FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
03-May-2013 07-May-2013 Change Change % Previous Week
Open 6,419.5 6,483.0 63.5 1.0% 6,378.0
High 6,499.5 6,531.5 32.0 0.5% 6,499.5
Low 6,400.0 6,473.0 73.0 1.1% 6,365.0
Close 6,473.0 6,510.5 37.5 0.6% 6,473.0
Range 99.5 58.5 -41.0 -41.2% 134.5
ATR 75.4 74.2 -1.2 -1.6% 0.0
Volume 83,977 66,842 -17,135 -20.4% 420,307
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 6,680.5 6,654.0 6,542.5
R3 6,622.0 6,595.5 6,526.5
R2 6,563.5 6,563.5 6,521.0
R1 6,537.0 6,537.0 6,516.0 6,550.0
PP 6,505.0 6,505.0 6,505.0 6,511.5
S1 6,478.5 6,478.5 6,505.0 6,492.0
S2 6,446.5 6,446.5 6,500.0
S3 6,388.0 6,420.0 6,494.5
S4 6,329.5 6,361.5 6,478.5
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 6,849.5 6,795.5 6,547.0
R3 6,715.0 6,661.0 6,510.0
R2 6,580.5 6,580.5 6,497.5
R1 6,526.5 6,526.5 6,485.5 6,553.5
PP 6,446.0 6,446.0 6,446.0 6,459.0
S1 6,392.0 6,392.0 6,460.5 6,419.0
S2 6,311.5 6,311.5 6,448.5
S3 6,177.0 6,257.5 6,436.0
S4 6,042.5 6,123.0 6,399.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,531.5 6,365.0 166.5 2.6% 72.0 1.1% 87% True False 77,745
10 6,531.5 6,219.0 312.5 4.8% 72.5 1.1% 93% True False 81,659
20 6,531.5 6,173.5 358.0 5.5% 72.5 1.1% 94% True False 91,961
40 6,531.5 6,159.5 372.0 5.7% 74.5 1.1% 94% True False 105,855
60 6,531.5 6,143.5 388.0 6.0% 66.5 1.0% 95% True False 75,796
80 6,531.5 5,975.0 556.5 8.5% 58.5 0.9% 96% True False 56,924
100 6,531.5 5,784.5 747.0 11.5% 50.0 0.8% 97% True False 45,544
120 6,531.5 5,492.5 1,039.0 16.0% 42.0 0.6% 98% True False 37,956
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 16.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,780.0
2.618 6,684.5
1.618 6,626.0
1.000 6,590.0
0.618 6,567.5
HIGH 6,531.5
0.618 6,509.0
0.500 6,502.0
0.382 6,495.5
LOW 6,473.0
0.618 6,437.0
1.000 6,414.5
1.618 6,378.5
2.618 6,320.0
4.250 6,224.5
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 6,508.0 6,490.0
PP 6,505.0 6,469.0
S1 6,502.0 6,448.0

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

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