FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
02-Sep-2013 03-Sep-2013 Change Change % Previous Week
Open 6,435.0 6,497.0 62.0 1.0% 6,478.5
High 6,530.0 6,524.0 -6.0 -0.1% 6,501.0
Low 6,433.5 6,435.5 2.0 0.0% 6,385.5
Close 6,497.5 6,457.5 -40.0 -0.6% 6,408.0
Range 96.5 88.5 -8.0 -8.3% 115.5
ATR 91.2 91.0 -0.2 -0.2% 0.0
Volume 87,921 80,382 -7,539 -8.6% 315,001
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 6,738.0 6,686.0 6,506.0
R3 6,649.5 6,597.5 6,482.0
R2 6,561.0 6,561.0 6,473.5
R1 6,509.0 6,509.0 6,465.5 6,491.0
PP 6,472.5 6,472.5 6,472.5 6,463.0
S1 6,420.5 6,420.5 6,449.5 6,402.0
S2 6,384.0 6,384.0 6,441.5
S3 6,295.5 6,332.0 6,433.0
S4 6,207.0 6,243.5 6,409.0
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 6,778.0 6,708.5 6,471.5
R3 6,662.5 6,593.0 6,440.0
R2 6,547.0 6,547.0 6,429.0
R1 6,477.5 6,477.5 6,418.5 6,454.5
PP 6,431.5 6,431.5 6,431.5 6,420.0
S1 6,362.0 6,362.0 6,397.5 6,339.0
S2 6,316.0 6,316.0 6,387.0
S3 6,200.5 6,246.5 6,376.0
S4 6,085.0 6,131.0 6,344.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,530.0 6,385.5 144.5 2.2% 89.0 1.4% 50% False False 81,574
10 6,530.0 6,346.5 183.5 2.8% 91.0 1.4% 60% False False 79,974
20 6,635.0 6,346.5 288.5 4.5% 87.0 1.4% 38% False False 80,897
40 6,669.5 6,346.5 323.0 5.0% 83.0 1.3% 34% False False 82,202
60 6,669.5 5,955.5 714.0 11.1% 92.0 1.4% 70% False False 93,619
80 6,815.0 5,955.5 859.5 13.3% 88.0 1.4% 58% False False 71,078
100 6,815.0 5,955.5 859.5 13.3% 77.0 1.2% 58% False False 56,891
120 6,815.0 5,955.5 859.5 13.3% 69.0 1.1% 58% False False 47,417
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 15.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,900.0
2.618 6,755.5
1.618 6,667.0
1.000 6,612.5
0.618 6,578.5
HIGH 6,524.0
0.618 6,490.0
0.500 6,480.0
0.382 6,469.5
LOW 6,435.5
0.618 6,381.0
1.000 6,347.0
1.618 6,292.5
2.618 6,204.0
4.250 6,059.5
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 6,480.0 6,458.0
PP 6,472.5 6,457.5
S1 6,465.0 6,457.5

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

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