.5% 62.0 1.0% 90% False False 124,904
60 6,524.5 5,828.5 696.0 10.7% 59.0 0.9% 93% False False 114,449
80 6,524.5 5,600.0 924.5 14.3% 54.0 0.8% 95% False False 90,696
100 6,524.5 5,566.0 958.5 14.8% 54.0 0.8% 95% False False 72,574
120 6,524.5 5,566.0 958.5 14.8% 50.0 0.8% 95% False False 60,481
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 12.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,753.0
2.618 6,654.5
1.618 6,594.0
1.000 6,556.5
0.618 6,533.5
HIGH 6,496.0
0.618 6,473.0
0.500 6,466.0
0.382 6,458.5
LOW 6,435.5
0.618 6,398.0
1.000 6,375.0
1.618 6,337.5
2.618 6,277.0
4.250 6,178.5
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 6,472.5 6,480.0
PP 6,469.0 6,478.5
S1 6,466.0 6,477.5

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

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