FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 6,583.0 6,532.5 -50.5 -0.8% 6,702.0
High 6,587.5 6,553.5 -34.0 -0.5% 6,709.5
Low 6,511.0 6,464.5 -46.5 -0.7% 6,626.5
Close 6,537.5 6,511.0 -26.5 -0.4% 6,651.0
Range 76.5 89.0 12.5 16.3% 83.0
ATR 62.9 64.8 1.9 3.0% 0.0
Volume 115,668 101,057 -14,611 -12.6% 412,582
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 6,776.5 6,733.0 6,560.0
R3 6,687.5 6,644.0 6,535.5
R2 6,598.5 6,598.5 6,527.5
R1 6,555.0 6,555.0 6,519.0 6,532.0
PP 6,509.5 6,509.5 6,509.5 6,498.5
S1 6,466.0 6,466.0 6,503.0 6,443.0
S2 6,420.5 6,420.5 6,494.5
S3 6,331.5 6,377.0 6,486.5
S4 6,242.5 6,288.0 6,462.0
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 6,911.5 6,864.0 6,696.5
R3 6,828.5 6,781.0 6,674.0
R2 6,745.5 6,745.5 6,666.0
R1 6,698.0 6,698.0 6,658.5 6,680.0
PP 6,662.5 6,662.5 6,662.5 6,653.5
S1 6,615.0 6,615.0 6,643.5 6,597.0
S2 6,579.5 6,579.5 6,636.0
S3 6,496.5 6,532.0 6,628.0
S4 6,413.5 6,449.0 6,605.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,682.0 6,464.5 217.5 3.3% 68.5 1.1% 21% False True 100,409
10 6,711.0 6,464.5 246.5 3.8% 59.5 0.9% 19% False True 87,507
20 6,763.5 6,464.5 299.0 4.6% 64.5 1.0% 16% False True 92,955
40 6,798.0 6,312.5 485.5 7.5% 64.5 1.0% 41% False False 91,739
60 6,798.0 6,287.5 510.5 7.8% 64.0 1.0% 44% False False 97,007
80 6,798.0 6,287.5 510.5 7.8% 64.0 1.0% 44% False False 73,541
100 6,798.0 6,287.5 510.5 7.8% 62.0 1.0% 44% False False 58,877
120 6,798.0 5,951.5 846.5 13.0% 61.0 0.9% 66% False False 49,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6,932.0
2.618 6,786.5
1.618 6,697.5
1.000 6,642.5
0.618 6,608.5
HIGH 6,553.5
0.618 6,519.5
0.500 6,509.0
0.382 6,498.5
LOW 6,464.5
0.618 6,409.5
1.000 6,375.5
1.618 6,320.5
2.618 6,231.5
4.250 6,086.0
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 6,510.5 6,563.0
PP 6,509.5 6,546.0
S1 6,509.0 6,528.5

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

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