FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 6,325.0 6,310.0 -15.0 -0.2% 6,224.0
High 6,343.5 6,328.5 -15.0 -0.2% 6,362.5
Low 6,277.0 6,280.0 3.0 0.0% 6,210.5
Close 6,308.0 6,308.5 0.5 0.0% 6,308.5
Range 66.5 48.5 -18.0 -27.1% 152.0
ATR 62.1 61.1 -1.0 -1.6% 0.0
Volume 99,365 53,009 -46,356 -46.7% 484,735
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 6,451.0 6,428.5 6,335.0
R3 6,402.5 6,380.0 6,322.0
R2 6,354.0 6,354.0 6,317.5
R1 6,331.5 6,331.5 6,313.0 6,318.5
PP 6,305.5 6,305.5 6,305.5 6,299.0
S1 6,283.0 6,283.0 6,304.0 6,270.0
S2 6,257.0 6,257.0 6,299.5
S3 6,208.5 6,234.5 6,295.0
S4 6,160.0 6,186.0 6,282.0
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 6,750.0 6,681.0 6,392.0
R3 6,598.0 6,529.0 6,350.5
R2 6,446.0 6,446.0 6,336.5
R1 6,377.0 6,377.0 6,322.5 6,411.5
PP 6,294.0 6,294.0 6,294.0 6,311.0
S1 6,225.0 6,225.0 6,294.5 6,259.5
S2 6,142.0 6,142.0 6,280.5
S3 5,990.0 6,073.0 6,266.5
S4 5,838.0 5,921.0 6,225.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,362.5 6,210.5 152.0 2.4% 64.5 1.0% 64% False False 96,947
10 6,362.5 6,174.0 188.5 3.0% 69.5 1.1% 71% False False 100,235
20 6,362.5 6,107.0 255.5 4.1% 61.0 1.0% 79% False False 102,106
40 6,362.5 5,828.5 534.0 8.5% 57.5 0.9% 90% False False 91,249
60 6,362.5 5,696.0 666.5 10.6% 50.5 0.8% 92% False False 74,290
80 6,362.5 5,566.0 796.5 12.6% 51.0 0.8% 93% False False 55,741
100 6,362.5 5,566.0 796.5 12.6% 47.5 0.8% 93% False False 44,596
120 6,362.5 5,566.0 796.5 12.6% 41.5 0.7% 93% False False 37,168
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,534.5
2.618 6,455.5
1.618 6,407.0
1.000 6,377.0
0.618 6,358.5
HIGH 6,328.5
0.618 6,310.0
0.500 6,304.0
0.382 6,298.5
LOW 6,280.0
0.618 6,250.0
1.000 6,231.5
1.618 6,201.5
2.618 6,153.0
4.250 6,074.0
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 6,307.0 6,320.0
PP 6,305.5 6,316.0
S1 6,304.0 6,312.0

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

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