FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 6,261.0 6,201.0 -60.0 -1.0% 6,479.5
High 6,320.5 6,301.5 -19.0 -0.3% 6,515.0
Low 6,219.5 6,160.0 -59.5 -1.0% 6,239.5
Close 6,265.5 6,263.5 -2.0 0.0% 6,353.0
Range 101.0 141.5 40.5 40.1% 275.5
ATR 85.3 89.3 4.0 4.7% 0.0
Volume 64,542 80,503 15,961 24.7% 36,032
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,666.0 6,606.5 6,341.5
R3 6,524.5 6,465.0 6,302.5
R2 6,383.0 6,383.0 6,289.5
R1 6,323.5 6,323.5 6,276.5 6,353.0
PP 6,241.5 6,241.5 6,241.5 6,256.5
S1 6,182.0 6,182.0 6,250.5 6,212.0
S2 6,100.0 6,100.0 6,237.5
S3 5,958.5 6,040.5 6,224.5
S4 5,817.0 5,899.0 6,185.5
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 7,195.5 7,050.0 6,504.5
R3 6,920.0 6,774.5 6,429.0
R2 6,644.5 6,644.5 6,403.5
R1 6,499.0 6,499.0 6,378.5 6,434.0
PP 6,369.0 6,369.0 6,369.0 6,337.0
S1 6,223.5 6,223.5 6,327.5 6,158.5
S2 6,093.5 6,093.5 6,302.5
S3 5,818.0 5,948.0 6,277.0
S4 5,542.5 5,672.5 6,201.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,364.0 6,160.0 204.0 3.3% 99.5 1.6% 51% False True 42,324
10 6,593.0 6,160.0 433.0 6.9% 100.5 1.6% 24% False True 23,974
20 6,815.0 6,160.0 655.0 10.5% 86.5 1.4% 16% False True 12,295
40 6,815.0 6,149.0 666.0 10.6% 61.0 1.0% 17% False False 6,280
60 6,815.0 6,114.0 701.0 11.2% 51.0 0.8% 21% False False 4,203
80 6,815.0 6,114.0 701.0 11.2% 39.0 0.6% 21% False False 3,158
100 6,815.0 6,031.5 783.5 12.5% 32.0 0.5% 30% False False 2,544
120 6,815.0 5,735.5 1,079.5 17.2% 26.5 0.4% 49% False False 2,124
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 19.0
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 6,903.0
2.618 6,672.0
1.618 6,530.5
1.000 6,443.0
0.618 6,389.0
HIGH 6,301.5
0.618 6,247.5
0.500 6,231.0
0.382 6,214.0
LOW 6,160.0
0.618 6,072.5
1.000 6,018.5
1.618 5,931.0
2.618 5,789.5
4.250 5,558.5
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 6,252.5 6,258.0
PP 6,241.5 6,252.0
S1 6,231.0 6,246.0

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

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