FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 6,341.0 6,293.0 -48.0 -0.8% 6,381.0
High 6,348.0 6,370.0 22.0 0.3% 6,408.0
Low 6,272.0 6,293.0 21.0 0.3% 6,197.0
Close 6,310.5 6,324.0 13.5 0.2% 6,310.5
Range 76.0 77.0 1.0 1.3% 211.0
ATR 97.9 96.4 -1.5 -1.5% 0.0
Volume 266,309 354,899 88,590 33.3% 846,542
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,560.0 6,519.0 6,366.5
R3 6,483.0 6,442.0 6,345.0
R2 6,406.0 6,406.0 6,338.0
R1 6,365.0 6,365.0 6,331.0 6,385.5
PP 6,329.0 6,329.0 6,329.0 6,339.0
S1 6,288.0 6,288.0 6,317.0 6,308.5
S2 6,252.0 6,252.0 6,310.0
S3 6,175.0 6,211.0 6,303.0
S4 6,098.0 6,134.0 6,281.5
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,938.0 6,835.5 6,426.5
R3 6,727.0 6,624.5 6,368.5
R2 6,516.0 6,516.0 6,349.0
R1 6,413.5 6,413.5 6,330.0 6,359.0
PP 6,305.0 6,305.0 6,305.0 6,278.0
S1 6,202.5 6,202.5 6,291.0 6,148.0
S2 6,094.0 6,094.0 6,272.0
S3 5,883.0 5,991.5 6,252.5
S4 5,672.0 5,780.5 6,194.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,375.5 6,197.0 178.5 2.8% 103.0 1.6% 71% False False 214,410
10 6,560.0 6,197.0 363.0 5.7% 102.5 1.6% 35% False False 168,692
20 6,861.5 6,197.0 664.5 10.5% 99.0 1.6% 19% False False 141,010
40 6,861.5 6,191.0 670.5 10.6% 82.5 1.3% 20% False False 113,313
60 6,861.5 6,159.5 702.0 11.1% 81.0 1.3% 23% False False 108,078
80 6,861.5 6,157.0 704.5 11.1% 76.0 1.2% 24% False False 100,379
100 6,861.5 6,095.5 766.0 12.1% 69.0 1.1% 30% False False 80,376
120 6,861.5 5,793.5 1,068.0 16.9% 61.5 1.0% 50% False False 67,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 23.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,697.0
2.618 6,571.5
1.618 6,494.5
1.000 6,447.0
0.618 6,417.5
HIGH 6,370.0
0.618 6,340.5
0.500 6,331.5
0.382 6,322.5
LOW 6,293.0
0.618 6,245.5
1.000 6,216.0
1.618 6,168.5
2.618 6,091.5
4.250 5,966.0
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 6,331.5 6,310.5
PP 6,329.0 6,297.0
S1 6,326.5 6,283.5

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

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