FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 6,368.0 6,316.0 -52.0 -0.8% 6,356.0
High 6,375.5 6,371.0 -4.5 -0.1% 6,420.5
Low 6,304.0 6,302.0 -2.0 0.0% 6,275.0
Close 6,329.5 6,339.5 10.0 0.2% 6,339.5
Range 71.5 69.0 -2.5 -3.5% 145.5
ATR 65.7 65.9 0.2 0.4% 0.0
Volume 81,779 105,268 23,489 28.7% 477,024
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,544.5 6,511.0 6,377.5
R3 6,475.5 6,442.0 6,358.5
R2 6,406.5 6,406.5 6,352.0
R1 6,373.0 6,373.0 6,346.0 6,390.0
PP 6,337.5 6,337.5 6,337.5 6,346.0
S1 6,304.0 6,304.0 6,333.0 6,321.0
S2 6,268.5 6,268.5 6,327.0
S3 6,199.5 6,235.0 6,320.5
S4 6,130.5 6,166.0 6,301.5
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,781.5 6,706.0 6,419.5
R3 6,636.0 6,560.5 6,379.5
R2 6,490.5 6,490.5 6,366.0
R1 6,415.0 6,415.0 6,353.0 6,380.0
PP 6,345.0 6,345.0 6,345.0 6,327.5
S1 6,269.5 6,269.5 6,326.0 6,234.5
S2 6,199.5 6,199.5 6,313.0
S3 6,054.0 6,124.0 6,299.5
S4 5,908.5 5,978.5 6,259.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,420.5 6,275.0 145.5 2.3% 78.5 1.2% 44% False False 95,404
10 6,481.5 6,275.0 206.5 3.3% 68.0 1.1% 31% False False 131,511
20 6,481.5 6,157.0 324.5 5.1% 64.5 1.0% 56% False False 91,355
40 6,481.5 6,128.0 353.5 5.6% 53.5 0.8% 60% False False 45,959
60 6,481.5 5,793.5 688.0 10.9% 44.5 0.7% 79% False False 30,694
80 6,481.5 5,699.5 782.0 12.3% 34.5 0.5% 82% False False 23,027
100 6,481.5 5,492.5 989.0 15.6% 28.0 0.4% 86% False False 18,423
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 15.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,664.0
2.618 6,551.5
1.618 6,482.5
1.000 6,440.0
0.618 6,413.5
HIGH 6,371.0
0.618 6,344.5
0.500 6,336.5
0.382 6,328.5
LOW 6,302.0
0.618 6,259.5
1.000 6,233.0
1.618 6,190.5
2.618 6,121.5
4.250 6,009.0
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 6,338.5 6,361.0
PP 6,337.5 6,354.0
S1 6,336.5 6,347.0

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

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