FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 6,321.5 6,378.0 56.5 0.9% 6,381.0
High 6,394.0 6,388.0 -6.0 -0.1% 6,408.0
Low 6,308.5 6,311.0 2.5 0.0% 6,197.0
Close 6,367.5 6,351.0 -16.5 -0.3% 6,310.5
Range 85.5 77.0 -8.5 -9.9% 211.0
ATR 95.6 94.3 -1.3 -1.4% 0.0
Volume 225,626 196,612 -29,014 -12.9% 846,542
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,581.0 6,543.0 6,393.5
R3 6,504.0 6,466.0 6,372.0
R2 6,427.0 6,427.0 6,365.0
R1 6,389.0 6,389.0 6,358.0 6,369.5
PP 6,350.0 6,350.0 6,350.0 6,340.0
S1 6,312.0 6,312.0 6,344.0 6,292.5
S2 6,273.0 6,273.0 6,337.0
S3 6,196.0 6,235.0 6,330.0
S4 6,119.0 6,158.0 6,308.5
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% 92.5 1.5% 78% False False 241,760
10 6,422.5 6,197.0 225.5 3.6% 98.5 1.5% 68% False False 184,806
20 6,861.5 6,197.0 664.5 10.5% 100.0 1.6% 23% False False 151,466
40 6,861.5 6,197.0 664.5 10.5% 82.5 1.3% 23% False False 118,131
60 6,861.5 6,159.5 702.0 11.1% 81.5 1.3% 27% False False 112,106
80 6,861.5 6,157.0 704.5 11.1% 77.0 1.2% 28% False False 105,603
100 6,861.5 6,128.0 733.5 11.5% 70.0 1.1% 30% False False 84,595
120 6,861.5 5,793.5 1,068.0 16.8% 62.5 1.0% 52% False False 70,523
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,715.0
2.618 6,589.5
1.618 6,512.5
1.000 6,465.0
0.618 6,435.5
HIGH 6,388.0
0.618 6,358.5
0.500 6,349.5
0.382 6,340.5
LOW 6,311.0
0.618 6,263.5
1.000 6,234.0
1.618 6,186.5
2.618 6,109.5
4.250 5,984.0
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 6,350.5 6,348.5
PP 6,350.0 6,346.0
S1 6,349.5 6,343.5

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

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