FTSE 100 Index Future September 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
04-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 6,195.0 6,366.0 171.0 2.8% 6,164.5
High 6,385.5 6,453.0 67.5 1.1% 6,453.0
Low 6,184.0 6,315.5 131.5 2.1% 6,130.0
Close 6,376.5 6,346.5 -30.0 -0.5% 6,346.5
Range 201.5 137.5 -64.0 -31.8% 323.0
ATR 108.1 110.2 2.1 1.9% 0.0
Volume 145,226 88,340 -56,886 -39.2% 497,714
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 6,784.0 6,703.0 6,422.0
R3 6,646.5 6,565.5 6,384.5
R2 6,509.0 6,509.0 6,371.5
R1 6,428.0 6,428.0 6,359.0 6,400.0
PP 6,371.5 6,371.5 6,371.5 6,357.5
S1 6,290.5 6,290.5 6,334.0 6,262.0
S2 6,234.0 6,234.0 6,321.5
S3 6,096.5 6,153.0 6,308.5
S4 5,959.0 6,015.5 6,271.0
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 7,279.0 7,135.5 6,524.0
R3 6,956.0 6,812.5 6,435.5
R2 6,633.0 6,633.0 6,405.5
R1 6,489.5 6,489.5 6,376.0 6,561.0
PP 6,310.0 6,310.0 6,310.0 6,345.5
S1 6,166.5 6,166.5 6,317.0 6,238.0
S2 5,987.0 5,987.0 6,287.5
S3 5,664.0 5,843.5 6,257.5
S4 5,341.0 5,520.5 6,169.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,453.0 6,130.0 323.0 5.1% 124.5 2.0% 67% True False 99,542
10 6,453.0 5,955.5 497.5 7.8% 114.0 1.8% 79% True False 98,649
20 6,453.0 5,955.5 497.5 7.8% 109.0 1.7% 79% True False 112,632
40 6,815.0 5,955.5 859.5 13.5% 92.5 1.5% 45% False False 57,669
60 6,815.0 5,955.5 859.5 13.5% 72.0 1.1% 45% False False 38,492
80 6,815.0 5,955.5 859.5 13.5% 61.0 1.0% 45% False False 28,881
100 6,815.0 5,955.5 859.5 13.5% 49.0 0.8% 45% False False 23,111
120 6,815.0 5,954.0 861.0 13.6% 41.5 0.7% 46% False False 19,272
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 19.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,037.5
2.618 6,813.0
1.618 6,675.5
1.000 6,590.5
0.618 6,538.0
HIGH 6,453.0
0.618 6,400.5
0.500 6,384.0
0.382 6,368.0
LOW 6,315.5
0.618 6,230.5
1.000 6,178.0
1.618 6,093.0
2.618 5,955.5
4.250 5,731.0
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 6,384.0 6,328.0
PP 6,371.5 6,310.0
S1 6,359.0 6,291.5

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

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