FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 6,516.5 6,390.5 -126.0 -1.9% 6,683.0
High 6,521.0 6,422.5 -98.5 -1.5% 6,779.5
Low 6,383.0 6,271.0 -112.0 -1.8% 6,520.5
Close 6,414.5 6,328.0 -86.5 -1.3% 6,573.5
Range 138.0 151.5 13.5 9.8% 259.0
ATR 92.1 96.4 4.2 4.6% 0.0
Volume 130,325 122,328 -7,997 -6.1% 459,539
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,795.0 6,713.0 6,411.5
R3 6,643.5 6,561.5 6,369.5
R2 6,492.0 6,492.0 6,356.0
R1 6,410.0 6,410.0 6,342.0 6,375.0
PP 6,340.5 6,340.5 6,340.5 6,323.0
S1 6,258.5 6,258.5 6,314.0 6,224.0
S2 6,189.0 6,189.0 6,300.0
S3 6,037.5 6,107.0 6,286.5
S4 5,886.0 5,955.5 6,244.5
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 7,401.5 7,246.5 6,716.0
R3 7,142.5 6,987.5 6,644.5
R2 6,883.5 6,883.5 6,621.0
R1 6,728.5 6,728.5 6,597.0 6,676.5
PP 6,624.5 6,624.5 6,624.5 6,598.5
S1 6,469.5 6,469.5 6,550.0 6,417.5
S2 6,365.5 6,365.5 6,526.0
S3 6,106.5 6,210.5 6,502.5
S4 5,847.5 5,951.5 6,431.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,643.0 6,271.0 372.0 5.9% 109.5 1.7% 15% False True 119,673
10 6,779.5 6,271.0 508.5 8.0% 105.5 1.7% 11% False True 115,010
20 6,861.5 6,271.0 590.5 9.3% 85.0 1.3% 10% False True 106,237
40 6,861.5 6,173.5 688.0 10.9% 79.0 1.2% 22% False False 98,036
60 6,861.5 6,159.5 702.0 11.1% 78.0 1.2% 24% False False 103,508
80 6,861.5 6,149.5 712.0 11.3% 71.5 1.1% 25% False False 84,132
100 6,861.5 5,975.0 886.5 14.0% 64.0 1.0% 40% False False 67,366
120 6,861.5 5,784.5 1,077.0 17.0% 56.5 0.9% 50% False False 56,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.8
Widest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 7,066.5
2.618 6,819.0
1.618 6,667.5
1.000 6,574.0
0.618 6,516.0
HIGH 6,422.5
0.618 6,364.5
0.500 6,347.0
0.382 6,329.0
LOW 6,271.0
0.618 6,177.5
1.000 6,119.5
1.618 6,026.0
2.618 5,874.5
4.250 5,627.0
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 6,347.0 6,415.5
PP 6,340.5 6,386.5
S1 6,334.0 6,357.0

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

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