FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 6,382.0 6,379.0 -3.0 0.0% 6,403.0
High 6,407.0 6,420.5 13.5 0.2% 6,481.5
Low 6,345.0 6,364.0 19.0 0.3% 6,369.0
Close 6,376.0 6,385.0 9.0 0.1% 6,415.5
Range 62.0 56.5 -5.5 -8.9% 112.5
ATR 65.2 64.5 -0.6 -0.9% 0.0
Volume 101,530 98,754 -2,776 -2.7% 838,091
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,559.5 6,528.5 6,416.0
R3 6,503.0 6,472.0 6,400.5
R2 6,446.5 6,446.5 6,395.5
R1 6,415.5 6,415.5 6,390.0 6,431.0
PP 6,390.0 6,390.0 6,390.0 6,397.5
S1 6,359.0 6,359.0 6,380.0 6,374.5
S2 6,333.5 6,333.5 6,374.5
S3 6,277.0 6,302.5 6,369.5
S4 6,220.5 6,246.0 6,354.0
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% 78.5 1.2% 53% False False 101,822
10 6,481.5 6,275.0 206.5 3.2% 61.0 1.0% 53% False False 143,517
20 6,481.5 6,157.0 324.5 5.1% 61.0 1.0% 70% False False 82,008
40 6,481.5 6,104.0 377.5 5.9% 52.0 0.8% 74% False False 41,288
60 6,481.5 5,793.5 688.0 10.8% 42.5 0.7% 86% False False 27,578
80 6,481.5 5,671.0 810.5 12.7% 33.0 0.5% 88% False False 20,690
100 6,481.5 5,492.5 989.0 15.5% 26.5 0.4% 90% False False 16,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 13.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,660.5
2.618 6,568.5
1.618 6,512.0
1.000 6,477.0
0.618 6,455.5
HIGH 6,420.5
0.618 6,399.0
0.500 6,392.0
0.382 6,385.5
LOW 6,364.0
0.618 6,329.0
1.000 6,307.5
1.618 6,272.5
2.618 6,216.0
4.250 6,124.0
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 6,392.0 6,372.5
PP 6,390.0 6,360.0
S1 6,387.5 6,348.0

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

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