FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 6,255.0 6,272.5 17.5 0.3% 6,262.5
High 6,301.5 6,278.0 -23.5 -0.4% 6,301.5
Low 6,226.5 6,247.0 20.5 0.3% 6,157.0
Close 6,295.5 6,259.5 -36.0 -0.6% 6,295.5
Range 75.0 31.0 -44.0 -58.7% 144.5
ATR 61.9 60.9 -1.0 -1.5% 0.0
Volume 7,697 62,618 54,921 713.5% 11,417
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,354.5 6,338.0 6,276.5
R3 6,323.5 6,307.0 6,268.0
R2 6,292.5 6,292.5 6,265.0
R1 6,276.0 6,276.0 6,262.5 6,269.0
PP 6,261.5 6,261.5 6,261.5 6,258.0
S1 6,245.0 6,245.0 6,256.5 6,238.0
S2 6,230.5 6,230.5 6,254.0
S3 6,199.5 6,214.0 6,251.0
S4 6,168.5 6,183.0 6,242.5
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,685.0 6,634.5 6,375.0
R3 6,540.5 6,490.0 6,335.0
R2 6,396.0 6,396.0 6,322.0
R1 6,345.5 6,345.5 6,308.5 6,371.0
PP 6,251.5 6,251.5 6,251.5 6,264.0
S1 6,201.0 6,201.0 6,282.5 6,226.0
S2 6,107.0 6,107.0 6,269.0
S3 5,962.5 6,056.5 6,256.0
S4 5,818.0 5,912.0 6,216.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,301.5 6,157.0 144.5 2.3% 57.5 0.9% 71% False False 14,804
10 6,327.0 6,157.0 170.0 2.7% 59.0 0.9% 60% False False 7,861
20 6,327.0 6,128.0 199.0 3.2% 51.0 0.8% 66% False False 4,254
40 6,327.0 5,944.0 383.0 6.1% 41.0 0.7% 82% False False 2,212
60 6,327.0 5,784.5 542.5 8.7% 31.5 0.5% 88% False False 1,483
80 6,327.0 5,492.5 834.5 13.3% 24.0 0.4% 92% False False 1,115
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,410.0
2.618 6,359.0
1.618 6,328.0
1.000 6,309.0
0.618 6,297.0
HIGH 6,278.0
0.618 6,266.0
0.500 6,262.5
0.382 6,259.0
LOW 6,247.0
0.618 6,228.0
1.000 6,216.0
1.618 6,197.0
2.618 6,166.0
4.250 6,115.0
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 6,262.5 6,264.0
PP 6,261.5 6,262.5
S1 6,260.5 6,261.0

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

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