FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 6,532.5 6,505.5 -27.0 -0.4% 6,702.0
High 6,553.5 6,519.0 -34.5 -0.5% 6,709.5
Low 6,464.5 6,479.5 15.0 0.2% 6,626.5
Close 6,511.0 6,492.0 -19.0 -0.3% 6,651.0
Range 89.0 39.5 -49.5 -55.6% 83.0
ATR 64.8 62.9 -1.8 -2.8% 0.0
Volume 101,057 99,197 -1,860 -1.8% 412,582
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 6,615.5 6,593.0 6,513.5
R3 6,576.0 6,553.5 6,503.0
R2 6,536.5 6,536.5 6,499.0
R1 6,514.0 6,514.0 6,495.5 6,505.5
PP 6,497.0 6,497.0 6,497.0 6,492.5
S1 6,474.5 6,474.5 6,488.5 6,466.0
S2 6,457.5 6,457.5 6,485.0
S3 6,418.0 6,435.0 6,481.0
S4 6,378.5 6,395.5 6,470.5
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 3.4% 67.5 1.0% 13% False False 106,566
10 6,711.0 6,464.5 246.5 3.8% 57.5 0.9% 11% False False 89,859
20 6,728.0 6,464.5 263.5 4.1% 59.5 0.9% 10% False False 91,766
40 6,798.0 6,405.0 393.0 6.1% 62.5 1.0% 22% False False 92,132
60 6,798.0 6,287.5 510.5 7.9% 64.0 1.0% 40% False False 98,130
80 6,798.0 6,287.5 510.5 7.9% 64.0 1.0% 40% False False 74,778
100 6,798.0 6,287.5 510.5 7.9% 62.0 1.0% 40% False False 59,869
120 6,798.0 5,951.5 846.5 13.0% 61.5 0.9% 64% False False 49,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,687.0
2.618 6,622.5
1.618 6,583.0
1.000 6,558.5
0.618 6,543.5
HIGH 6,519.0
0.618 6,504.0
0.500 6,499.0
0.382 6,494.5
LOW 6,479.5
0.618 6,455.0
1.000 6,440.0
1.618 6,415.5
2.618 6,376.0
4.250 6,311.5
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 6,499.0 6,526.0
PP 6,497.0 6,514.5
S1 6,494.5 6,503.5

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

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