FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 6,520.0 6,580.0 60.0 0.9% 6,508.0
High 6,612.5 6,590.0 -22.5 -0.3% 6,612.5
Low 6,507.0 6,544.0 37.0 0.6% 6,468.0
Close 6,584.5 6,586.5 2.0 0.0% 6,586.5
Range 105.5 46.0 -59.5 -56.4% 144.5
ATR 96.7 93.1 -3.6 -3.7% 0.0
Volume 81,090 74,432 -6,658 -8.2% 440,282
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 6,711.5 6,695.0 6,612.0
R3 6,665.5 6,649.0 6,599.0
R2 6,619.5 6,619.5 6,595.0
R1 6,603.0 6,603.0 6,590.5 6,611.0
PP 6,573.5 6,573.5 6,573.5 6,577.5
S1 6,557.0 6,557.0 6,582.5 6,565.0
S2 6,527.5 6,527.5 6,578.0
S3 6,481.5 6,511.0 6,574.0
S4 6,435.5 6,465.0 6,561.0
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 6,989.0 6,932.5 6,666.0
R3 6,844.5 6,788.0 6,626.0
R2 6,700.0 6,700.0 6,613.0
R1 6,643.5 6,643.5 6,599.5 6,672.0
PP 6,555.5 6,555.5 6,555.5 6,570.0
S1 6,499.0 6,499.0 6,573.5 6,527.0
S2 6,411.0 6,411.0 6,560.0
S3 6,266.5 6,354.5 6,547.0
S4 6,122.0 6,210.0 6,507.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,612.5 6,468.0 144.5 2.2% 71.0 1.1% 82% False False 88,056
10 6,612.5 6,363.0 249.5 3.8% 74.0 1.1% 90% False False 83,893
20 6,612.5 5,955.5 657.0 10.0% 94.0 1.4% 96% False False 91,271
40 6,726.0 5,955.5 770.5 11.7% 95.5 1.5% 82% False False 78,477
60 6,815.0 5,955.5 859.5 13.0% 79.5 1.2% 73% False False 52,465
80 6,815.0 5,955.5 859.5 13.0% 68.5 1.0% 73% False False 39,364
100 6,815.0 5,955.5 859.5 13.0% 56.5 0.9% 73% False False 31,497
120 6,815.0 5,955.5 859.5 13.0% 47.5 0.7% 73% False False 26,263
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 20.7
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 6,785.5
2.618 6,710.5
1.618 6,664.5
1.000 6,636.0
0.618 6,618.5
HIGH 6,590.0
0.618 6,572.5
0.500 6,567.0
0.382 6,561.5
LOW 6,544.0
0.618 6,515.5
1.000 6,498.0
1.618 6,469.5
2.618 6,423.5
4.250 6,348.5
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 6,580.0 6,571.0
PP 6,573.5 6,555.5
S1 6,567.0 6,540.0

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

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