FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 6,424.0 6,455.0 31.0 0.5% 6,425.0
High 6,491.0 6,520.0 29.0 0.4% 6,491.0
Low 6,405.0 6,433.5 28.5 0.4% 6,287.5
Close 6,457.5 6,476.5 19.0 0.3% 6,457.5
Range 86.0 86.5 0.5 0.6% 203.5
ATR 75.3 76.1 0.8 1.1% 0.0
Volume 62,112 97,145 35,033 56.4% 464,490
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 6,736.0 6,693.0 6,524.0
R3 6,649.5 6,606.5 6,500.5
R2 6,563.0 6,563.0 6,492.5
R1 6,520.0 6,520.0 6,484.5 6,541.5
PP 6,476.5 6,476.5 6,476.5 6,487.5
S1 6,433.5 6,433.5 6,468.5 6,455.0
S2 6,390.0 6,390.0 6,460.5
S3 6,303.5 6,347.0 6,452.5
S4 6,217.0 6,260.5 6,429.0
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 7,022.5 6,943.5 6,569.5
R3 6,819.0 6,740.0 6,513.5
R2 6,615.5 6,615.5 6,495.0
R1 6,536.5 6,536.5 6,476.0 6,576.0
PP 6,412.0 6,412.0 6,412.0 6,432.0
S1 6,333.0 6,333.0 6,439.0 6,372.5
S2 6,208.5 6,208.5 6,420.0
S3 6,005.0 6,129.5 6,401.5
S4 5,801.5 5,926.0 6,345.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,520.0 6,287.5 232.5 3.6% 92.0 1.4% 81% True False 91,258
10 6,520.0 6,287.5 232.5 3.6% 78.5 1.2% 81% True False 89,877
20 6,630.5 6,287.5 343.0 5.3% 70.5 1.1% 55% False False 97,531
40 6,643.0 6,287.5 355.5 5.5% 66.5 1.0% 53% False False 61,404
60 6,643.0 6,287.5 355.5 5.5% 62.5 1.0% 53% False False 41,002
80 6,643.0 5,951.5 691.5 10.7% 60.5 0.9% 76% False False 30,773
100 6,687.0 5,951.5 735.5 11.4% 52.5 0.8% 71% False False 24,628
120 6,707.0 5,951.5 755.5 11.7% 44.0 0.7% 69% False False 20,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,887.5
2.618 6,746.5
1.618 6,660.0
1.000 6,606.5
0.618 6,573.5
HIGH 6,520.0
0.618 6,487.0
0.500 6,477.0
0.382 6,466.5
LOW 6,433.5
0.618 6,380.0
1.000 6,347.0
1.618 6,293.5
2.618 6,207.0
4.250 6,066.0
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 6,477.0 6,456.5
PP 6,476.5 6,436.5
S1 6,476.5 6,416.0

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

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