FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 6,316.0 6,363.0 47.0 0.7% 6,356.0
High 6,371.0 6,402.5 31.5 0.5% 6,420.5
Low 6,302.0 6,300.0 -2.0 0.0% 6,275.0
Close 6,339.5 6,333.5 -6.0 -0.1% 6,339.5
Range 69.0 102.5 33.5 48.6% 145.5
ATR 65.9 68.6 2.6 4.0% 0.0
Volume 105,268 77,051 -28,217 -26.8% 477,024
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,653.0 6,595.5 6,390.0
R3 6,550.5 6,493.0 6,361.5
R2 6,448.0 6,448.0 6,352.5
R1 6,390.5 6,390.5 6,343.0 6,368.0
PP 6,345.5 6,345.5 6,345.5 6,334.0
S1 6,288.0 6,288.0 6,324.0 6,265.5
S2 6,243.0 6,243.0 6,314.5
S3 6,140.5 6,185.5 6,305.5
S4 6,038.0 6,083.0 6,277.0
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 6,300.0 120.5 1.9% 72.5 1.1% 28% False True 92,876
10 6,481.5 6,275.0 206.5 3.3% 74.5 1.2% 28% False False 109,261
20 6,481.5 6,157.0 324.5 5.1% 63.0 1.0% 54% False False 95,207
40 6,481.5 6,128.0 353.5 5.6% 55.5 0.9% 58% False False 47,885
60 6,481.5 5,793.5 688.0 10.9% 45.5 0.7% 78% False False 31,979
80 6,481.5 5,760.0 721.5 11.4% 36.0 0.6% 79% False False 23,990
100 6,481.5 5,492.5 989.0 15.6% 29.0 0.5% 85% False False 19,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,838.0
2.618 6,671.0
1.618 6,568.5
1.000 6,505.0
0.618 6,466.0
HIGH 6,402.5
0.618 6,363.5
0.500 6,351.0
0.382 6,339.0
LOW 6,300.0
0.618 6,236.5
1.000 6,197.5
1.618 6,134.0
2.618 6,031.5
4.250 5,864.5
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 6,351.0 6,351.0
PP 6,345.5 6,345.5
S1 6,339.5 6,339.5

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

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