FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 6,508.0 6,538.0 30.0 0.5% 6,405.0
High 6,560.0 6,561.0 1.0 0.0% 6,604.0
Low 6,501.0 6,500.0 -1.0 0.0% 6,363.0
Close 6,533.5 6,518.0 -15.5 -0.2% 6,499.0
Range 59.0 61.0 2.0 3.4% 241.0
ATR 99.9 97.1 -2.8 -2.8% 0.0
Volume 84,240 97,536 13,296 15.8% 398,652
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 6,709.5 6,674.5 6,551.5
R3 6,648.5 6,613.5 6,535.0
R2 6,587.5 6,587.5 6,529.0
R1 6,552.5 6,552.5 6,523.5 6,539.5
PP 6,526.5 6,526.5 6,526.5 6,520.0
S1 6,491.5 6,491.5 6,512.5 6,478.5
S2 6,465.5 6,465.5 6,507.0
S3 6,404.5 6,430.5 6,501.0
S4 6,343.5 6,369.5 6,484.5
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 7,211.5 7,096.5 6,631.5
R3 6,970.5 6,855.5 6,565.5
R2 6,729.5 6,729.5 6,543.0
R1 6,614.5 6,614.5 6,521.0 6,672.0
PP 6,488.5 6,488.5 6,488.5 6,517.5
S1 6,373.5 6,373.5 6,477.0 6,431.0
S2 6,247.5 6,247.5 6,455.0
S3 6,006.5 6,132.5 6,432.5
S4 5,765.5 5,891.5 6,366.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,604.0 6,424.0 180.0 2.8% 72.0 1.1% 52% False False 79,603
10 6,604.0 6,130.0 474.0 7.3% 95.0 1.5% 82% False False 90,970
20 6,604.0 5,955.5 648.5 9.9% 103.0 1.6% 87% False False 99,835
40 6,815.0 5,955.5 859.5 13.2% 96.5 1.5% 65% False False 72,057
60 6,815.0 5,955.5 859.5 13.2% 77.5 1.2% 65% False False 48,161
80 6,815.0 5,955.5 859.5 13.2% 66.0 1.0% 65% False False 36,136
100 6,815.0 5,955.5 859.5 13.2% 54.0 0.8% 65% False False 28,913
120 6,815.0 5,955.5 859.5 13.2% 45.5 0.7% 65% False False 24,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,820.0
2.618 6,720.5
1.618 6,659.5
1.000 6,622.0
0.618 6,598.5
HIGH 6,561.0
0.618 6,537.5
0.500 6,530.5
0.382 6,523.5
LOW 6,500.0
0.618 6,462.5
1.000 6,439.0
1.618 6,401.5
2.618 6,340.5
4.250 6,241.0
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 6,530.5 6,526.0
PP 6,526.5 6,523.0
S1 6,522.0 6,520.5

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

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