FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	6,443.0	6,506.5	63.5	1.0%	6,573.5
High	6,532.0	6,515.5	-16.5	-0.3%	6,580.5
Low	6,398.0	6,480.0	82.0	1.3%	6,424.0
Close	6,519.5	6,492.0	-27.5	-0.4%	6,437.5
Range	134.0	35.5	-98.5	-73.5%	156.5
ATR	69.3	67.2	-2.1	-3.1%	0.0
Volume	316,402	208,596	-107,806	-34.1%	797,657

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,602.5	6,582.5	6,511.5
R3	6,567.0	6,547.0	6,502.0
R2	6,531.5	6,531.5	6,498.5
R1	6,511.5	6,511.5	6,495.5	6,504.0
PP	6,496.0	6,496.0	6,496.0	6,492.0
S1	6,476.0	6,476.0	6,488.5	6,468.0
S2	6,460.5	6,460.5	6,485.5
S3	6,425.0	6,440.5	6,482.0
S4	6,389.5	6,405.0	6,472.5

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,950.0	6,850.5	6,523.5
R3	6,793.5	6,694.0	6,480.5
R2	6,637.0	6,637.0	6,466.0
R1	6,537.5	6,537.5	6,452.0	6,509.0
PP	6,480.5	6,480.5	6,480.5	6,466.5
S1	6,381.0	6,381.0	6,423.0	6,352.5
S2	6,324.0	6,324.0	6,409.0
S3	6,167.5	6,224.5	6,394.5
S4	6,011.0	6,068.0	6,351.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,556.0	6,398.0	158.0	2.4%	71.0	1.1%	59%	False	False	218,646
10	6,580.5	6,398.0	182.5	2.8%	67.5	1.0%	52%	False	False	158,861
20	6,712.5	6,398.0	314.5	4.8%	62.0	1.0%	30%	False	False	122,431
40	6,798.0	6,398.0	400.0	6.2%	61.0	0.9%	24%	False	False	109,247
60	6,798.0	6,287.5	510.5	7.9%	65.0	1.0%	40%	False	False	103,226
80	6,798.0	6,287.5	510.5	7.9%	64.0	1.0%	40%	False	False	92,125
100	6,798.0	6,287.5	510.5	7.9%	63.5	1.0%	40%	False	False	73,737
120	6,798.0	6,126.0	672.0	10.4%	61.5	0.9%	54%	False	False	61,466

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	15.2
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	6,666.5
2.618	6,608.5
1.618	6,573.0
1.000	6,551.0
0.618	6,537.5
HIGH	6,515.5
0.618	6,502.0
0.500	6,498.0
0.382	6,493.5
LOW	6,480.0
0.618	6,458.0
1.000	6,444.5
1.618	6,422.5
2.618	6,387.0
4.250	6,329.0

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	6,498.0	6,483.0
PP	6,496.0	6,474.0
S1	6,494.0	6,465.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols