FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 6,521.5 6,560.0 38.5 0.6% 6,378.0
High 6,563.5 6,575.0 11.5 0.2% 6,499.5
Low 6,519.0 6,538.0 19.0 0.3% 6,365.0
Close 6,557.5 6,563.0 5.5 0.1% 6,473.0
Range 44.5 37.0 -7.5 -16.9% 134.5
ATR 72.6 70.1 -2.5 -3.5% 0.0
Volume 58,200 90,861 32,661 56.1% 420,307
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 6,669.5 6,653.5 6,583.5
R3 6,632.5 6,616.5 6,573.0
R2 6,595.5 6,595.5 6,570.0
R1 6,579.5 6,579.5 6,566.5 6,587.5
PP 6,558.5 6,558.5 6,558.5 6,563.0
S1 6,542.5 6,542.5 6,559.5 6,550.5
S2 6,521.5 6,521.5 6,556.0
S3 6,484.5 6,505.5 6,553.0
S4 6,447.5 6,468.5 6,542.5
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 6,575.0 6,365.0 210.0 3.2% 61.0 0.9% 94% True False 78,155
10 6,575.0 6,355.0 220.0 3.4% 61.0 0.9% 95% True False 77,601
20 6,575.0 6,173.5 401.5 6.1% 70.0 1.1% 97% True False 90,876
40 6,575.0 6,159.5 415.5 6.3% 74.5 1.1% 97% True False 96,926
60 6,575.0 6,157.0 418.0 6.4% 66.5 1.0% 97% True False 78,258
80 6,575.0 5,975.0 600.0 9.1% 58.5 0.9% 98% True False 58,781
100 6,575.0 5,784.5 790.5 12.0% 51.0 0.8% 98% True False 47,034
120 6,575.0 5,492.5 1,082.5 16.5% 42.5 0.6% 99% True False 39,198
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.3
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 6,732.0
2.618 6,672.0
1.618 6,635.0
1.000 6,612.0
0.618 6,598.0
HIGH 6,575.0
0.618 6,561.0
0.500 6,556.5
0.382 6,552.0
LOW 6,538.0
0.618 6,515.0
1.000 6,501.0
1.618 6,478.0
2.618 6,441.0
4.250 6,381.0
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 6,561.0 6,550.0
PP 6,558.5 6,537.0
S1 6,556.5 6,524.0

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

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