FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 6,558.0 6,586.5 28.5 0.4% 6,483.0
High 6,607.0 6,612.5 5.5 0.1% 6,607.0
Low 6,558.0 6,569.5 11.5 0.2% 6,473.0
Close 6,589.0 6,594.5 5.5 0.1% 6,589.0
Range 49.0 43.0 -6.0 -12.2% 134.0
ATR 68.6 66.8 -1.8 -2.7% 0.0
Volume 77,293 99,946 22,653 29.3% 293,196
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 6,721.0 6,701.0 6,618.0
R3 6,678.0 6,658.0 6,606.5
R2 6,635.0 6,635.0 6,602.5
R1 6,615.0 6,615.0 6,598.5 6,625.0
PP 6,592.0 6,592.0 6,592.0 6,597.0
S1 6,572.0 6,572.0 6,590.5 6,582.0
S2 6,549.0 6,549.0 6,586.5
S3 6,506.0 6,529.0 6,582.5
S4 6,463.0 6,486.0 6,571.0
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 6,958.5 6,907.5 6,662.5
R3 6,824.5 6,773.5 6,626.0
R2 6,690.5 6,690.5 6,613.5
R1 6,639.5 6,639.5 6,601.5 6,665.0
PP 6,556.5 6,556.5 6,556.5 6,569.0
S1 6,505.5 6,505.5 6,576.5 6,531.0
S2 6,422.5 6,422.5 6,564.5
S3 6,288.5 6,371.5 6,552.0
S4 6,154.5 6,237.5 6,515.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,612.5 6,473.0 139.5 2.1% 46.5 0.7% 87% True False 78,628
10 6,612.5 6,365.0 247.5 3.8% 60.5 0.9% 93% True False 81,344
20 6,612.5 6,173.5 439.0 6.7% 69.5 1.1% 96% True False 90,234
40 6,612.5 6,159.5 453.0 6.9% 74.0 1.1% 96% True False 93,372
60 6,612.5 6,157.0 455.5 6.9% 66.0 1.0% 96% True False 81,180
80 6,612.5 5,993.0 619.5 9.4% 59.0 0.9% 97% True False 60,980
100 6,612.5 5,784.5 828.0 12.6% 52.0 0.8% 98% True False 48,805
120 6,612.5 5,622.0 990.5 15.0% 43.5 0.7% 98% True False 40,675
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 14.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,795.0
2.618 6,725.0
1.618 6,682.0
1.000 6,655.5
0.618 6,639.0
HIGH 6,612.5
0.618 6,596.0
0.500 6,591.0
0.382 6,586.0
LOW 6,569.5
0.618 6,543.0
1.000 6,526.5
1.618 6,500.0
2.618 6,457.0
4.250 6,387.0
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 6,593.5 6,588.0
PP 6,592.0 6,581.5
S1 6,591.0 6,575.0

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

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