FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 6,575.0 6,529.0 -46.0 -0.7% 6,610.0
High 6,588.0 6,529.0 -59.0 -0.9% 6,610.0
Low 6,546.5 6,417.5 -129.0 -2.0% 6,444.0
Close 6,560.0 6,444.5 -115.5 -1.8% 6,520.5
Range 41.5 111.5 70.0 168.7% 166.0
ATR 60.0 65.9 5.9 9.8% 0.0
Volume 295 40 -255 -86.4% 2,720
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 6,798.0 6,733.0 6,506.0
R3 6,686.5 6,621.5 6,475.0
R2 6,575.0 6,575.0 6,465.0
R1 6,510.0 6,510.0 6,454.5 6,487.0
PP 6,463.5 6,463.5 6,463.5 6,452.0
S1 6,398.5 6,398.5 6,434.5 6,375.0
S2 6,352.0 6,352.0 6,424.0
S3 6,240.5 6,287.0 6,414.0
S4 6,129.0 6,175.5 6,383.0
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 7,023.0 6,937.5 6,612.0
R3 6,857.0 6,771.5 6,566.0
R2 6,691.0 6,691.0 6,551.0
R1 6,605.5 6,605.5 6,535.5 6,565.0
PP 6,525.0 6,525.0 6,525.0 6,504.5
S1 6,439.5 6,439.5 6,505.5 6,399.0
S2 6,359.0 6,359.0 6,490.0
S3 6,193.0 6,273.5 6,475.0
S4 6,027.0 6,107.5 6,429.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,588.0 6,417.5 170.5 2.6% 58.0 0.9% 16% False True 600
10 6,615.0 6,417.5 197.5 3.1% 61.0 1.0% 14% False True 313
20 6,615.0 6,417.5 197.5 3.1% 54.5 0.8% 14% False True 198
40 6,615.0 5,951.5 663.5 10.3% 56.5 0.9% 74% False False 147
60 6,687.0 5,951.5 735.5 11.4% 42.5 0.7% 67% False False 112
80 6,707.0 5,951.5 755.5 11.7% 32.0 0.5% 65% False False 90
100 6,707.0 5,951.5 755.5 11.7% 26.0 0.4% 65% False False 73
120 6,707.0 5,951.5 755.5 11.7% 21.5 0.3% 65% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,003.0
2.618 6,821.0
1.618 6,709.5
1.000 6,640.5
0.618 6,598.0
HIGH 6,529.0
0.618 6,486.5
0.500 6,473.0
0.382 6,460.0
LOW 6,417.5
0.618 6,348.5
1.000 6,306.0
1.618 6,237.0
2.618 6,125.5
4.250 5,943.5
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 6,473.0 6,503.0
PP 6,463.5 6,483.5
S1 6,454.0 6,464.0

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

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