FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 6,412.5 6,428.0 15.5 0.2% 6,322.0
High 6,452.5 6,450.0 -2.5 0.0% 6,377.0
Low 6,406.5 6,420.0 13.5 0.2% 6,219.5
Close 6,408.0 6,435.0 27.0 0.4% 6,364.0
Range 46.0 30.0 -16.0 -34.8% 157.5
ATR 73.5 71.3 -2.3 -3.1% 0.0
Volume 177,192 189,567 12,375 7.0% 523,095
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,525.0 6,510.0 6,451.5
R3 6,495.0 6,480.0 6,443.0
R2 6,465.0 6,465.0 6,440.5
R1 6,450.0 6,450.0 6,438.0 6,457.5
PP 6,435.0 6,435.0 6,435.0 6,439.0
S1 6,420.0 6,420.0 6,432.0 6,427.5
S2 6,405.0 6,405.0 6,429.5
S3 6,375.0 6,390.0 6,427.0
S4 6,345.0 6,360.0 6,418.5
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 6,452.5 6,291.0 161.5 2.5% 56.0 0.9% 89% False False 147,158
10 6,452.5 6,219.5 233.0 3.6% 70.0 1.1% 92% False False 131,533
20 6,452.5 6,203.5 249.0 3.9% 66.0 1.0% 93% False False 114,783
40 6,452.5 6,035.0 417.5 6.5% 61.5 1.0% 96% False False 108,616
60 6,452.5 5,828.5 624.0 9.7% 58.0 0.9% 97% False False 102,637
80 6,452.5 5,566.0 886.5 13.8% 54.5 0.9% 98% False False 77,511
100 6,452.5 5,566.0 886.5 13.8% 52.5 0.8% 98% False False 62,021
120 6,452.5 5,566.0 886.5 13.8% 48.5 0.8% 98% False False 51,688
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,577.5
2.618 6,528.5
1.618 6,498.5
1.000 6,480.0
0.618 6,468.5
HIGH 6,450.0
0.618 6,438.5
0.500 6,435.0
0.382 6,431.5
LOW 6,420.0
0.618 6,401.5
1.000 6,390.0
1.618 6,371.5
2.618 6,341.5
4.250 6,292.5
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 6,435.0 6,424.0
PP 6,435.0 6,413.0
S1 6,435.0 6,402.0

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

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