FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 08-Aug-2013

Day Change Summary
	Previous	Current
	07-Aug-2013	08-Aug-2013	Change	Change %	Previous Week
Open	6,552.0	6,478.5	-73.5	-1.1%	6,542.5
High	6,595.5	6,527.0	-68.5	-1.0%	6,669.5
Low	6,452.0	6,472.0	20.0	0.3%	6,495.0
Close	6,485.0	6,486.0	1.0	0.0%	6,605.0
Range	143.5	55.0	-88.5	-61.7%	174.5
ATR	91.0	88.4	-2.6	-2.8%	0.0
Volume	80,457	67,428	-13,029	-16.2%	457,830

Daily Pivots for day following 08-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,660.0	6,628.0	6,516.0
R3	6,605.0	6,573.0	6,501.0
R2	6,550.0	6,550.0	6,496.0
R1	6,518.0	6,518.0	6,491.0	6,534.0
PP	6,495.0	6,495.0	6,495.0	6,503.0
S1	6,463.0	6,463.0	6,481.0	6,479.0
S2	6,440.0	6,440.0	6,476.0
S3	6,385.0	6,408.0	6,471.0
S4	6,330.0	6,353.0	6,456.0

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	6,664.0	6,452.0	212.0	3.3%	91.0	1.4%	16%	False	False	78,042
10	6,669.5	6,452.0	217.5	3.4%	88.0	1.4%	16%	False	False	84,554
20	6,669.5	6,452.0	217.5	3.4%	78.5	1.2%	16%	False	False	84,328
40	6,669.5	5,955.5	714.0	11.0%	92.5	1.4%	74%	False	False	102,031
60	6,815.0	5,955.5	859.5	13.3%	90.5	1.4%	62%	False	False	72,119
80	6,815.0	5,955.5	859.5	13.3%	76.5	1.2%	62%	False	False	54,156
100	6,815.0	5,955.5	859.5	13.3%	67.5	1.0%	62%	False	False	43,334
120	6,815.0	5,955.5	859.5	13.3%	56.5	0.9%	62%	False	False	36,116

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	False
Bear Hook	False
Bull Hook	False
Stretch	19.9
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,761.0
2.618	6,671.0
1.618	6,616.0
1.000	6,582.0
0.618	6,561.0
HIGH	6,527.0
0.618	6,506.0
0.500	6,499.5
0.382	6,493.0
LOW	6,472.0
0.618	6,438.0
1.000	6,417.0
1.618	6,383.0
2.618	6,328.0
4.250	6,238.0

Fisher Pivots for day following 08-Aug-2013
Pivot	1 day	3 day
R1	6,499.5	6,524.0
PP	6,495.0	6,511.0
S1	6,490.5	6,498.5

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