FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 6,536.5 6,483.5 -53.0 -0.8% 6,646.5
High 6,556.0 6,489.0 -67.0 -1.0% 6,662.0
Low 6,477.0 6,424.0 -53.0 -0.8% 6,464.5
Close 6,515.5 6,440.5 -75.0 -1.2% 6,546.0
Range 79.0 65.0 -14.0 -17.7% 197.5
ATR 64.1 66.0 2.0 3.1% 0.0
Volume 180,256 124,991 -55,265 -30.7% 496,660
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 6,646.0 6,608.5 6,476.0
R3 6,581.0 6,543.5 6,458.5
R2 6,516.0 6,516.0 6,452.5
R1 6,478.5 6,478.5 6,446.5 6,465.0
PP 6,451.0 6,451.0 6,451.0 6,444.5
S1 6,413.5 6,413.5 6,434.5 6,400.0
S2 6,386.0 6,386.0 6,428.5
S3 6,321.0 6,348.5 6,422.5
S4 6,256.0 6,283.5 6,405.0
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 7,150.0 7,045.5 6,654.5
R3 6,952.5 6,848.0 6,600.5
R2 6,755.0 6,755.0 6,582.0
R1 6,650.5 6,650.5 6,564.0 6,604.0
PP 6,557.5 6,557.5 6,557.5 6,534.0
S1 6,453.0 6,453.0 6,528.0 6,406.5
S2 6,360.0 6,360.0 6,510.0
S3 6,162.5 6,255.5 6,491.5
S4 5,965.0 6,058.0 6,437.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,580.5 6,424.0 156.5 2.4% 67.0 1.0% 11% False True 120,075
10 6,682.0 6,424.0 258.0 4.0% 67.5 1.0% 6% False True 113,321
20 6,725.0 6,424.0 301.0 4.7% 58.5 0.9% 5% False True 95,419
40 6,798.0 6,424.0 374.0 5.8% 61.0 1.0% 4% False True 95,739
60 6,798.0 6,287.5 510.5 7.9% 64.5 1.0% 30% False False 94,240
80 6,798.0 6,287.5 510.5 7.9% 64.5 1.0% 30% False False 82,280
100 6,798.0 6,287.5 510.5 7.9% 63.0 1.0% 30% False False 65,858
120 6,798.0 6,095.0 703.0 10.9% 61.0 0.9% 49% False False 54,901
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,765.0
2.618 6,659.0
1.618 6,594.0
1.000 6,554.0
0.618 6,529.0
HIGH 6,489.0
0.618 6,464.0
0.500 6,456.5
0.382 6,449.0
LOW 6,424.0
0.618 6,384.0
1.000 6,359.0
1.618 6,319.0
2.618 6,254.0
4.250 6,148.0
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 6,456.5 6,498.0
PP 6,451.0 6,479.0
S1 6,446.0 6,459.5

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

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