FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 6,075.0 6,100.0 25.0 0.4% 6,075.0
High 6,103.5 6,133.5 30.0 0.5% 6,133.5
Low 6,040.0 6,086.5 46.5 0.8% 6,035.0
Close 6,088.5 6,122.5 34.0 0.6% 6,122.5
Range 63.5 47.0 -16.5 -26.0% 98.5
ATR 52.1 51.7 -0.4 -0.7% 0.0
Volume 108,646 47,321 -61,325 -56.4% 466,610
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,255.0 6,236.0 6,148.5
R3 6,208.0 6,189.0 6,135.5
R2 6,161.0 6,161.0 6,131.0
R1 6,142.0 6,142.0 6,127.0 6,151.5
PP 6,114.0 6,114.0 6,114.0 6,119.0
S1 6,095.0 6,095.0 6,118.0 6,104.5
S2 6,067.0 6,067.0 6,114.0
S3 6,020.0 6,048.0 6,109.5
S4 5,973.0 6,001.0 6,096.5
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,392.5 6,356.0 6,176.5
R3 6,294.0 6,257.5 6,149.5
R2 6,195.5 6,195.5 6,140.5
R1 6,159.0 6,159.0 6,131.5 6,177.0
PP 6,097.0 6,097.0 6,097.0 6,106.0
S1 6,060.5 6,060.5 6,113.5 6,079.0
S2 5,998.5 5,998.5 6,104.5
S3 5,900.0 5,962.0 6,095.5
S4 5,801.5 5,863.5 6,068.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,133.5 6,035.0 98.5 1.6% 50.0 0.8% 89% True False 93,322
10 6,133.5 6,007.0 126.5 2.1% 44.0 0.7% 91% True False 88,688
20 6,133.5 5,828.5 305.0 5.0% 54.0 0.9% 96% True False 80,392
40 6,133.5 5,696.0 437.5 7.1% 45.5 0.7% 97% True False 60,382
60 6,133.5 5,566.0 567.5 9.3% 48.0 0.8% 98% True False 40,286
80 6,133.5 5,566.0 567.5 9.3% 44.5 0.7% 98% True False 30,218
100 6,133.5 5,566.0 567.5 9.3% 37.5 0.6% 98% True False 24,180
120 6,133.5 5,543.5 590.0 9.6% 31.5 0.5% 98% True False 20,156
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 12.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,333.0
2.618 6,256.5
1.618 6,209.5
1.000 6,180.5
0.618 6,162.5
HIGH 6,133.5
0.618 6,115.5
0.500 6,110.0
0.382 6,104.5
LOW 6,086.5
0.618 6,057.5
1.000 6,039.5
1.618 6,010.5
2.618 5,963.5
4.250 5,887.0
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 6,118.5 6,110.0
PP 6,114.0 6,097.0
S1 6,110.0 6,084.0

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

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