FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 5,866.5 5,998.0 131.5 2.2% 5,912.0
High 6,009.0 6,012.0 3.0 0.0% 5,963.5
Low 5,866.5 5,973.5 107.0 1.8% 5,853.0
Close 5,987.5 6,000.5 13.0 0.2% 5,889.5
Range 142.5 38.5 -104.0 -73.0% 110.5
ATR 58.6 57.2 -1.4 -2.5% 0.0
Volume 89,767 94,259 4,492 5.0% 127,726
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,111.0 6,094.0 6,021.5
R3 6,072.5 6,055.5 6,011.0
R2 6,034.0 6,034.0 6,007.5
R1 6,017.0 6,017.0 6,004.0 6,025.5
PP 5,995.5 5,995.5 5,995.5 5,999.5
S1 5,978.5 5,978.5 5,997.0 5,987.0
S2 5,957.0 5,957.0 5,993.5
S3 5,918.5 5,940.0 5,990.0
S4 5,880.0 5,901.5 5,979.5
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 6,012.0 5,828.5 183.5 3.1% 76.5 1.3% 94% True False 75,376
10 6,012.0 5,828.5 183.5 3.1% 60.0 1.0% 94% True False 83,172
20 6,012.0 5,813.0 199.0 3.3% 47.5 0.8% 94% True False 72,142
40 6,012.0 5,566.0 446.0 7.4% 50.0 0.8% 97% True False 36,153
60 6,012.0 5,566.0 446.0 7.4% 46.0 0.8% 97% True False 24,112
80 6,012.0 5,566.0 446.0 7.4% 39.5 0.7% 97% True False 18,089
100 6,012.0 5,566.0 446.0 7.4% 32.5 0.5% 97% True False 14,478
120 6,012.0 5,380.5 631.5 10.5% 27.0 0.4% 98% True False 12,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,175.5
2.618 6,113.0
1.618 6,074.5
1.000 6,050.5
0.618 6,036.0
HIGH 6,012.0
0.618 5,997.5
0.500 5,993.0
0.382 5,988.0
LOW 5,973.5
0.618 5,949.5
1.000 5,935.0
1.618 5,911.0
2.618 5,872.5
4.250 5,810.0
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 5,998.0 5,974.0
PP 5,995.5 5,947.0
S1 5,993.0 5,920.0

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

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