FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 6,522.0 6,530.0 8.0 0.1% 6,625.0
High 6,557.5 6,562.5 5.0 0.1% 6,643.0
Low 6,515.0 6,496.5 -18.5 -0.3% 6,502.0
Close 6,542.5 6,527.0 -15.5 -0.2% 6,567.5
Range 42.5 66.0 23.5 55.3% 141.0
ATR 67.6 67.4 -0.1 -0.2% 0.0
Volume 100,464 64,490 -35,974 -35.8% 752,842
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 6,726.5 6,693.0 6,563.5
R3 6,660.5 6,627.0 6,545.0
R2 6,594.5 6,594.5 6,539.0
R1 6,561.0 6,561.0 6,533.0 6,545.0
PP 6,528.5 6,528.5 6,528.5 6,520.5
S1 6,495.0 6,495.0 6,521.0 6,479.0
S2 6,462.5 6,462.5 6,515.0
S3 6,396.5 6,429.0 6,509.0
S4 6,330.5 6,363.0 6,490.5
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 6,994.0 6,921.5 6,645.0
R3 6,853.0 6,780.5 6,606.5
R2 6,712.0 6,712.0 6,593.5
R1 6,639.5 6,639.5 6,580.5 6,605.0
PP 6,571.0 6,571.0 6,571.0 6,553.5
S1 6,498.5 6,498.5 6,554.5 6,464.0
S2 6,430.0 6,430.0 6,541.5
S3 6,289.0 6,357.5 6,528.5
S4 6,148.0 6,216.5 6,490.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,630.5 6,496.5 134.0 2.1% 56.0 0.9% 23% False True 82,783
10 6,643.0 6,496.5 146.5 2.2% 58.0 0.9% 21% False True 117,894
20 6,643.0 6,376.0 267.0 4.1% 62.0 0.9% 57% False False 62,038
40 6,643.0 6,337.0 306.0 4.7% 62.5 1.0% 62% False False 31,117
60 6,643.0 6,126.0 517.0 7.9% 58.5 0.9% 78% False False 20,780
80 6,643.0 5,951.5 691.5 10.6% 53.0 0.8% 83% False False 15,600
100 6,707.0 5,951.5 755.5 11.6% 43.0 0.7% 76% False False 12,484
120 6,707.0 5,951.5 755.5 11.6% 36.0 0.6% 76% False False 10,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,843.0
2.618 6,735.5
1.618 6,669.5
1.000 6,628.5
0.618 6,603.5
HIGH 6,562.5
0.618 6,537.5
0.500 6,529.5
0.382 6,521.5
LOW 6,496.5
0.618 6,455.5
1.000 6,430.5
1.618 6,389.5
2.618 6,323.5
4.250 6,216.0
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 6,529.5 6,534.0
PP 6,528.5 6,531.5
S1 6,528.0 6,529.5

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

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