FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 6,293.0 6,321.5 28.5 0.5% 6,381.0
High 6,370.0 6,394.0 24.0 0.4% 6,408.0
Low 6,293.0 6,308.5 15.5 0.2% 6,197.0
Close 6,324.0 6,367.5 43.5 0.7% 6,310.5
Range 77.0 85.5 8.5 11.0% 211.0
ATR 96.4 95.6 -0.8 -0.8% 0.0
Volume 354,899 225,626 -129,273 -36.4% 846,542
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,613.0 6,576.0 6,414.5
R3 6,527.5 6,490.5 6,391.0
R2 6,442.0 6,442.0 6,383.0
R1 6,405.0 6,405.0 6,375.5 6,423.5
PP 6,356.5 6,356.5 6,356.5 6,366.0
S1 6,319.5 6,319.5 6,359.5 6,338.0
S2 6,271.0 6,271.0 6,352.0
S3 6,185.5 6,234.0 6,344.0
S4 6,100.0 6,148.5 6,320.5
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,938.0 6,835.5 6,426.5
R3 6,727.0 6,624.5 6,368.5
R2 6,516.0 6,516.0 6,349.0
R1 6,413.5 6,413.5 6,330.0 6,359.0
PP 6,305.0 6,305.0 6,305.0 6,278.0
S1 6,202.5 6,202.5 6,291.0 6,148.0
S2 6,094.0 6,094.0 6,272.0
S3 5,883.0 5,991.5 6,252.5
S4 5,672.0 5,780.5 6,194.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,394.0 6,197.0 197.0 3.1% 98.0 1.5% 87% True False 235,821
10 6,521.0 6,197.0 324.0 5.1% 104.5 1.6% 53% False False 178,177
20 6,861.5 6,197.0 664.5 10.4% 100.5 1.6% 26% False False 148,323
40 6,861.5 6,197.0 664.5 10.4% 83.0 1.3% 26% False False 116,368
60 6,861.5 6,159.5 702.0 11.0% 81.5 1.3% 30% False False 110,192
80 6,861.5 6,157.0 704.5 11.1% 76.5 1.2% 30% False False 103,146
100 6,861.5 6,104.0 757.5 11.9% 69.5 1.1% 35% False False 82,630
120 6,861.5 5,793.5 1,068.0 16.8% 62.0 1.0% 54% False False 68,885
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,757.5
2.618 6,618.0
1.618 6,532.5
1.000 6,479.5
0.618 6,447.0
HIGH 6,394.0
0.618 6,361.5
0.500 6,351.0
0.382 6,341.0
LOW 6,308.5
0.618 6,255.5
1.000 6,223.0
1.618 6,170.0
2.618 6,084.5
4.250 5,945.0
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 6,362.0 6,356.0
PP 6,356.5 6,344.5
S1 6,351.0 6,333.0

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

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