FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 6,088.5 6,006.0 -82.5 -1.4% 6,256.5
High 6,088.5 6,085.0 -3.5 -0.1% 6,352.5
Low 5,973.5 5,955.5 -18.0 -0.3% 6,050.0
Close 5,979.0 6,042.5 63.5 1.1% 6,076.0
Range 115.0 129.5 14.5 12.6% 302.5
ATR 101.7 103.7 2.0 2.0% 0.0
Volume 102,376 93,718 -8,658 -8.5% 880,369
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,416.0 6,359.0 6,113.5
R3 6,286.5 6,229.5 6,078.0
R2 6,157.0 6,157.0 6,066.0
R1 6,100.0 6,100.0 6,054.5 6,128.5
PP 6,027.5 6,027.5 6,027.5 6,042.0
S1 5,970.5 5,970.5 6,030.5 5,999.0
S2 5,898.0 5,898.0 6,019.0
S3 5,768.5 5,841.0 6,007.0
S4 5,639.0 5,711.5 5,971.5
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 7,067.0 6,874.0 6,242.5
R3 6,764.5 6,571.5 6,159.0
R2 6,462.0 6,462.0 6,131.5
R1 6,269.0 6,269.0 6,103.5 6,214.0
PP 6,159.5 6,159.5 6,159.5 6,132.0
S1 5,966.5 5,966.5 6,048.5 5,912.0
S2 5,857.0 5,857.0 6,020.5
S3 5,554.5 5,664.0 5,993.0
S4 5,252.0 5,361.5 5,909.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,343.0 5,955.5 387.5 6.4% 132.0 2.2% 22% False True 125,176
10 6,352.5 5,955.5 397.0 6.6% 113.5 1.9% 22% False True 141,292
20 6,668.5 5,955.5 713.0 11.8% 103.0 1.7% 12% False True 75,397
40 6,815.0 5,955.5 859.5 14.2% 76.5 1.3% 10% False True 37,964
60 6,815.0 5,955.5 859.5 14.2% 62.5 1.0% 10% False True 25,325
80 6,815.0 5,955.5 859.5 14.2% 50.0 0.8% 10% False True 19,004
100 6,815.0 5,955.5 859.5 14.2% 40.5 0.7% 10% False True 15,220
120 6,815.0 5,902.5 912.5 15.1% 34.0 0.6% 15% False False 12,687
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,635.5
2.618 6,424.0
1.618 6,294.5
1.000 6,214.5
0.618 6,165.0
HIGH 6,085.0
0.618 6,035.5
0.500 6,020.0
0.382 6,005.0
LOW 5,955.5
0.618 5,875.5
1.000 5,826.0
1.618 5,746.0
2.618 5,616.5
4.250 5,405.0
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 6,035.0 6,075.5
PP 6,027.5 6,064.5
S1 6,020.0 6,053.5

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

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