FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 6,347.0 6,302.0 -45.0 -0.7% 6,337.5
High 6,374.0 6,302.5 -71.5 -1.1% 6,447.0
Low 6,279.5 6,159.5 -120.0 -1.9% 6,159.5
Close 6,297.5 6,199.0 -98.5 -1.6% 6,199.0
Range 94.5 143.0 48.5 51.3% 287.5
ATR 75.5 80.3 4.8 6.4% 0.0
Volume 132,647 76,845 -55,802 -42.1% 404,376
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 6,649.5 6,567.0 6,277.5
R3 6,506.5 6,424.0 6,238.5
R2 6,363.5 6,363.5 6,225.0
R1 6,281.0 6,281.0 6,212.0 6,251.0
PP 6,220.5 6,220.5 6,220.5 6,205.0
S1 6,138.0 6,138.0 6,186.0 6,108.0
S2 6,077.5 6,077.5 6,173.0
S3 5,934.5 5,995.0 6,159.5
S4 5,791.5 5,852.0 6,120.5
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 7,131.0 6,952.5 6,357.0
R3 6,843.5 6,665.0 6,278.0
R2 6,556.0 6,556.0 6,251.5
R1 6,377.5 6,377.5 6,225.5 6,323.0
PP 6,268.5 6,268.5 6,268.5 6,241.0
S1 6,090.0 6,090.0 6,172.5 6,035.5
S2 5,981.0 5,981.0 6,146.5
S3 5,693.5 5,802.5 6,120.0
S4 5,406.0 5,515.0 6,041.0
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 6,159.5 287.5 4.6% 103.0 1.7% 14% False True 102,796
10 6,447.0 6,159.5 287.5 4.6% 89.0 1.4% 14% False True 98,465
20 6,481.5 6,159.5 322.0 5.2% 75.0 1.2% 12% False True 120,991
40 6,481.5 6,128.0 353.5 5.7% 64.0 1.0% 20% False False 65,890
60 6,481.5 5,975.0 506.5 8.2% 53.0 0.9% 44% False False 43,985
80 6,481.5 5,784.5 697.0 11.2% 44.0 0.7% 59% False False 32,995
100 6,481.5 5,492.5 989.0 16.0% 35.5 0.6% 71% False False 26,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.8
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 6,910.0
2.618 6,677.0
1.618 6,534.0
1.000 6,445.5
0.618 6,391.0
HIGH 6,302.5
0.618 6,248.0
0.500 6,231.0
0.382 6,214.0
LOW 6,159.5
0.618 6,071.0
1.000 6,016.5
1.618 5,928.0
2.618 5,785.0
4.250 5,552.0
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 6,231.0 6,292.0
PP 6,220.5 6,261.0
S1 6,209.5 6,230.0

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

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