FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	6,652.5	6,615.0	-37.5	-0.6%	6,545.0
High	6,670.0	6,621.0	-49.0	-0.7%	6,608.0
Low	6,610.0	6,567.5	-42.5	-0.6%	6,506.5
Close	6,623.0	6,581.0	-42.0	-0.6%	6,584.0
Range	60.0	53.5	-6.5	-10.8%	101.5
ATR	77.9	76.3	-1.6	-2.1%	0.0
Volume	322,963	273,590	-49,373	-15.3%	604,171

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,750.5	6,719.0	6,610.5
R3	6,697.0	6,665.5	6,595.5
R2	6,643.5	6,643.5	6,591.0
R1	6,612.0	6,612.0	6,586.0	6,601.0
PP	6,590.0	6,590.0	6,590.0	6,584.0
S1	6,558.5	6,558.5	6,576.0	6,547.5
S2	6,536.5	6,536.5	6,571.0
S3	6,483.0	6,505.0	6,566.5
S4	6,429.5	6,451.5	6,551.5

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,870.5	6,829.0	6,640.0
R3	6,769.0	6,727.5	6,612.0
R2	6,667.5	6,667.5	6,602.5
R1	6,626.0	6,626.0	6,593.5	6,647.0
PP	6,566.0	6,566.0	6,566.0	6,576.5
S1	6,524.5	6,524.5	6,574.5	6,545.0
S2	6,464.5	6,464.5	6,565.5
S3	6,363.0	6,423.0	6,556.0
S4	6,261.5	6,321.5	6,528.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,670.0	6,557.5	112.5	1.7%	49.5	0.7%	21%	False	False	203,041
10	6,670.0	6,422.5	247.5	3.8%	59.5	0.9%	64%	False	False	145,745
20	6,670.0	6,346.5	323.5	4.9%	75.5	1.1%	72%	False	False	112,859
40	6,670.0	6,346.5	323.5	4.9%	80.0	1.2%	72%	False	False	97,570
60	6,670.0	5,955.5	714.5	10.9%	83.5	1.3%	88%	False	False	95,352
80	6,726.0	5,955.5	770.5	11.7%	87.5	1.3%	81%	False	False	89,201
100	6,815.0	5,955.5	859.5	13.1%	80.0	1.2%	73%	False	False	71,460
120	6,815.0	5,955.5	859.5	13.1%	72.0	1.1%	73%	False	False	59,560

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,848.5
2.618	6,761.0
1.618	6,707.5
1.000	6,674.5
0.618	6,654.0
HIGH	6,621.0
0.618	6,600.5
0.500	6,594.0
0.382	6,588.0
LOW	6,567.5
0.618	6,534.5
1.000	6,514.0
1.618	6,481.0
2.618	6,427.5
4.250	6,340.0

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	6,594.0	6,616.0
PP	6,590.0	6,604.0
S1	6,585.5	6,592.5

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