FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 6,077.0 6,088.5 11.5 0.2% 6,256.5
High 6,195.5 6,088.5 -107.0 -1.7% 6,352.5
Low 6,050.0 5,973.5 -76.5 -1.3% 6,050.0
Close 6,076.0 5,979.0 -97.0 -1.6% 6,076.0
Range 145.5 115.0 -30.5 -21.0% 302.5
ATR 100.6 101.7 1.0 1.0% 0.0
Volume 132,388 102,376 -30,012 -22.7% 880,369
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,358.5 6,284.0 6,042.0
R3 6,243.5 6,169.0 6,010.5
R2 6,128.5 6,128.5 6,000.0
R1 6,054.0 6,054.0 5,989.5 6,034.0
PP 6,013.5 6,013.5 6,013.5 6,003.5
S1 5,939.0 5,939.0 5,968.5 5,919.0
S2 5,898.5 5,898.5 5,958.0
S3 5,783.5 5,824.0 5,947.5
S4 5,668.5 5,709.0 5,916.0
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 7,067.0 6,874.0 6,242.5
R3 6,764.5 6,571.5 6,159.0
R2 6,462.0 6,462.0 6,131.5
R1 6,269.0 6,269.0 6,103.5 6,214.0
PP 6,159.5 6,159.5 6,159.5 6,132.0
S1 5,966.5 5,966.5 6,048.5 5,912.0
S2 5,857.0 5,857.0 6,020.5
S3 5,554.5 5,664.0 5,993.0
S4 5,252.0 5,361.5 5,909.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,352.5 5,973.5 379.0 6.3% 123.5 2.1% 1% False True 138,888
10 6,352.5 5,973.5 379.0 6.3% 111.5 1.9% 1% False True 135,348
20 6,726.0 5,973.5 752.5 12.6% 100.0 1.7% 1% False True 70,748
40 6,815.0 5,973.5 841.5 14.1% 75.0 1.3% 1% False True 35,622
60 6,815.0 5,973.5 841.5 14.1% 61.0 1.0% 1% False True 23,768
80 6,815.0 5,973.5 841.5 14.1% 48.5 0.8% 1% False True 17,833
100 6,815.0 5,973.5 841.5 14.1% 39.0 0.7% 1% False True 14,285
120 6,815.0 5,889.0 926.0 15.5% 33.0 0.5% 10% False False 11,906
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 14.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,577.0
2.618 6,389.5
1.618 6,274.5
1.000 6,203.5
0.618 6,159.5
HIGH 6,088.5
0.618 6,044.5
0.500 6,031.0
0.382 6,017.5
LOW 5,973.5
0.618 5,902.5
1.000 5,858.5
1.618 5,787.5
2.618 5,672.5
4.250 5,485.0
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 6,031.0 6,118.0
PP 6,013.5 6,071.5
S1 5,996.5 6,025.0

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

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