FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 6,484.5 6,536.0 51.5 0.8% 6,468.5
High 6,536.0 6,552.0 16.0 0.2% 6,552.0
Low 6,475.5 6,502.0 26.5 0.4% 6,435.5
Close 6,532.0 6,503.0 -29.0 -0.4% 6,503.0
Range 60.5 50.0 -10.5 -17.4% 116.5
ATR 65.4 64.3 -1.1 -1.7% 0.0
Volume 16,450 16,450 0 0.0% 826,310
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,669.0 6,636.0 6,530.5
R3 6,619.0 6,586.0 6,517.0
R2 6,569.0 6,569.0 6,512.0
R1 6,536.0 6,536.0 6,507.5 6,527.5
PP 6,519.0 6,519.0 6,519.0 6,515.0
S1 6,486.0 6,486.0 6,498.5 6,477.5
S2 6,469.0 6,469.0 6,494.0
S3 6,419.0 6,436.0 6,489.0
S4 6,369.0 6,386.0 6,475.5
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,846.5 6,791.0 6,567.0
R3 6,730.0 6,674.5 6,535.0
R2 6,613.5 6,613.5 6,524.5
R1 6,558.0 6,558.0 6,513.5 6,586.0
PP 6,497.0 6,497.0 6,497.0 6,510.5
S1 6,441.5 6,441.5 6,492.5 6,469.0
S2 6,380.5 6,380.5 6,481.5
S3 6,264.0 6,325.0 6,471.0
S4 6,147.5 6,208.5 6,439.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,552.0 6,435.5 116.5 1.8% 51.5 0.8% 58% True False 165,262
10 6,552.0 6,315.5 236.5 3.6% 49.5 0.8% 79% True False 173,722
20 6,552.0 6,219.5 332.5 5.1% 63.0 1.0% 85% True False 141,549
40 6,552.0 6,107.0 445.0 6.8% 62.0 1.0% 89% True False 121,827
60 6,552.0 5,828.5 723.5 11.1% 59.5 0.9% 93% True False 108,016
80 6,552.0 5,696.0 856.0 13.2% 53.5 0.8% 94% True False 91,105
100 6,552.0 5,566.0 986.0 15.2% 53.5 0.8% 95% True False 72,903
120 6,552.0 5,566.0 986.0 15.2% 50.0 0.8% 95% True False 60,755
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 9.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,764.5
2.618 6,683.0
1.618 6,633.0
1.000 6,602.0
0.618 6,583.0
HIGH 6,552.0
0.618 6,533.0
0.500 6,527.0
0.382 6,521.0
LOW 6,502.0
0.618 6,471.0
1.000 6,452.0
1.618 6,421.0
2.618 6,371.0
4.250 6,289.5
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 6,527.0 6,500.0
PP 6,519.0 6,497.0
S1 6,511.0 6,494.0

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

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