FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 6,664.0 6,699.5 35.5 0.5% 6,609.5
High 6,706.5 6,709.5 3.0 0.0% 6,709.5
Low 6,657.0 6,679.0 22.0 0.3% 6,587.0
Close 6,690.0 6,697.0 7.0 0.1% 6,697.0
Range 49.5 30.5 -19.0 -38.4% 122.5
ATR 72.8 69.8 -3.0 -4.2% 0.0
Volume 72,057 57,313 -14,744 -20.5% 394,439
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 6,786.5 6,772.5 6,714.0
R3 6,756.0 6,742.0 6,705.5
R2 6,725.5 6,725.5 6,702.5
R1 6,711.5 6,711.5 6,700.0 6,703.0
PP 6,695.0 6,695.0 6,695.0 6,691.0
S1 6,681.0 6,681.0 6,694.0 6,673.0
S2 6,664.5 6,664.5 6,691.5
S3 6,634.0 6,650.5 6,688.5
S4 6,603.5 6,620.0 6,680.0
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 7,032.0 6,987.0 6,764.5
R3 6,909.5 6,864.5 6,730.5
R2 6,787.0 6,787.0 6,719.5
R1 6,742.0 6,742.0 6,708.0 6,764.5
PP 6,664.5 6,664.5 6,664.5 6,676.0
S1 6,619.5 6,619.5 6,686.0 6,642.0
S2 6,542.0 6,542.0 6,674.5
S3 6,419.5 6,497.0 6,663.5
S4 6,297.0 6,374.5 6,629.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,709.5 6,587.0 122.5 1.8% 56.0 0.8% 90% True False 78,887
10 6,709.5 6,433.5 276.0 4.1% 63.0 0.9% 95% True False 85,398
20 6,709.5 6,287.5 422.0 6.3% 69.0 1.0% 97% True False 87,914
40 6,709.5 6,287.5 422.0 6.3% 65.0 1.0% 97% True False 80,296
60 6,709.5 6,287.5 422.0 6.3% 64.5 1.0% 97% True False 53,602
80 6,709.5 6,287.5 422.0 6.3% 60.0 0.9% 97% True False 40,225
100 6,709.5 5,951.5 758.0 11.3% 57.5 0.9% 98% True False 32,194
120 6,709.5 5,951.5 758.0 11.3% 48.5 0.7% 98% True False 26,832
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 6,839.0
2.618 6,789.5
1.618 6,759.0
1.000 6,740.0
0.618 6,728.5
HIGH 6,709.5
0.618 6,698.0
0.500 6,694.0
0.382 6,690.5
LOW 6,679.0
0.618 6,660.0
1.000 6,648.5
1.618 6,629.5
2.618 6,599.0
4.250 6,549.5
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 6,696.0 6,688.0
PP 6,695.0 6,679.0
S1 6,694.0 6,670.0

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

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