FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 6,566.5 6,552.0 -14.5 -0.2% 6,542.5
High 6,583.0 6,595.5 12.5 0.2% 6,669.5
Low 6,514.0 6,452.0 -62.0 -1.0% 6,495.0
Close 6,553.5 6,485.0 -68.5 -1.0% 6,605.0
Range 69.0 143.5 74.5 108.0% 174.5
ATR 87.0 91.0 4.0 4.6% 0.0
Volume 113,471 80,457 -33,014 -29.1% 457,830
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 6,941.5 6,856.5 6,564.0
R3 6,798.0 6,713.0 6,524.5
R2 6,654.5 6,654.5 6,511.5
R1 6,569.5 6,569.5 6,498.0 6,540.0
PP 6,511.0 6,511.0 6,511.0 6,496.0
S1 6,426.0 6,426.0 6,472.0 6,397.0
S2 6,367.5 6,367.5 6,458.5
S3 6,224.0 6,282.5 6,445.5
S4 6,080.5 6,139.0 6,406.0
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 7,113.5 7,033.5 6,701.0
R3 6,939.0 6,859.0 6,653.0
R2 6,764.5 6,764.5 6,637.0
R1 6,684.5 6,684.5 6,621.0 6,724.5
PP 6,590.0 6,590.0 6,590.0 6,610.0
S1 6,510.0 6,510.0 6,589.0 6,550.0
S2 6,415.5 6,415.5 6,573.0
S3 6,241.0 6,335.5 6,557.0
S4 6,066.5 6,161.0 6,509.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,669.5 6,452.0 217.5 3.4% 101.0 1.6% 15% False True 81,651
10 6,669.5 6,452.0 217.5 3.4% 91.5 1.4% 15% False True 84,403
20 6,669.5 6,452.0 217.5 3.4% 82.0 1.3% 15% False True 84,006
40 6,669.5 5,955.5 714.0 11.0% 94.5 1.5% 74% False False 102,358
60 6,815.0 5,955.5 859.5 13.3% 90.0 1.4% 62% False False 71,005
80 6,815.0 5,955.5 859.5 13.3% 76.5 1.2% 62% False False 53,313
100 6,815.0 5,955.5 859.5 13.3% 67.0 1.0% 62% False False 42,660
120 6,815.0 5,955.5 859.5 13.3% 56.0 0.9% 62% False False 35,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.9
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 7,205.5
2.618 6,971.0
1.618 6,827.5
1.000 6,739.0
0.618 6,684.0
HIGH 6,595.5
0.618 6,540.5
0.500 6,524.0
0.382 6,507.0
LOW 6,452.0
0.618 6,363.5
1.000 6,308.5
1.618 6,220.0
2.618 6,076.5
4.250 5,842.0
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 6,524.0 6,546.0
PP 6,511.0 6,525.5
S1 6,498.0 6,505.5

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

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