FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 6,057.5 6,129.5 72.0 1.2% 6,256.5
High 6,142.5 6,224.5 82.0 1.3% 6,352.5
Low 6,040.0 6,121.0 81.0 1.3% 6,050.0
Close 6,115.5 6,199.5 84.0 1.4% 6,076.0
Range 102.5 103.5 1.0 1.0% 302.5
ATR 103.6 104.0 0.4 0.4% 0.0
Volume 81,823 112,989 31,166 38.1% 880,369
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,492.0 6,449.5 6,256.5
R3 6,388.5 6,346.0 6,228.0
R2 6,285.0 6,285.0 6,218.5
R1 6,242.5 6,242.5 6,209.0 6,264.0
PP 6,181.5 6,181.5 6,181.5 6,192.5
S1 6,139.0 6,139.0 6,190.0 6,160.0
S2 6,078.0 6,078.0 6,180.5
S3 5,974.5 6,035.5 6,171.0
S4 5,871.0 5,932.0 6,142.5
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 6,224.5 5,955.5 269.0 4.3% 119.0 1.9% 91% True False 104,658
10 6,352.5 5,955.5 397.0 6.4% 110.0 1.8% 61% False False 146,269
20 6,593.0 5,955.5 637.5 10.3% 105.0 1.7% 38% False False 85,121
40 6,815.0 5,955.5 859.5 13.9% 80.5 1.3% 28% False False 42,805
60 6,815.0 5,955.5 859.5 13.9% 65.0 1.0% 28% False False 28,571
80 6,815.0 5,955.5 859.5 13.9% 52.5 0.8% 28% False False 21,436
100 6,815.0 5,955.5 859.5 13.9% 42.5 0.7% 28% False False 17,163
120 6,815.0 5,902.5 912.5 14.7% 35.5 0.6% 33% False False 14,309
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 13.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,664.5
2.618 6,495.5
1.618 6,392.0
1.000 6,328.0
0.618 6,288.5
HIGH 6,224.5
0.618 6,185.0
0.500 6,173.0
0.382 6,160.5
LOW 6,121.0
0.618 6,057.0
1.000 6,017.5
1.618 5,953.5
2.618 5,850.0
4.250 5,681.0
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 6,190.5 6,163.0
PP 6,181.5 6,126.5
S1 6,173.0 6,090.0

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

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