FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 28-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 28-Nov-2013 Change Change % Previous Week
Open 6,635.0 6,647.0 12.0 0.2% 6,683.5
High 6,664.0 6,679.0 15.0 0.2% 6,725.0
Low 6,626.5 6,635.5 9.0 0.1% 6,641.0
Close 6,650.5 6,654.0 3.5 0.1% 6,672.5
Range 37.5 43.5 6.0 16.0% 84.0
ATR 61.7 60.4 -1.3 -2.1% 0.0
Volume 54,287 68,413 14,126 26.0% 383,890
Daily Pivots for day following 28-Nov-2013
Classic Woodie Camarilla DeMark
R4 6,786.5 6,764.0 6,678.0
R3 6,743.0 6,720.5 6,666.0
R2 6,699.5 6,699.5 6,662.0
R1 6,677.0 6,677.0 6,658.0 6,688.0
PP 6,656.0 6,656.0 6,656.0 6,662.0
S1 6,633.5 6,633.5 6,650.0 6,645.0
S2 6,612.5 6,612.5 6,646.0
S3 6,569.0 6,590.0 6,642.0
S4 6,525.5 6,546.5 6,630.0
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 6,711.0 6,626.5 84.5 1.3% 47.5 0.7% 33% False False 73,152
10 6,725.0 6,626.5 98.5 1.5% 49.5 0.7% 28% False False 77,517
20 6,772.5 6,605.5 167.0 2.5% 60.0 0.9% 29% False False 91,367
40 6,798.0 6,287.5 510.5 7.7% 64.0 1.0% 72% False False 90,795
60 6,798.0 6,287.5 510.5 7.7% 62.5 0.9% 72% False False 90,770
80 6,798.0 6,287.5 510.5 7.7% 62.5 0.9% 72% False False 68,155
100 6,798.0 6,287.5 510.5 7.7% 60.5 0.9% 72% False False 54,542
120 6,798.0 5,951.5 846.5 12.7% 59.5 0.9% 83% False False 45,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 13.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,864.0
2.618 6,793.0
1.618 6,749.5
1.000 6,722.5
0.618 6,706.0
HIGH 6,679.0
0.618 6,662.5
0.500 6,657.0
0.382 6,652.0
LOW 6,635.5
0.618 6,608.5
1.000 6,592.0
1.618 6,565.0
2.618 6,521.5
4.250 6,450.5
Fisher Pivots for day following 28-Nov-2013
Pivot 1 day 3 day
R1 6,657.0 6,661.5
PP 6,656.0 6,659.0
S1 6,655.0 6,656.5

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

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