FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 6,384.5 6,313.0 -71.5 -1.1% 6,440.0
High 6,402.5 6,344.5 -58.0 -0.9% 6,461.0
Low 6,296.5 6,287.5 -9.0 -0.1% 6,355.0
Close 6,344.5 6,301.0 -43.5 -0.7% 6,425.5
Range 106.0 57.0 -49.0 -46.2% 106.0
ATR 70.1 69.2 -0.9 -1.3% 0.0
Volume 101,889 111,664 9,775 9.6% 439,812
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 6,482.0 6,448.5 6,332.5
R3 6,425.0 6,391.5 6,316.5
R2 6,368.0 6,368.0 6,311.5
R1 6,334.5 6,334.5 6,306.0 6,323.0
PP 6,311.0 6,311.0 6,311.0 6,305.0
S1 6,277.5 6,277.5 6,296.0 6,266.0
S2 6,254.0 6,254.0 6,290.5
S3 6,197.0 6,220.5 6,285.5
S4 6,140.0 6,163.5 6,269.5
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 6,732.0 6,684.5 6,484.0
R3 6,626.0 6,578.5 6,454.5
R2 6,520.0 6,520.0 6,445.0
R1 6,472.5 6,472.5 6,435.0 6,443.0
PP 6,414.0 6,414.0 6,414.0 6,399.0
S1 6,366.5 6,366.5 6,416.0 6,337.0
S2 6,308.0 6,308.0 6,406.0
S3 6,202.0 6,260.5 6,396.5
S4 6,096.0 6,154.5 6,367.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,449.0 6,287.5 161.5 2.6% 67.0 1.1% 8% False True 91,681
10 6,555.0 6,287.5 267.5 4.2% 67.5 1.1% 5% False True 97,193
20 6,643.0 6,287.5 355.5 5.6% 63.0 1.0% 4% False True 107,544
40 6,643.0 6,287.5 355.5 5.6% 64.0 1.0% 4% False True 55,344
60 6,643.0 6,287.5 355.5 5.6% 60.5 1.0% 4% False True 36,969
80 6,643.0 5,951.5 691.5 11.0% 59.5 0.9% 51% False False 27,746
100 6,707.0 5,951.5 755.5 12.0% 49.5 0.8% 46% False False 22,201
120 6,707.0 5,951.5 755.5 12.0% 41.5 0.7% 46% False False 18,505
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,587.0
2.618 6,493.5
1.618 6,436.5
1.000 6,401.5
0.618 6,379.5
HIGH 6,344.5
0.618 6,322.5
0.500 6,316.0
0.382 6,309.5
LOW 6,287.5
0.618 6,252.5
1.000 6,230.5
1.618 6,195.5
2.618 6,138.5
4.250 6,045.0
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 6,316.0 6,356.5
PP 6,311.0 6,338.0
S1 6,306.0 6,319.5

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

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