FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 6,483.0 6,521.5 38.5 0.6% 6,378.0
High 6,531.5 6,563.5 32.0 0.5% 6,499.5
Low 6,473.0 6,519.0 46.0 0.7% 6,365.0
Close 6,510.5 6,557.5 47.0 0.7% 6,473.0
Range 58.5 44.5 -14.0 -23.9% 134.5
ATR 74.2 72.6 -1.5 -2.0% 0.0
Volume 66,842 58,200 -8,642 -12.9% 420,307
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 6,680.0 6,663.5 6,582.0
R3 6,635.5 6,619.0 6,569.5
R2 6,591.0 6,591.0 6,565.5
R1 6,574.5 6,574.5 6,561.5 6,583.0
PP 6,546.5 6,546.5 6,546.5 6,551.0
S1 6,530.0 6,530.0 6,553.5 6,538.0
S2 6,502.0 6,502.0 6,549.5
S3 6,457.5 6,485.5 6,545.5
S4 6,413.0 6,441.0 6,533.0
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 6,563.5 6,365.0 198.5 3.0% 66.0 1.0% 97% True False 80,347
10 6,563.5 6,350.0 213.5 3.3% 62.0 0.9% 97% True False 78,249
20 6,563.5 6,173.5 390.0 5.9% 73.0 1.1% 98% True False 89,835
40 6,563.5 6,159.5 404.0 6.2% 74.5 1.1% 99% True False 102,144
60 6,563.5 6,149.5 414.0 6.3% 66.5 1.0% 99% True False 76,764
80 6,563.5 5,975.0 588.5 9.0% 58.5 0.9% 99% True False 57,649
100 6,563.5 5,784.5 779.0 11.9% 50.5 0.8% 99% True False 46,126
120 6,563.5 5,492.5 1,071.0 16.3% 42.5 0.6% 99% True False 38,441
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,752.5
2.618 6,680.0
1.618 6,635.5
1.000 6,608.0
0.618 6,591.0
HIGH 6,563.5
0.618 6,546.5
0.500 6,541.0
0.382 6,536.0
LOW 6,519.0
0.618 6,491.5
1.000 6,474.5
1.618 6,447.0
2.618 6,402.5
4.250 6,330.0
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 6,552.0 6,532.0
PP 6,546.5 6,507.0
S1 6,541.0 6,482.0

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

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