FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 6,337.5 6,418.5 81.0 1.3% 6,363.0
High 6,447.0 6,424.0 -23.0 -0.4% 6,402.5
Low 6,336.5 6,337.0 0.5 0.0% 6,287.5
Close 6,436.0 6,372.5 -63.5 -1.0% 6,351.0
Range 110.5 87.0 -23.5 -21.3% 115.0
ATR 72.1 74.0 1.9 2.7% 0.0
Volume 89,826 105,058 15,232 17.0% 393,230
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 6,639.0 6,592.5 6,420.5
R3 6,552.0 6,505.5 6,396.5
R2 6,465.0 6,465.0 6,388.5
R1 6,418.5 6,418.5 6,380.5 6,398.0
PP 6,378.0 6,378.0 6,378.0 6,367.5
S1 6,331.5 6,331.5 6,364.5 6,311.0
S2 6,291.0 6,291.0 6,356.5
S3 6,204.0 6,244.5 6,348.5
S4 6,117.0 6,157.5 6,324.5
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 6,692.0 6,636.5 6,414.0
R3 6,577.0 6,521.5 6,382.5
R2 6,462.0 6,462.0 6,372.0
R1 6,406.5 6,406.5 6,361.5 6,377.0
PP 6,347.0 6,347.0 6,347.0 6,332.0
S1 6,291.5 6,291.5 6,340.5 6,262.0
S2 6,232.0 6,232.0 6,330.0
S3 6,117.0 6,176.5 6,319.5
S4 6,002.0 6,061.5 6,288.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,447.0 6,287.5 159.5 2.5% 82.0 1.3% 53% False False 102,212
10 6,447.0 6,287.5 159.5 2.5% 77.0 1.2% 53% False False 97,544
20 6,481.5 6,275.0 206.5 3.2% 69.0 1.1% 47% False False 117,059
40 6,481.5 6,128.0 353.5 5.5% 60.0 0.9% 69% False False 60,656
60 6,481.5 5,944.0 537.5 8.4% 50.0 0.8% 80% False False 40,494
80 6,481.5 5,784.5 697.0 10.9% 41.0 0.6% 84% False False 30,377
100 6,481.5 5,492.5 989.0 15.5% 33.0 0.5% 89% False False 24,304
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 18.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,794.0
2.618 6,652.0
1.618 6,565.0
1.000 6,511.0
0.618 6,478.0
HIGH 6,424.0
0.618 6,391.0
0.500 6,380.5
0.382 6,370.0
LOW 6,337.0
0.618 6,283.0
1.000 6,250.0
1.618 6,196.0
2.618 6,109.0
4.250 5,967.0
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 6,380.5 6,379.5
PP 6,378.0 6,377.0
S1 6,375.0 6,375.0

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

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