FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 6,554.5 6,603.5 49.0 0.7% 6,435.0
High 6,606.0 6,603.5 -2.5 0.0% 6,571.0
Low 6,548.0 6,559.5 11.5 0.2% 6,422.5
Close 6,594.0 6,572.5 -21.5 -0.3% 6,542.0
Range 58.0 44.0 -14.0 -24.1% 148.5
ATR 85.5 82.5 -3.0 -3.5% 0.0
Volume 92,591 86,873 -5,718 -6.2% 425,029
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 6,710.5 6,685.5 6,596.5
R3 6,666.5 6,641.5 6,584.5
R2 6,622.5 6,622.5 6,580.5
R1 6,597.5 6,597.5 6,576.5 6,588.0
PP 6,578.5 6,578.5 6,578.5 6,574.0
S1 6,553.5 6,553.5 6,568.5 6,544.0
S2 6,534.5 6,534.5 6,564.5
S3 6,490.5 6,509.5 6,560.5
S4 6,446.5 6,465.5 6,548.5
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 6,957.5 6,898.0 6,623.5
R3 6,809.0 6,749.5 6,583.0
R2 6,660.5 6,660.5 6,569.0
R1 6,601.0 6,601.0 6,555.5 6,631.0
PP 6,512.0 6,512.0 6,512.0 6,526.5
S1 6,452.5 6,452.5 6,528.5 6,482.0
S2 6,363.5 6,363.5 6,515.0
S3 6,215.0 6,304.0 6,501.0
S4 6,066.5 6,155.5 6,460.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,606.0 6,459.5 146.5 2.2% 64.5 1.0% 77% False False 85,978
10 6,606.0 6,385.5 220.5 3.4% 78.5 1.2% 85% False False 85,831
20 6,635.0 6,346.5 288.5 4.4% 82.0 1.2% 78% False False 83,616
40 6,669.5 6,346.5 323.0 4.9% 82.0 1.2% 70% False False 83,206
60 6,669.5 5,955.5 714.0 10.9% 89.0 1.4% 86% False False 88,749
80 6,815.0 5,955.5 859.5 13.1% 89.0 1.4% 72% False False 77,632
100 6,815.0 5,955.5 859.5 13.1% 79.0 1.2% 72% False False 62,179
120 6,815.0 5,955.5 859.5 13.1% 71.5 1.1% 72% False False 51,826
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.7
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 6,790.5
2.618 6,718.5
1.618 6,674.5
1.000 6,647.5
0.618 6,630.5
HIGH 6,603.5
0.618 6,586.5
0.500 6,581.5
0.382 6,576.5
LOW 6,559.5
0.618 6,532.5
1.000 6,515.5
1.618 6,488.5
2.618 6,444.5
4.250 6,372.5
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 6,581.5 6,567.0
PP 6,578.5 6,561.5
S1 6,575.5 6,556.0

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

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