FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 20-Mar-2013

Day Change Summary
	Previous	Current
	19-Mar-2013	20-Mar-2013	Change	Change %	Previous Week
Open	6,382.0	6,379.0	-3.0	0.0%	6,403.0
High	6,407.0	6,420.5	13.5	0.2%	6,481.5
Low	6,345.0	6,364.0	19.0	0.3%	6,369.0
Close	6,376.0	6,385.0	9.0	0.1%	6,415.5
Range	62.0	56.5	-5.5	-8.9%	112.5
ATR	65.2	64.5	-0.6	-0.9%	0.0
Volume	101,530	98,754	-2,776	-2.7%	838,091

Daily Pivots for day following 20-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,559.5	6,528.5	6,416.0
R3	6,503.0	6,472.0	6,400.5
R2	6,446.5	6,446.5	6,395.5
R1	6,415.5	6,415.5	6,390.0	6,431.0
PP	6,390.0	6,390.0	6,390.0	6,397.5
S1	6,359.0	6,359.0	6,380.0	6,374.5
S2	6,333.5	6,333.5	6,374.5
S3	6,277.0	6,302.5	6,369.5
S4	6,220.5	6,246.0	6,354.0

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%	78.5	1.2%	53%	False	False	101,822
10	6,481.5	6,275.0	206.5	3.2%	61.0	1.0%	53%	False	False	143,517
20	6,481.5	6,157.0	324.5	5.1%	61.0	1.0%	70%	False	False	82,008
40	6,481.5	6,104.0	377.5	5.9%	52.0	0.8%	74%	False	False	41,288
60	6,481.5	5,793.5	688.0	10.8%	42.5	0.7%	86%	False	False	27,578
80	6,481.5	5,671.0	810.5	12.7%	33.0	0.5%	88%	False	False	20,690
100	6,481.5	5,492.5	989.0	15.5%	26.5	0.4%	90%	False	False	16,552

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	13.6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,660.5
2.618	6,568.5
1.618	6,512.0
1.000	6,477.0
0.618	6,455.5
HIGH	6,420.5
0.618	6,399.0
0.500	6,392.0
0.382	6,385.5
LOW	6,364.0
0.618	6,329.0
1.000	6,307.5
1.618	6,272.5
2.618	6,216.0
4.250	6,124.0

Fisher Pivots for day following 20-Mar-2013
Pivot	1 day	3 day
R1	6,392.0	6,372.5
PP	6,390.0	6,360.0
S1	6,387.5	6,348.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols