FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 6,564.0 6,550.0 -14.0 -0.2% 6,517.5
High 6,579.0 6,571.0 -8.0 -0.1% 6,579.0
Low 6,534.5 6,534.5 0.0 0.0% 6,482.0
Close 6,559.5 6,556.5 -3.0 0.0% 6,556.5
Range 44.5 36.5 -8.0 -18.0% 97.0
ATR 66.1 64.0 -2.1 -3.2% 0.0
Volume 31,812 156,217 124,405 391.1% 240,820
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 6,663.5 6,646.5 6,576.5
R3 6,627.0 6,610.0 6,566.5
R2 6,590.5 6,590.5 6,563.0
R1 6,573.5 6,573.5 6,560.0 6,582.0
PP 6,554.0 6,554.0 6,554.0 6,558.0
S1 6,537.0 6,537.0 6,553.0 6,545.5
S2 6,517.5 6,517.5 6,550.0
S3 6,481.0 6,500.5 6,546.5
S4 6,444.5 6,464.0 6,536.5
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 6,830.0 6,790.5 6,610.0
R3 6,733.0 6,693.5 6,583.0
R2 6,636.0 6,636.0 6,574.5
R1 6,596.5 6,596.5 6,565.5 6,616.0
PP 6,539.0 6,539.0 6,539.0 6,549.0
S1 6,499.5 6,499.5 6,547.5 6,519.0
S2 6,442.0 6,442.0 6,538.5
S3 6,345.0 6,402.5 6,530.0
S4 6,248.0 6,305.5 6,503.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,579.0 6,482.0 97.0 1.5% 44.0 0.7% 77% False False 48,164
10 6,579.0 6,400.0 179.0 2.7% 58.5 0.9% 87% False False 24,941
20 6,579.0 6,337.0 242.0 3.7% 61.5 0.9% 91% False False 12,529
40 6,615.0 6,337.0 278.0 4.2% 58.0 0.9% 79% False False 6,364
60 6,615.0 5,951.5 663.5 10.1% 58.0 0.9% 91% False False 4,274
80 6,687.0 5,951.5 735.5 11.2% 47.0 0.7% 82% False False 3,216
100 6,707.0 5,951.5 755.5 11.5% 38.0 0.6% 80% False False 2,578
120 6,707.0 5,951.5 755.5 11.5% 32.0 0.5% 80% False False 2,149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.2
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6,726.0
2.618 6,666.5
1.618 6,630.0
1.000 6,607.5
0.618 6,593.5
HIGH 6,571.0
0.618 6,557.0
0.500 6,553.0
0.382 6,548.5
LOW 6,534.5
0.618 6,512.0
1.000 6,498.0
1.618 6,475.5
2.618 6,439.0
4.250 6,379.5
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 6,555.0 6,556.5
PP 6,554.0 6,556.0
S1 6,553.0 6,556.0

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

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