FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 6,664.5 6,679.0 14.5 0.2% 6,483.0
High 6,687.0 6,700.0 13.0 0.2% 6,607.0
Low 6,646.5 6,646.5 0.0 0.0% 6,473.0
Close 6,671.0 6,657.5 -13.5 -0.2% 6,589.0
Range 40.5 53.5 13.0 32.1% 134.0
ATR 66.1 65.2 -0.9 -1.4% 0.0
Volume 84,055 90,017 5,962 7.1% 293,196
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 6,828.5 6,796.5 6,687.0
R3 6,775.0 6,743.0 6,672.0
R2 6,721.5 6,721.5 6,667.5
R1 6,689.5 6,689.5 6,662.5 6,679.0
PP 6,668.0 6,668.0 6,668.0 6,662.5
S1 6,636.0 6,636.0 6,652.5 6,625.0
S2 6,614.5 6,614.5 6,647.5
S3 6,561.0 6,582.5 6,643.0
S4 6,507.5 6,529.0 6,628.0
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 6,700.0 6,558.0 142.0 2.1% 54.0 0.8% 70% True False 88,265
10 6,700.0 6,365.0 335.0 5.0% 57.5 0.9% 87% True False 83,210
20 6,700.0 6,173.5 526.5 7.9% 64.5 1.0% 92% True False 87,270
40 6,700.0 6,159.5 540.5 8.1% 71.5 1.1% 92% True False 92,254
60 6,700.0 6,157.0 543.0 8.2% 67.5 1.0% 92% True False 85,575
80 6,700.0 6,065.0 635.0 9.5% 60.5 0.9% 93% True False 64,272
100 6,700.0 5,793.5 906.5 13.6% 53.5 0.8% 95% True False 51,446
120 6,700.0 5,671.0 1,029.0 15.5% 45.0 0.7% 96% True False 42,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 16.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,927.5
2.618 6,840.0
1.618 6,786.5
1.000 6,753.5
0.618 6,733.0
HIGH 6,700.0
0.618 6,679.5
0.500 6,673.0
0.382 6,667.0
LOW 6,646.5
0.618 6,613.5
1.000 6,593.0
1.618 6,560.0
2.618 6,506.5
4.250 6,419.0
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 6,673.0 6,652.5
PP 6,668.0 6,647.5
S1 6,663.0 6,642.0

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

View Archives - Comment on this page... - Back to Index of Symbols