FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 02-Apr-2013 Change Change % Previous Week
Open 6,341.0 6,337.5 -3.5 -0.1% 6,363.0
High 6,393.0 6,447.0 54.0 0.8% 6,402.5
Low 6,312.0 6,336.5 24.5 0.4% 6,287.5
Close 6,351.0 6,436.0 85.0 1.3% 6,351.0
Range 81.0 110.5 29.5 36.4% 115.0
ATR 69.1 72.1 3.0 4.3% 0.0
Volume 109,605 89,826 -19,779 -18.0% 393,230
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 6,738.0 6,697.5 6,497.0
R3 6,627.5 6,587.0 6,466.5
R2 6,517.0 6,517.0 6,456.5
R1 6,476.5 6,476.5 6,446.0 6,497.0
PP 6,406.5 6,406.5 6,406.5 6,416.5
S1 6,366.0 6,366.0 6,426.0 6,386.0
S2 6,296.0 6,296.0 6,415.5
S3 6,185.5 6,255.5 6,405.5
S4 6,075.0 6,145.0 6,375.0
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,692.0 6,636.5 6,414.0
R3 6,577.0 6,521.5 6,382.5
R2 6,462.0 6,462.0 6,372.0
R1 6,406.5 6,406.5 6,361.5 6,377.0
PP 6,347.0 6,347.0 6,347.0 6,332.0
S1 6,291.5 6,291.5 6,340.5 6,262.0
S2 6,232.0 6,232.0 6,330.0
S3 6,117.0 6,176.5 6,319.5
S4 6,002.0 6,061.5 6,288.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,447.0 6,287.5 159.5 2.5% 85.0 1.3% 93% True False 96,611
10 6,447.0 6,275.0 172.0 2.7% 81.5 1.3% 94% True False 96,008
20 6,481.5 6,247.0 234.5 3.6% 66.0 1.0% 81% False False 114,937
40 6,481.5 6,128.0 353.5 5.5% 60.0 0.9% 87% False False 58,030
60 6,481.5 5,944.0 537.5 8.4% 49.0 0.8% 92% False False 38,743
80 6,481.5 5,776.5 705.0 11.0% 40.0 0.6% 94% False False 29,064
100 6,481.5 5,492.5 989.0 15.4% 32.0 0.5% 95% False False 23,253
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 22.7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,916.5
2.618 6,736.5
1.618 6,626.0
1.000 6,557.5
0.618 6,515.5
HIGH 6,447.0
0.618 6,405.0
0.500 6,392.0
0.382 6,378.5
LOW 6,336.5
0.618 6,268.0
1.000 6,226.0
1.618 6,157.5
2.618 6,047.0
4.250 5,867.0
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 6,421.0 6,413.0
PP 6,406.5 6,390.0
S1 6,392.0 6,367.0

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

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