FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 6,470.0 6,356.0 -114.0 -1.8% 6,403.0
High 6,481.5 6,407.5 -74.0 -1.1% 6,481.5
Low 6,400.0 6,275.0 -125.0 -2.0% 6,369.0
Close 6,415.5 6,397.0 -18.5 -0.3% 6,415.5
Range 81.5 132.5 51.0 62.6% 112.5
ATR 59.6 65.4 5.8 9.7% 0.0
Volume 102,353 89,693 -12,660 -12.4% 838,091
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,757.5 6,709.5 6,470.0
R3 6,625.0 6,577.0 6,433.5
R2 6,492.5 6,492.5 6,421.5
R1 6,444.5 6,444.5 6,409.0 6,468.5
PP 6,360.0 6,360.0 6,360.0 6,372.0
S1 6,312.0 6,312.0 6,385.0 6,336.0
S2 6,227.5 6,227.5 6,372.5
S3 6,095.0 6,179.5 6,360.5
S4 5,962.5 6,047.0 6,324.0
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,759.5 6,700.0 6,477.5
R3 6,647.0 6,587.5 6,446.5
R2 6,534.5 6,534.5 6,436.0
R1 6,475.0 6,475.0 6,426.0 6,505.0
PP 6,422.0 6,422.0 6,422.0 6,437.0
S1 6,362.5 6,362.5 6,405.0 6,392.0
S2 6,309.5 6,309.5 6,395.0
S3 6,197.0 6,250.0 6,384.5
S4 6,084.5 6,137.5 6,353.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,481.5 6,275.0 206.5 3.2% 76.5 1.2% 59% False True 125,647
10 6,481.5 6,275.0 206.5 3.2% 61.0 1.0% 59% False True 136,574
20 6,481.5 6,157.0 324.5 5.1% 60.0 0.9% 74% False False 72,218
40 6,481.5 6,065.0 416.5 6.5% 49.5 0.8% 80% False False 36,289
60 6,481.5 5,793.5 688.0 10.8% 41.5 0.6% 88% False False 24,241
80 6,481.5 5,671.0 810.5 12.7% 31.5 0.5% 90% False False 18,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6,970.5
2.618 6,754.5
1.618 6,622.0
1.000 6,540.0
0.618 6,489.5
HIGH 6,407.5
0.618 6,357.0
0.500 6,341.0
0.382 6,325.5
LOW 6,275.0
0.618 6,193.0
1.000 6,142.5
1.618 6,060.5
2.618 5,928.0
4.250 5,712.0
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 6,378.5 6,391.0
PP 6,360.0 6,384.5
S1 6,341.0 6,378.0

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

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