FTSE 100 Index Future June 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 6,852.5 6,856.0 3.5 0.1% 6,778.0
High 6,870.5 6,880.0 9.5 0.1% 6,810.5
Low 6,837.0 6,803.0 -34.0 -0.5% 6,734.5
Close 6,862.5 6,820.5 -42.0 -0.6% 6,787.0
Range 33.5 77.0 43.5 129.9% 76.0
ATR 56.6 58.1 1.5 2.6% 0.0
Volume 137,163 118,244 -18,919 -13.8% 382,839
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 7,065.5 7,020.0 6,863.0
R3 6,988.5 6,943.0 6,841.5
R2 6,911.5 6,911.5 6,834.5
R1 6,866.0 6,866.0 6,827.5 6,850.0
PP 6,834.5 6,834.5 6,834.5 6,826.5
S1 6,789.0 6,789.0 6,813.5 6,773.0
S2 6,757.5 6,757.5 6,806.5
S3 6,680.5 6,712.0 6,799.5
S4 6,603.5 6,635.0 6,778.0
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 7,005.5 6,972.0 6,829.0
R3 6,929.5 6,896.0 6,808.0
R2 6,853.5 6,853.5 6,801.0
R1 6,820.0 6,820.0 6,794.0 6,837.0
PP 6,777.5 6,777.5 6,777.5 6,785.5
S1 6,744.0 6,744.0 6,780.0 6,761.0
S2 6,701.5 6,701.5 6,773.0
S3 6,625.5 6,668.0 6,766.0
S4 6,549.5 6,592.0 6,745.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,880.0 6,773.0 107.0 1.6% 45.5 0.7% 44% True False 97,293
10 6,880.0 6,734.5 145.5 2.1% 44.0 0.6% 59% True False 98,024
20 6,880.0 6,452.0 428.0 6.3% 53.5 0.8% 86% True False 95,499
40 6,880.0 6,431.5 448.5 6.6% 65.0 1.0% 87% True False 101,093
60 6,880.0 6,431.5 448.5 6.6% 66.5 1.0% 87% True False 77,571
80 6,880.0 6,310.5 569.5 8.3% 62.5 0.9% 90% True False 58,208
100 6,880.0 6,310.5 569.5 8.3% 52.0 0.8% 90% True False 46,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 7,207.0
2.618 7,081.5
1.618 7,004.5
1.000 6,957.0
0.618 6,927.5
HIGH 6,880.0
0.618 6,850.5
0.500 6,841.5
0.382 6,832.5
LOW 6,803.0
0.618 6,755.5
1.000 6,726.0
1.618 6,678.5
2.618 6,601.5
4.250 6,476.0
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 6,841.5 6,841.5
PP 6,834.5 6,834.5
S1 6,827.5 6,827.5

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

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