FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 6,725.5 6,722.0 -3.5 -0.1% 6,717.0
High 6,752.5 6,763.5 11.0 0.2% 6,798.0
Low 6,716.5 6,626.5 -90.0 -1.3% 6,680.5
Close 6,726.5 6,677.5 -49.0 -0.7% 6,700.5
Range 36.0 137.0 101.0 280.6% 117.5
ATR 65.4 70.5 5.1 7.8% 0.0
Volume 148,781 122,965 -25,816 -17.4% 477,734
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 7,100.0 7,026.0 6,753.0
R3 6,963.0 6,889.0 6,715.0
R2 6,826.0 6,826.0 6,702.5
R1 6,752.0 6,752.0 6,690.0 6,720.5
PP 6,689.0 6,689.0 6,689.0 6,673.5
S1 6,615.0 6,615.0 6,665.0 6,583.5
S2 6,552.0 6,552.0 6,652.5
S3 6,415.0 6,478.0 6,640.0
S4 6,278.0 6,341.0 6,602.0
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 7,079.0 7,007.0 6,765.0
R3 6,961.5 6,889.5 6,733.0
R2 6,844.0 6,844.0 6,722.0
R1 6,772.0 6,772.0 6,711.5 6,749.0
PP 6,726.5 6,726.5 6,726.5 6,715.0
S1 6,654.5 6,654.5 6,689.5 6,632.0
S2 6,609.0 6,609.0 6,679.0
S3 6,491.5 6,537.0 6,668.0
S4 6,374.0 6,419.5 6,636.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,772.5 6,626.5 146.0 2.2% 70.0 1.0% 35% False True 104,970
10 6,798.0 6,626.5 171.5 2.6% 62.0 0.9% 30% False True 99,117
20 6,798.0 6,405.0 393.0 5.9% 65.5 1.0% 69% False False 92,497
40 6,798.0 6,287.5 510.5 7.6% 66.0 1.0% 76% False False 101,312
60 6,798.0 6,287.5 510.5 7.6% 66.0 1.0% 76% False False 69,115
80 6,798.0 6,287.5 510.5 7.6% 62.5 0.9% 76% False False 51,895
100 6,798.0 5,951.5 846.5 12.7% 61.5 0.9% 86% False False 41,530
120 6,798.0 5,951.5 846.5 12.7% 53.0 0.8% 86% False False 34,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.5
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 7,346.0
2.618 7,122.0
1.618 6,985.0
1.000 6,900.5
0.618 6,848.0
HIGH 6,763.5
0.618 6,711.0
0.500 6,695.0
0.382 6,679.0
LOW 6,626.5
0.618 6,542.0
1.000 6,489.5
1.618 6,405.0
2.618 6,268.0
4.250 6,044.0
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 6,695.0 6,699.5
PP 6,689.0 6,692.0
S1 6,683.5 6,685.0

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

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