FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 24-May-2013

Day Change Summary
	Previous	Current
	23-May-2013	24-May-2013	Change	Change %	Previous Week
Open	6,701.0	6,643.0	-58.0	-0.9%	6,676.0
High	6,701.0	6,645.0	-56.0	-0.8%	6,815.0
Low	6,596.0	6,580.0	-16.0	-0.2%	6,580.0
Close	6,644.5	6,591.0	-53.5	-0.8%	6,591.0
Range	105.0	65.0	-40.0	-38.1%	235.0
ATR	60.8	61.1	0.3	0.5%	0.0
Volume	1,273	1,068	-205	-16.1%	3,902

Daily Pivots for day following 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,800.5	6,760.5	6,627.0
R3	6,735.5	6,695.5	6,609.0
R2	6,670.5	6,670.5	6,603.0
R1	6,630.5	6,630.5	6,597.0	6,618.0
PP	6,605.5	6,605.5	6,605.5	6,599.0
S1	6,565.5	6,565.5	6,585.0	6,553.0
S2	6,540.5	6,540.5	6,579.0
S3	6,475.5	6,500.5	6,573.0
S4	6,410.5	6,435.5	6,555.0

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,367.0	7,214.0	6,720.0
R3	7,132.0	6,979.0	6,655.5
R2	6,897.0	6,897.0	6,634.0
R1	6,744.0	6,744.0	6,612.5	6,703.0
PP	6,662.0	6,662.0	6,662.0	6,641.5
S1	6,509.0	6,509.0	6,569.5	6,468.0
S2	6,427.0	6,427.0	6,548.0
S3	6,192.0	6,274.0	6,526.5
S4	5,957.0	6,039.0	6,462.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,815.0	6,580.0	235.0	3.6%	75.0	1.1%	5%	False	True	780
10	6,815.0	6,528.0	287.0	4.4%	62.5	1.0%	22%	False	False	760
20	6,815.0	6,328.0	487.0	7.4%	50.0	0.8%	54%	False	False	495
40	6,815.0	6,114.0	701.0	10.6%	41.5	0.6%	68%	False	False	279
60	6,815.0	6,114.0	701.0	10.6%	31.0	0.5%	68%	False	False	195
80	6,815.0	6,085.5	729.5	11.1%	24.0	0.4%	69%	False	False	170
100	6,815.0	5,889.0	926.0	14.0%	19.5	0.3%	76%	False	False	138
120	6,815.0	5,715.5	1,099.5	16.7%	16.5	0.2%	80%	False	False	119

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,921.0
2.618	6,815.0
1.618	6,750.0
1.000	6,710.0
0.618	6,685.0
HIGH	6,645.0
0.618	6,620.0
0.500	6,612.5
0.382	6,605.0
LOW	6,580.0
0.618	6,540.0
1.000	6,515.0
1.618	6,475.0
2.618	6,410.0
4.250	6,304.0

Fisher Pivots for day following 24-May-2013
Pivot	1 day	3 day
R1	6,612.5	6,697.5
PP	6,605.5	6,662.0
S1	6,598.0	6,626.5

Download as Excel Spreadsheet

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

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