FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 21-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 21-Jan-2013 Change Change % Previous Week
Open 6,100.0 6,132.0 32.0 0.5% 6,075.0
High 6,133.5 6,149.0 15.5 0.3% 6,133.5
Low 6,086.5 6,120.0 33.5 0.6% 6,035.0
Close 6,122.5 6,138.0 15.5 0.3% 6,122.5
Range 47.0 29.0 -18.0 -38.3% 98.5
ATR 51.7 50.1 -1.6 -3.1% 0.0
Volume 47,321 83,389 36,068 76.2% 466,610
Daily Pivots for day following 21-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,222.5 6,209.5 6,154.0
R3 6,193.5 6,180.5 6,146.0
R2 6,164.5 6,164.5 6,143.5
R1 6,151.5 6,151.5 6,140.5 6,158.0
PP 6,135.5 6,135.5 6,135.5 6,139.0
S1 6,122.5 6,122.5 6,135.5 6,129.0
S2 6,106.5 6,106.5 6,132.5
S3 6,077.5 6,093.5 6,130.0
S4 6,048.5 6,064.5 6,122.0
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 6,149.0 6,035.0 114.0 1.9% 47.0 0.8% 90% True False 89,085
10 6,149.0 6,007.0 142.0 2.3% 42.5 0.7% 92% True False 89,263
20 6,149.0 5,828.5 320.5 5.2% 54.0 0.9% 97% True False 80,675
40 6,149.0 5,713.0 436.0 7.1% 46.0 0.7% 97% True False 62,466
60 6,149.0 5,566.0 583.0 9.5% 48.0 0.8% 98% True False 41,676
80 6,149.0 5,566.0 583.0 9.5% 44.5 0.7% 98% True False 31,261
100 6,149.0 5,566.0 583.0 9.5% 37.5 0.6% 98% True False 25,013
120 6,149.0 5,551.0 598.0 9.7% 31.5 0.5% 98% True False 20,851
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 13.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,272.0
2.618 6,225.0
1.618 6,196.0
1.000 6,178.0
0.618 6,167.0
HIGH 6,149.0
0.618 6,138.0
0.500 6,134.5
0.382 6,131.0
LOW 6,120.0
0.618 6,102.0
1.000 6,091.0
1.618 6,073.0
2.618 6,044.0
4.250 5,997.0
Fisher Pivots for day following 21-Jan-2013
Pivot 1 day 3 day
R1 6,137.0 6,123.5
PP 6,135.5 6,109.0
S1 6,134.5 6,094.5

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

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