FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 5,851.0 5,866.5 15.5 0.3% 5,912.0
High 5,882.0 6,009.0 127.0 2.2% 5,963.5
Low 5,828.5 5,866.5 38.0 0.7% 5,853.0
Close 5,848.0 5,987.5 139.5 2.4% 5,889.5
Range 53.5 142.5 89.0 166.4% 110.5
ATR 50.7 58.6 7.9 15.5% 0.0
Volume 123,289 89,767 -33,522 -27.2% 127,726
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,382.0 6,327.0 6,066.0
R3 6,239.5 6,184.5 6,026.5
R2 6,097.0 6,097.0 6,013.5
R1 6,042.0 6,042.0 6,000.5 6,069.5
PP 5,954.5 5,954.5 5,954.5 5,968.0
S1 5,899.5 5,899.5 5,974.5 5,927.0
S2 5,812.0 5,812.0 5,961.5
S3 5,669.5 5,757.0 5,948.5
S4 5,527.0 5,614.5 5,909.0
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,233.5 6,172.0 5,950.5
R3 6,123.0 6,061.5 5,920.0
R2 6,012.5 6,012.5 5,910.0
R1 5,951.0 5,951.0 5,899.5 5,926.5
PP 5,902.0 5,902.0 5,902.0 5,890.0
S1 5,840.5 5,840.5 5,879.5 5,816.0
S2 5,791.5 5,791.5 5,869.0
S3 5,681.0 5,730.0 5,859.0
S4 5,570.5 5,619.5 5,828.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,009.0 5,828.5 180.5 3.0% 74.5 1.2% 88% True False 68,156
10 6,009.0 5,828.5 180.5 3.0% 61.0 1.0% 88% True False 96,178
20 6,009.0 5,813.0 196.0 3.3% 48.0 0.8% 89% True False 67,435
40 6,009.0 5,566.0 443.0 7.4% 49.5 0.8% 95% True False 33,796
60 6,009.0 5,566.0 443.0 7.4% 45.5 0.8% 95% True False 22,541
80 6,009.0 5,566.0 443.0 7.4% 39.0 0.7% 95% True False 16,911
100 6,009.0 5,566.0 443.0 7.4% 32.0 0.5% 95% True False 13,536
120 6,009.0 5,380.5 628.5 10.5% 26.5 0.4% 97% True False 11,285
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 6.6
Widest range in 147 trading days
Fibonacci Retracements and Extensions
4.250 6,614.5
2.618 6,382.0
1.618 6,239.5
1.000 6,151.5
0.618 6,097.0
HIGH 6,009.0
0.618 5,954.5
0.500 5,938.0
0.382 5,921.0
LOW 5,866.5
0.618 5,778.5
1.000 5,724.0
1.618 5,636.0
2.618 5,493.5
4.250 5,261.0
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 5,971.0 5,964.5
PP 5,954.5 5,941.5
S1 5,938.0 5,919.0

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

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