FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 5,873.0 5,882.5 9.5 0.2% 5,834.0
High 5,880.0 5,886.0 6.0 0.1% 5,882.0
Low 5,852.0 5,857.0 5.0 0.1% 5,813.0
Close 5,872.0 5,880.5 8.5 0.1% 5,872.0
Range 28.0 29.0 1.0 3.6% 69.0
ATR 49.5 48.1 -1.5 -3.0% 0.0
Volume 7,554 21,213 13,659 180.8% 18,927
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 5,961.5 5,950.0 5,896.5
R3 5,932.5 5,921.0 5,888.5
R2 5,903.5 5,903.5 5,886.0
R1 5,892.0 5,892.0 5,883.0 5,883.0
PP 5,874.5 5,874.5 5,874.5 5,870.0
S1 5,863.0 5,863.0 5,878.0 5,854.0
S2 5,845.5 5,845.5 5,875.0
S3 5,816.5 5,834.0 5,872.5
S4 5,787.5 5,805.0 5,864.5
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,062.5 6,036.5 5,910.0
R3 5,993.5 5,967.5 5,891.0
R2 5,924.5 5,924.5 5,884.5
R1 5,898.5 5,898.5 5,878.5 5,911.5
PP 5,855.5 5,855.5 5,855.5 5,862.0
S1 5,829.5 5,829.5 5,865.5 5,842.5
S2 5,786.5 5,786.5 5,859.5
S3 5,717.5 5,760.5 5,853.0
S4 5,648.5 5,691.5 5,834.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,886.0 5,813.0 73.0 1.2% 33.0 0.6% 92% True False 8,004
10 5,886.0 5,713.0 173.0 2.9% 40.0 0.7% 97% True False 4,171
20 5,886.0 5,566.0 320.0 5.4% 45.0 0.8% 98% True False 2,130
40 5,886.0 5,566.0 320.0 5.4% 44.5 0.8% 98% True False 1,096
60 5,886.0 5,566.0 320.0 5.4% 39.5 0.7% 98% True False 738
80 5,886.0 5,566.0 320.0 5.4% 30.5 0.5% 98% True False 560
100 5,886.0 5,380.5 505.5 8.6% 24.5 0.4% 99% True False 454
120 5,886.0 5,340.5 545.5 9.3% 21.0 0.4% 99% True False 383
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 False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,009.0
2.618 5,962.0
1.618 5,933.0
1.000 5,915.0
0.618 5,904.0
HIGH 5,886.0
0.618 5,875.0
0.500 5,871.5
0.382 5,868.0
LOW 5,857.0
0.618 5,839.0
1.000 5,828.0
1.618 5,810.0
2.618 5,781.0
4.250 5,734.0
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 5,877.5 5,876.5
PP 5,874.5 5,873.0
S1 5,871.5 5,869.0

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

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