FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 6,527.0 6,530.0 3.0 0.0% 6,425.0
High 6,541.5 6,556.5 15.0 0.2% 6,491.0
Low 6,496.0 6,475.0 -21.0 -0.3% 6,287.5
Close 6,520.0 6,536.5 16.5 0.3% 6,457.5
Range 45.5 81.5 36.0 79.1% 203.5
ATR 75.3 75.7 0.4 0.6% 0.0
Volume 102,231 99,396 -2,835 -2.8% 464,490
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 6,767.0 6,733.5 6,581.5
R3 6,685.5 6,652.0 6,559.0
R2 6,604.0 6,604.0 6,551.5
R1 6,570.5 6,570.5 6,544.0 6,587.0
PP 6,522.5 6,522.5 6,522.5 6,531.0
S1 6,489.0 6,489.0 6,529.0 6,506.0
S2 6,441.0 6,441.0 6,521.5
S3 6,359.5 6,407.5 6,514.0
S4 6,278.0 6,326.0 6,491.5
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 6,556.5 6,312.5 244.0 3.7% 85.0 1.3% 92% True False 88,873
10 6,556.5 6,287.5 269.0 4.1% 76.0 1.2% 93% True False 90,277
20 6,630.5 6,287.5 343.0 5.2% 69.0 1.1% 73% False False 91,511
40 6,643.0 6,287.5 355.5 5.4% 67.5 1.0% 70% False False 66,442
60 6,643.0 6,287.5 355.5 5.4% 63.5 1.0% 70% False False 44,362
80 6,643.0 6,085.0 558.0 8.5% 60.5 0.9% 81% False False 33,291
100 6,643.0 5,951.5 691.5 10.6% 54.0 0.8% 85% False False 26,645
120 6,707.0 5,951.5 755.5 11.6% 45.0 0.7% 77% False False 22,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,903.0
2.618 6,770.0
1.618 6,688.5
1.000 6,638.0
0.618 6,607.0
HIGH 6,556.5
0.618 6,525.5
0.500 6,516.0
0.382 6,506.0
LOW 6,475.0
0.618 6,424.5
1.000 6,393.5
1.618 6,343.0
2.618 6,261.5
4.250 6,128.5
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 6,529.5 6,522.5
PP 6,522.5 6,509.0
S1 6,516.0 6,495.0

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

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