FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 6,286.0 6,343.5 57.5 0.9% 6,262.5
High 6,360.0 6,382.5 22.5 0.4% 6,301.5
Low 6,285.0 6,340.0 55.0 0.9% 6,157.0
Close 6,349.0 6,341.5 -7.5 -0.1% 6,295.5
Range 75.0 42.5 -32.5 -43.3% 144.5
ATR 63.7 62.2 -1.5 -2.4% 0.0
Volume 32,238 98,614 66,376 205.9% 11,417
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,482.0 6,454.5 6,365.0
R3 6,439.5 6,412.0 6,353.0
R2 6,397.0 6,397.0 6,349.5
R1 6,369.5 6,369.5 6,345.5 6,362.0
PP 6,354.5 6,354.5 6,354.5 6,351.0
S1 6,327.0 6,327.0 6,337.5 6,319.5
S2 6,312.0 6,312.0 6,333.5
S3 6,269.5 6,284.5 6,330.0
S4 6,227.0 6,242.0 6,318.0
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,685.0 6,634.5 6,375.0
R3 6,540.5 6,490.0 6,335.0
R2 6,396.0 6,396.0 6,322.0
R1 6,345.5 6,345.5 6,308.5 6,371.0
PP 6,251.5 6,251.5 6,251.5 6,264.0
S1 6,201.0 6,201.0 6,282.5 6,226.0
S2 6,107.0 6,107.0 6,269.0
S3 5,962.5 6,056.5 6,256.0
S4 5,818.0 5,912.0 6,216.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,382.5 6,226.5 156.0 2.5% 54.0 0.8% 74% True False 40,805
10 6,382.5 6,157.0 225.5 3.6% 61.5 1.0% 82% True False 20,499
20 6,382.5 6,128.0 254.5 4.0% 52.5 0.8% 84% True False 10,790
40 6,382.5 5,975.0 407.5 6.4% 42.0 0.7% 90% True False 5,483
60 6,382.5 5,784.5 598.0 9.4% 33.5 0.5% 93% True False 3,663
80 6,382.5 5,492.5 890.0 14.0% 25.5 0.4% 95% True False 2,750
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 13.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,563.0
2.618 6,494.0
1.618 6,451.5
1.000 6,425.0
0.618 6,409.0
HIGH 6,382.5
0.618 6,366.5
0.500 6,361.0
0.382 6,356.0
LOW 6,340.0
0.618 6,313.5
1.000 6,297.5
1.618 6,271.0
2.618 6,228.5
4.250 6,159.5
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 6,361.0 6,332.5
PP 6,354.5 6,323.5
S1 6,348.0 6,315.0

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

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