FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 6,350.0 6,329.5 -20.5 -0.3% 6,322.0
High 6,368.0 6,377.0 9.0 0.1% 6,377.0
Low 6,315.0 6,291.0 -24.0 -0.4% 6,219.5
Close 6,358.5 6,364.0 5.5 0.1% 6,364.0
Range 53.0 86.0 33.0 62.3% 157.5
ATR 74.9 75.7 0.8 1.1% 0.0
Volume 112,865 86,935 -25,930 -23.0% 523,095
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,602.0 6,569.0 6,411.5
R3 6,516.0 6,483.0 6,387.5
R2 6,430.0 6,430.0 6,380.0
R1 6,397.0 6,397.0 6,372.0 6,413.5
PP 6,344.0 6,344.0 6,344.0 6,352.0
S1 6,311.0 6,311.0 6,356.0 6,327.5
S2 6,258.0 6,258.0 6,348.0
S3 6,172.0 6,225.0 6,340.5
S4 6,086.0 6,139.0 6,316.5
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,792.5 6,736.0 6,450.5
R3 6,635.0 6,578.5 6,407.5
R2 6,477.5 6,477.5 6,393.0
R1 6,421.0 6,421.0 6,378.5 6,449.0
PP 6,320.0 6,320.0 6,320.0 6,334.5
S1 6,263.5 6,263.5 6,349.5 6,292.0
S2 6,162.5 6,162.5 6,335.0
S3 6,005.0 6,106.0 6,320.5
S4 5,847.5 5,948.5 6,277.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,377.0 6,219.5 157.5 2.5% 90.0 1.4% 92% True False 104,619
10 6,397.0 6,219.5 177.5 2.8% 77.0 1.2% 81% False False 109,375
20 6,397.0 6,174.0 223.0 3.5% 73.0 1.2% 85% False False 104,805
40 6,397.0 6,007.0 390.0 6.1% 60.5 1.0% 92% False False 100,569
60 6,397.0 5,828.5 568.5 8.9% 57.0 0.9% 94% False False 92,393
80 6,397.0 5,566.0 831.0 13.1% 55.5 0.9% 96% False False 69,404
100 6,397.0 5,566.0 831.0 13.1% 52.0 0.8% 96% False False 55,532
120 6,397.0 5,566.0 831.0 13.1% 47.0 0.7% 96% False False 46,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,742.5
2.618 6,602.0
1.618 6,516.0
1.000 6,463.0
0.618 6,430.0
HIGH 6,377.0
0.618 6,344.0
0.500 6,334.0
0.382 6,324.0
LOW 6,291.0
0.618 6,238.0
1.000 6,205.0
1.618 6,152.0
2.618 6,066.0
4.250 5,925.5
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 6,354.0 6,347.0
PP 6,344.0 6,330.5
S1 6,334.0 6,313.5

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

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