FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 6,164.5 6,232.5 68.0 1.1% 6,088.5
High 6,270.0 6,266.0 -4.0 -0.1% 6,224.5
Low 6,154.5 6,206.5 52.0 0.8% 5,955.5
Close 6,251.0 6,252.5 1.5 0.0% 6,161.5
Range 115.5 59.5 -56.0 -48.5% 269.0
ATR 102.3 99.2 -3.1 -3.0% 0.0
Volume 77,107 91,329 14,222 18.4% 488,779
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 6,420.0 6,396.0 6,285.0
R3 6,360.5 6,336.5 6,269.0
R2 6,301.0 6,301.0 6,263.5
R1 6,277.0 6,277.0 6,258.0 6,289.0
PP 6,241.5 6,241.5 6,241.5 6,248.0
S1 6,217.5 6,217.5 6,247.0 6,229.5
S2 6,182.0 6,182.0 6,241.5
S3 6,122.5 6,158.0 6,236.0
S4 6,063.0 6,098.5 6,220.0
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 6,921.0 6,810.0 6,309.5
R3 6,652.0 6,541.0 6,235.5
R2 6,383.0 6,383.0 6,211.0
R1 6,272.0 6,272.0 6,186.0 6,327.5
PP 6,114.0 6,114.0 6,114.0 6,141.5
S1 6,003.0 6,003.0 6,137.0 6,058.5
S2 5,845.0 5,845.0 6,112.0
S3 5,576.0 5,734.0 6,087.5
S4 5,307.0 5,465.0 6,013.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,270.0 6,040.0 230.0 3.7% 89.5 1.4% 92% False False 92,224
10 6,343.0 5,955.5 387.5 6.2% 110.5 1.8% 77% False False 108,700
20 6,478.0 5,955.5 522.5 8.4% 105.5 1.7% 57% False False 97,588
40 6,815.0 5,955.5 859.5 13.7% 83.0 1.3% 35% False False 49,442
60 6,815.0 5,955.5 859.5 13.7% 65.0 1.0% 35% False False 33,004
80 6,815.0 5,955.5 859.5 13.7% 55.5 0.9% 35% False False 24,765
100 6,815.0 5,955.5 859.5 13.7% 45.0 0.7% 35% False False 19,820
120 6,815.0 5,954.0 861.0 13.8% 37.5 0.6% 35% False False 16,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.8
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,519.0
2.618 6,422.0
1.618 6,362.5
1.000 6,325.5
0.618 6,303.0
HIGH 6,266.0
0.618 6,243.5
0.500 6,236.0
0.382 6,229.0
LOW 6,206.5
0.618 6,169.5
1.000 6,147.0
1.618 6,110.0
2.618 6,050.5
4.250 5,953.5
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 6,247.0 6,239.0
PP 6,241.5 6,225.5
S1 6,236.0 6,212.0

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

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