FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 6,166.0 6,157.5 -8.5 -0.1% 6,075.0
High 6,172.0 6,232.5 60.5 1.0% 6,133.5
Low 6,141.0 6,145.0 4.0 0.1% 6,035.0
Close 6,160.5 6,223.5 63.0 1.0% 6,122.5
Range 31.0 87.5 56.5 182.3% 98.5
ATR 49.0 51.8 2.7 5.6% 0.0
Volume 83,389 95,671 12,282 14.7% 466,610
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 6,463.0 6,430.5 6,271.5
R3 6,375.5 6,343.0 6,247.5
R2 6,288.0 6,288.0 6,239.5
R1 6,255.5 6,255.5 6,231.5 6,272.0
PP 6,200.5 6,200.5 6,200.5 6,208.5
S1 6,168.0 6,168.0 6,215.5 6,184.0
S2 6,113.0 6,113.0 6,207.5
S3 6,025.5 6,080.5 6,199.5
S4 5,938.0 5,993.0 6,175.5
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 6,232.5 6,086.5 146.0 2.3% 50.0 0.8% 94% True False 79,083
10 6,232.5 6,035.0 197.5 3.2% 48.0 0.8% 95% True False 90,801
20 6,232.5 5,828.5 404.0 6.5% 55.0 0.9% 98% True False 84,784
40 6,232.5 5,713.0 519.5 8.3% 47.5 0.8% 98% True False 69,083
60 6,232.5 5,566.0 666.5 10.7% 49.0 0.8% 99% True False 46,087
80 6,232.5 5,566.0 666.5 10.7% 44.5 0.7% 99% True False 34,569
100 6,232.5 5,566.0 666.5 10.7% 39.5 0.6% 99% True False 27,659
120 6,232.5 5,566.0 666.5 10.7% 33.0 0.5% 99% True False 23,056
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 14.5
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,604.5
2.618 6,461.5
1.618 6,374.0
1.000 6,320.0
0.618 6,286.5
HIGH 6,232.5
0.618 6,199.0
0.500 6,189.0
0.382 6,178.5
LOW 6,145.0
0.618 6,091.0
1.000 6,057.5
1.618 6,003.5
2.618 5,916.0
4.250 5,773.0
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 6,212.0 6,205.5
PP 6,200.5 6,187.5
S1 6,189.0 6,170.0

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

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