FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 6,587.5 6,554.5 -33.0 -0.5% 6,517.5
High 6,591.5 6,610.5 19.0 0.3% 6,579.0
Low 6,539.0 6,502.0 -37.0 -0.6% 6,482.0
Close 6,552.5 6,521.5 -31.0 -0.5% 6,556.5
Range 52.5 108.5 56.0 106.7% 97.0
ATR 65.0 68.1 3.1 4.8% 0.0
Volume 209,754 112,270 -97,484 -46.5% 240,820
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 6,870.0 6,804.5 6,581.0
R3 6,761.5 6,696.0 6,551.5
R2 6,653.0 6,653.0 6,541.5
R1 6,587.5 6,587.5 6,531.5 6,566.0
PP 6,544.5 6,544.5 6,544.5 6,534.0
S1 6,479.0 6,479.0 6,511.5 6,457.5
S2 6,436.0 6,436.0 6,501.5
S3 6,327.5 6,370.5 6,491.5
S4 6,219.0 6,262.0 6,462.0
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 6,643.0 6,502.0 141.0 2.2% 60.5 0.9% 14% False True 153,005
10 6,643.0 6,450.0 193.0 3.0% 58.0 0.9% 37% False False 82,470
20 6,643.0 6,337.0 306.0 4.7% 66.0 1.0% 60% False False 41,372
40 6,643.0 6,337.0 306.0 4.7% 60.5 0.9% 60% False False 20,788
60 6,643.0 6,085.0 558.0 8.6% 57.5 0.9% 78% False False 13,885
80 6,643.0 5,951.5 691.5 10.6% 50.0 0.8% 82% False False 10,428
100 6,707.0 5,951.5 755.5 11.6% 40.0 0.6% 75% False False 8,347
120 6,707.0 5,951.5 755.5 11.6% 33.5 0.5% 75% False False 6,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 7,071.5
2.618 6,894.5
1.618 6,786.0
1.000 6,719.0
0.618 6,677.5
HIGH 6,610.5
0.618 6,569.0
0.500 6,556.0
0.382 6,543.5
LOW 6,502.0
0.618 6,435.0
1.000 6,393.5
1.618 6,326.5
2.618 6,218.0
4.250 6,041.0
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 6,556.0 6,572.5
PP 6,544.5 6,555.5
S1 6,533.0 6,538.5

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

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