FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 6,383.5 6,382.0 -1.5 0.0% 6,246.0
High 6,425.0 6,396.5 -28.5 -0.4% 6,425.0
Low 6,368.0 6,355.0 -13.0 -0.2% 6,200.0
Close 6,387.0 6,376.0 -11.0 -0.2% 6,376.0
Range 57.0 41.5 -15.5 -27.2% 225.0
ATR 78.2 75.5 -2.6 -3.3% 0.0
Volume 62,814 76,987 14,173 22.6% 455,543
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 6,500.5 6,479.5 6,399.0
R3 6,459.0 6,438.0 6,387.5
R2 6,417.5 6,417.5 6,383.5
R1 6,396.5 6,396.5 6,380.0 6,386.0
PP 6,376.0 6,376.0 6,376.0 6,370.5
S1 6,355.0 6,355.0 6,372.0 6,345.0
S2 6,334.5 6,334.5 6,368.5
S3 6,293.0 6,313.5 6,364.5
S4 6,251.5 6,272.0 6,353.0
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 7,008.5 6,917.5 6,500.0
R3 6,783.5 6,692.5 6,438.0
R2 6,558.5 6,558.5 6,417.0
R1 6,467.5 6,467.5 6,396.5 6,513.0
PP 6,333.5 6,333.5 6,333.5 6,356.5
S1 6,242.5 6,242.5 6,355.5 6,288.0
S2 6,108.5 6,108.5 6,335.0
S3 5,883.5 6,017.5 6,314.0
S4 5,658.5 5,792.5 6,252.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,425.0 6,200.0 225.0 3.5% 79.0 1.2% 78% False False 91,108
10 6,425.0 6,173.5 251.5 3.9% 79.0 1.2% 81% False False 99,123
20 6,447.0 6,159.5 287.5 4.5% 79.5 1.2% 75% False False 97,083
40 6,481.5 6,159.5 322.0 5.1% 71.0 1.1% 67% False False 101,288
60 6,481.5 6,128.0 353.5 5.5% 64.5 1.0% 70% False False 67,726
80 6,481.5 5,913.0 568.5 8.9% 54.5 0.9% 81% False False 50,837
100 6,481.5 5,760.0 721.5 11.3% 46.0 0.7% 85% False False 40,674
120 6,481.5 5,492.5 989.0 15.5% 38.5 0.6% 89% False False 33,896
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.9
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 6,573.0
2.618 6,505.0
1.618 6,463.5
1.000 6,438.0
0.618 6,422.0
HIGH 6,396.5
0.618 6,380.5
0.500 6,376.0
0.382 6,371.0
LOW 6,355.0
0.618 6,329.5
1.000 6,313.5
1.618 6,288.0
2.618 6,246.5
4.250 6,178.5
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 6,376.0 6,387.5
PP 6,376.0 6,383.5
S1 6,376.0 6,380.0

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

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