FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 6,356.0 6,382.0 26.0 0.4% 6,403.0
High 6,407.5 6,407.0 -0.5 0.0% 6,481.5
Low 6,275.0 6,345.0 70.0 1.1% 6,369.0
Close 6,397.0 6,376.0 -21.0 -0.3% 6,415.5
Range 132.5 62.0 -70.5 -53.2% 112.5
ATR 65.4 65.2 -0.2 -0.4% 0.0
Volume 89,693 101,530 11,837 13.2% 838,091
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,562.0 6,531.0 6,410.0
R3 6,500.0 6,469.0 6,393.0
R2 6,438.0 6,438.0 6,387.5
R1 6,407.0 6,407.0 6,381.5 6,391.5
PP 6,376.0 6,376.0 6,376.0 6,368.0
S1 6,345.0 6,345.0 6,370.5 6,329.5
S2 6,314.0 6,314.0 6,364.5
S3 6,252.0 6,283.0 6,359.0
S4 6,190.0 6,221.0 6,342.0
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,759.5 6,700.0 6,477.5
R3 6,647.0 6,587.5 6,446.5
R2 6,534.5 6,534.5 6,436.0
R1 6,475.0 6,475.0 6,426.0 6,505.0
PP 6,422.0 6,422.0 6,422.0 6,437.0
S1 6,362.5 6,362.5 6,405.0 6,392.0
S2 6,309.5 6,309.5 6,395.0
S3 6,197.0 6,250.0 6,384.5
S4 6,084.5 6,137.5 6,353.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,481.5 6,275.0 206.5 3.2% 79.0 1.2% 49% False False 106,628
10 6,481.5 6,275.0 206.5 3.2% 59.5 0.9% 49% False False 143,503
20 6,481.5 6,157.0 324.5 5.1% 60.5 0.9% 67% False False 77,282
40 6,481.5 6,095.5 386.0 6.1% 50.5 0.8% 73% False False 38,823
60 6,481.5 5,793.5 688.0 10.8% 42.5 0.7% 85% False False 25,932
80 6,481.5 5,671.0 810.5 12.7% 32.0 0.5% 87% False False 19,455
100 6,481.5 5,492.5 989.0 15.5% 26.0 0.4% 89% False False 15,565
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,670.5
2.618 6,569.5
1.618 6,507.5
1.000 6,469.0
0.618 6,445.5
HIGH 6,407.0
0.618 6,383.5
0.500 6,376.0
0.382 6,368.5
LOW 6,345.0
0.618 6,306.5
1.000 6,283.0
1.618 6,244.5
2.618 6,182.5
4.250 6,081.5
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 6,376.0 6,378.0
PP 6,376.0 6,377.5
S1 6,376.0 6,377.0

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

View Archives - Comment on this page... - Back to Index of Symbols