FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 6,548.0 6,527.0 -21.0 -0.3% 6,548.0
High 6,555.0 6,527.0 -28.0 -0.4% 6,584.0
Low 6,497.0 6,505.0 8.0 0.1% 6,476.0
Close 6,481.0 6,480.5 -0.5 0.0% 6,481.0
Range 58.0 22.0 -36.0 -62.1% 108.0
ATR 62.1 60.9 -1.1 -1.8% 0.0
Volume 16 27 11 68.8% 726
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 6,570.0 6,547.5 6,492.5
R3 6,548.0 6,525.5 6,486.5
R2 6,526.0 6,526.0 6,484.5
R1 6,503.5 6,503.5 6,482.5 6,504.0
PP 6,504.0 6,504.0 6,504.0 6,504.5
S1 6,481.5 6,481.5 6,478.5 6,482.0
S2 6,482.0 6,482.0 6,476.5
S3 6,460.0 6,459.5 6,474.5
S4 6,438.0 6,437.5 6,468.5
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 6,837.5 6,767.5 6,540.5
R3 6,729.5 6,659.5 6,510.5
R2 6,621.5 6,621.5 6,501.0
R1 6,551.5 6,551.5 6,491.0 6,532.5
PP 6,513.5 6,513.5 6,513.5 6,504.0
S1 6,443.5 6,443.5 6,471.0 6,424.5
S2 6,405.5 6,405.5 6,461.0
S3 6,297.5 6,335.5 6,451.5
S4 6,189.5 6,227.5 6,421.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,584.0 6,476.0 108.0 1.7% 49.0 0.8% 4% False False 147
10 6,584.0 6,457.5 126.5 2.0% 48.0 0.7% 18% False False 157
20 6,584.0 6,126.0 458.0 7.1% 51.5 0.8% 77% False False 106
40 6,584.0 5,951.5 632.5 9.8% 44.0 0.7% 84% False False 85
60 6,707.0 5,951.5 755.5 11.7% 29.5 0.5% 70% False False 62
80 6,707.0 5,951.5 755.5 11.7% 22.5 0.3% 70% False False 51
100 6,707.0 5,951.5 755.5 11.7% 18.0 0.3% 70% False False 41
120 6,707.0 5,951.5 755.5 11.7% 15.0 0.2% 70% False False 44
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 True
Bear Hook False
Bull Hook False
Stretch 7.7
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6,620.5
2.618 6,584.5
1.618 6,562.5
1.000 6,549.0
0.618 6,540.5
HIGH 6,527.0
0.618 6,518.5
0.500 6,516.0
0.382 6,513.5
LOW 6,505.0
0.618 6,491.5
1.000 6,483.0
1.618 6,469.5
2.618 6,447.5
4.250 6,411.5
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 6,516.0 6,515.5
PP 6,504.0 6,504.0
S1 6,492.5 6,492.0

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

View Archives - Comment on this page... - Back to Index of Symbols