FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 6,480.0 6,484.5 4.5 0.1% 6,349.0
High 6,496.0 6,536.0 40.0 0.6% 6,480.0
Low 6,435.5 6,475.5 40.0 0.6% 6,315.5
Close 6,476.0 6,532.0 56.0 0.9% 6,467.0
Range 60.5 60.5 0.0 0.0% 164.5
ATR 65.7 65.4 -0.4 -0.6% 0.0
Volume 151,629 16,450 -135,179 -89.2% 910,916
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,696.0 6,674.5 6,565.5
R3 6,635.5 6,614.0 6,548.5
R2 6,575.0 6,575.0 6,543.0
R1 6,553.5 6,553.5 6,537.5 6,564.0
PP 6,514.5 6,514.5 6,514.5 6,520.0
S1 6,493.0 6,493.0 6,526.5 6,504.0
S2 6,454.0 6,454.0 6,521.0
S3 6,393.5 6,432.5 6,515.5
S4 6,333.0 6,372.0 6,498.5
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 6,536.0 6,434.0 102.0 1.6% 50.5 0.8% 96% True False 214,384
10 6,536.0 6,291.0 245.0 3.8% 53.0 0.8% 98% True False 180,771
20 6,536.0 6,219.5 316.5 4.8% 63.0 1.0% 99% True False 143,377
40 6,536.0 6,086.5 449.5 6.9% 62.0 0.9% 99% True False 122,599
60 6,536.0 5,828.5 707.5 10.8% 59.0 0.9% 99% True False 110,984
80 6,536.0 5,660.0 876.0 13.4% 53.5 0.8% 100% True False 90,901
100 6,536.0 5,566.0 970.0 14.8% 54.0 0.8% 100% True False 72,738
120 6,536.0 5,566.0 970.0 14.8% 50.0 0.8% 100% True False 60,618
Crabel Price Patterns
NR False
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 11.8
Fibonacci Retracements and Extensions
4.250 6,793.0
2.618 6,694.5
1.618 6,634.0
1.000 6,596.5
0.618 6,573.5
HIGH 6,536.0
0.618 6,513.0
0.500 6,506.0
0.382 6,498.5
LOW 6,475.5
0.618 6,438.0
1.000 6,415.0
1.618 6,377.5
2.618 6,317.0
4.250 6,218.5
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 6,523.0 6,516.5
PP 6,514.5 6,501.0
S1 6,506.0 6,486.0

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

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