FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 6,700.5 6,702.0 1.5 0.0% 6,683.5
High 6,711.0 6,709.5 -1.5 0.0% 6,725.0
Low 6,658.5 6,674.5 16.0 0.2% 6,641.0
Close 6,672.5 6,697.0 24.5 0.4% 6,672.5
Range 52.5 35.0 -17.5 -33.3% 84.0
ATR 65.1 63.1 -2.0 -3.1% 0.0
Volume 55,059 86,712 31,653 57.5% 383,890
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 6,798.5 6,783.0 6,716.0
R3 6,763.5 6,748.0 6,706.5
R2 6,728.5 6,728.5 6,703.5
R1 6,713.0 6,713.0 6,700.0 6,703.0
PP 6,693.5 6,693.5 6,693.5 6,689.0
S1 6,678.0 6,678.0 6,694.0 6,668.0
S2 6,658.5 6,658.5 6,690.5
S3 6,623.5 6,643.0 6,687.5
S4 6,588.5 6,608.0 6,678.0
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 6,931.5 6,886.0 6,718.5
R3 6,847.5 6,802.0 6,695.5
R2 6,763.5 6,763.5 6,688.0
R1 6,718.0 6,718.0 6,680.0 6,699.0
PP 6,679.5 6,679.5 6,679.5 6,670.0
S1 6,634.0 6,634.0 6,665.0 6,615.0
S2 6,595.5 6,595.5 6,657.0
S3 6,511.5 6,550.0 6,649.5
S4 6,427.5 6,466.0 6,626.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,712.5 6,641.0 71.5 1.1% 49.0 0.7% 78% False False 75,887
10 6,725.0 6,605.5 119.5 1.8% 56.0 0.8% 77% False False 90,998
20 6,798.0 6,605.5 192.5 2.9% 62.5 0.9% 48% False False 96,841
40 6,798.0 6,287.5 510.5 7.6% 65.5 1.0% 80% False False 91,699
60 6,798.0 6,287.5 510.5 7.6% 63.5 0.9% 80% False False 87,068
80 6,798.0 6,287.5 510.5 7.6% 64.0 1.0% 80% False False 65,356
100 6,798.0 6,287.5 510.5 7.6% 60.0 0.9% 80% False False 52,303
120 6,798.0 5,951.5 846.5 12.6% 59.0 0.9% 88% False False 43,598
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,858.0
2.618 6,801.0
1.618 6,766.0
1.000 6,744.5
0.618 6,731.0
HIGH 6,709.5
0.618 6,696.0
0.500 6,692.0
0.382 6,688.0
LOW 6,674.5
0.618 6,653.0
1.000 6,639.5
1.618 6,618.0
2.618 6,583.0
4.250 6,526.0
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 6,695.5 6,690.0
PP 6,693.5 6,683.0
S1 6,692.0 6,676.0

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

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