FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 6,343.5 6,354.5 11.0 0.2% 6,262.5
High 6,382.5 6,383.5 1.0 0.0% 6,301.5
Low 6,340.0 6,354.0 14.0 0.2% 6,157.0
Close 6,341.5 6,370.0 28.5 0.4% 6,295.5
Range 42.5 29.5 -13.0 -30.6% 144.5
ATR 62.2 60.8 -1.4 -2.3% 0.0
Volume 98,614 100,454 1,840 1.9% 11,417
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,457.5 6,443.5 6,386.0
R3 6,428.0 6,414.0 6,378.0
R2 6,398.5 6,398.5 6,375.5
R1 6,384.5 6,384.5 6,372.5 6,391.5
PP 6,369.0 6,369.0 6,369.0 6,373.0
S1 6,355.0 6,355.0 6,367.5 6,362.0
S2 6,339.5 6,339.5 6,364.5
S3 6,310.0 6,325.5 6,362.0
S4 6,280.5 6,296.0 6,354.0
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 6,383.5 6,226.5 157.0 2.5% 50.5 0.8% 91% True False 60,324
10 6,383.5 6,157.0 226.5 3.6% 60.0 0.9% 94% True False 30,541
20 6,383.5 6,143.5 240.0 3.8% 50.5 0.8% 94% True False 15,678
40 6,383.5 5,975.0 408.5 6.4% 42.5 0.7% 97% True False 7,993
60 6,383.5 5,784.5 599.0 9.4% 34.0 0.5% 98% True False 5,337
80 6,383.5 5,492.5 891.0 14.0% 25.5 0.4% 98% True False 4,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,509.0
2.618 6,460.5
1.618 6,431.0
1.000 6,413.0
0.618 6,401.5
HIGH 6,383.5
0.618 6,372.0
0.500 6,369.0
0.382 6,365.5
LOW 6,354.0
0.618 6,336.0
1.000 6,324.5
1.618 6,306.5
2.618 6,277.0
4.250 6,228.5
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 6,369.5 6,358.0
PP 6,369.0 6,346.0
S1 6,369.0 6,334.0

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

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