FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 6,378.0 6,304.5 -73.5 -1.2% 6,381.0
High 6,388.0 6,306.0 -82.0 -1.3% 6,408.0
Low 6,311.0 6,114.5 -196.5 -3.1% 6,197.0
Close 6,351.0 6,175.5 -175.5 -2.8% 6,310.5
Range 77.0 191.5 114.5 148.7% 211.0
ATR 94.3 104.4 10.2 10.8% 0.0
Volume 196,612 225,626 29,014 14.8% 846,542
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,773.0 6,666.0 6,281.0
R3 6,581.5 6,474.5 6,228.0
R2 6,390.0 6,390.0 6,210.5
R1 6,283.0 6,283.0 6,193.0 6,241.0
PP 6,198.5 6,198.5 6,198.5 6,177.5
S1 6,091.5 6,091.5 6,158.0 6,049.0
S2 6,007.0 6,007.0 6,140.5
S3 5,815.5 5,900.0 6,123.0
S4 5,624.0 5,708.5 6,070.0
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 6,394.0 6,114.5 279.5 4.5% 101.5 1.6% 22% False True 253,814
10 6,408.5 6,114.5 294.0 4.8% 102.5 1.7% 21% False True 195,136
20 6,779.5 6,114.5 665.0 10.8% 104.0 1.7% 9% False True 155,073
40 6,861.5 6,114.5 747.0 12.1% 83.5 1.4% 8% False True 121,465
60 6,861.5 6,114.5 747.0 12.1% 83.5 1.4% 8% False True 114,112
80 6,861.5 6,114.5 747.0 12.1% 79.0 1.3% 8% False True 108,423
100 6,861.5 6,114.5 747.0 12.1% 71.5 1.2% 8% False True 86,851
120 6,861.5 5,793.5 1,068.0 17.3% 64.0 1.0% 36% False False 72,403
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 18.6
Widest range in 164 trading days
Fibonacci Retracements and Extensions
4.250 7,120.0
2.618 6,807.5
1.618 6,616.0
1.000 6,497.5
0.618 6,424.5
HIGH 6,306.0
0.618 6,233.0
0.500 6,210.0
0.382 6,187.5
LOW 6,114.5
0.618 5,996.0
1.000 5,923.0
1.618 5,804.5
2.618 5,613.0
4.250 5,300.5
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 6,210.0 6,254.0
PP 6,198.5 6,228.0
S1 6,187.0 6,202.0

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

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