FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 6,690.0 6,670.5 -19.5 -0.3% 6,717.0
High 6,701.5 6,712.5 11.0 0.2% 6,728.0
Low 6,668.0 6,648.5 -19.5 -0.3% 6,605.5
Close 6,692.0 6,684.0 -8.0 -0.1% 6,683.0
Range 33.5 64.0 30.5 91.0% 122.5
ATR 66.9 66.7 -0.2 -0.3% 0.0
Volume 75,987 85,997 10,010 13.2% 535,470
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 6,873.5 6,843.0 6,719.0
R3 6,809.5 6,779.0 6,701.5
R2 6,745.5 6,745.5 6,695.5
R1 6,715.0 6,715.0 6,690.0 6,730.0
PP 6,681.5 6,681.5 6,681.5 6,689.5
S1 6,651.0 6,651.0 6,678.0 6,666.0
S2 6,617.5 6,617.5 6,672.5
S3 6,553.5 6,587.0 6,666.5
S4 6,489.5 6,523.0 6,649.0
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 7,039.5 6,984.0 6,750.5
R3 6,917.0 6,861.5 6,716.5
R2 6,794.5 6,794.5 6,705.5
R1 6,739.0 6,739.0 6,694.0 6,705.5
PP 6,672.0 6,672.0 6,672.0 6,655.5
S1 6,616.5 6,616.5 6,672.0 6,583.0
S2 6,549.5 6,549.5 6,660.5
S3 6,427.0 6,494.0 6,649.5
S4 6,304.5 6,371.5 6,615.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,725.0 6,633.5 91.5 1.4% 53.5 0.8% 55% False False 88,323
10 6,763.5 6,605.5 158.0 2.4% 69.0 1.0% 50% False False 98,402
20 6,798.0 6,605.5 192.5 2.9% 61.0 0.9% 41% False False 96,214
40 6,798.0 6,287.5 510.5 7.6% 66.5 1.0% 78% False False 94,161
60 6,798.0 6,287.5 510.5 7.6% 65.0 1.0% 78% False False 83,453
80 6,798.0 6,287.5 510.5 7.6% 64.5 1.0% 78% False False 62,639
100 6,798.0 6,126.0 672.0 10.1% 61.5 0.9% 83% False False 50,132
120 6,798.0 5,951.5 846.5 12.7% 57.5 0.9% 87% False False 41,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,984.5
2.618 6,880.0
1.618 6,816.0
1.000 6,776.5
0.618 6,752.0
HIGH 6,712.5
0.618 6,688.0
0.500 6,680.5
0.382 6,673.0
LOW 6,648.5
0.618 6,609.0
1.000 6,584.5
1.618 6,545.0
2.618 6,481.0
4.250 6,376.5
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 6,683.0 6,687.0
PP 6,681.5 6,686.0
S1 6,680.5 6,685.0

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

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