FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	6,006.0	6,057.5	51.5	0.9%	6,256.5
High	6,085.0	6,142.5	57.5	0.9%	6,352.5
Low	5,955.5	6,040.0	84.5	1.4%	6,050.0
Close	6,042.5	6,115.5	73.0	1.2%	6,076.0
Range	129.5	102.5	-27.0	-20.8%	302.5
ATR	103.7	103.6	-0.1	-0.1%	0.0
Volume	93,718	81,823	-11,895	-12.7%	880,369

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,407.0	6,363.5	6,172.0
R3	6,304.5	6,261.0	6,143.5
R2	6,202.0	6,202.0	6,134.5
R1	6,158.5	6,158.5	6,125.0	6,180.0
PP	6,099.5	6,099.5	6,099.5	6,110.0
S1	6,056.0	6,056.0	6,106.0	6,078.0
S2	5,997.0	5,997.0	6,096.5
S3	5,894.5	5,953.5	6,087.5
S4	5,792.0	5,851.0	6,059.0

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	6,262.0	5,955.5	306.5	5.0%	137.5	2.2%	52%	False	False	114,681
10	6,352.5	5,955.5	397.0	6.5%	114.0	1.9%	40%	False	False	143,020
20	6,600.0	5,955.5	644.5	10.5%	102.5	1.7%	25%	False	False	79,484
40	6,815.0	5,955.5	859.5	14.1%	78.0	1.3%	19%	False	False	39,994
60	6,815.0	5,955.5	859.5	14.1%	64.0	1.0%	19%	False	False	26,688
80	6,815.0	5,955.5	859.5	14.1%	51.0	0.8%	19%	False	False	20,025
100	6,815.0	5,955.5	859.5	14.1%	41.5	0.7%	19%	False	False	16,035
120	6,815.0	5,902.5	912.5	14.9%	35.0	0.6%	23%	False	False	13,368

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	16.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,578.0
2.618	6,411.0
1.618	6,308.5
1.000	6,245.0
0.618	6,206.0
HIGH	6,142.5
0.618	6,103.5
0.500	6,091.0
0.382	6,079.0
LOW	6,040.0
0.618	5,976.5
1.000	5,937.5
1.618	5,874.0
2.618	5,771.5
4.250	5,604.5

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	6,107.5	6,093.5
PP	6,099.5	6,071.0
S1	6,091.0	6,049.0

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