FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 6,449.5 6,462.0 12.5 0.2% 6,390.5
High 6,500.0 6,523.5 23.5 0.4% 6,539.0
Low 6,422.0 6,451.0 29.0 0.5% 6,313.0
Close 6,433.5 6,511.5 78.0 1.2% 6,505.5
Range 78.0 72.5 -5.5 -7.1% 226.0
ATR 103.3 102.4 -1.0 -0.9% 0.0
Volume 79,573 82,714 3,141 3.9% 519,197
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 6,713.0 6,684.5 6,551.5
R3 6,640.5 6,612.0 6,531.5
R2 6,568.0 6,568.0 6,525.0
R1 6,539.5 6,539.5 6,518.0 6,554.0
PP 6,495.5 6,495.5 6,495.5 6,502.5
S1 6,467.0 6,467.0 6,505.0 6,481.0
S2 6,423.0 6,423.0 6,498.0
S3 6,350.5 6,394.5 6,491.5
S4 6,278.0 6,322.0 6,471.5
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 7,130.5 7,044.0 6,630.0
R3 6,904.5 6,818.0 6,567.5
R2 6,678.5 6,678.5 6,547.0
R1 6,592.0 6,592.0 6,526.0 6,635.0
PP 6,452.5 6,452.5 6,452.5 6,474.0
S1 6,366.0 6,366.0 6,485.0 6,409.0
S2 6,226.5 6,226.5 6,464.0
S3 6,000.5 6,140.0 6,443.5
S4 5,774.5 5,914.0 6,381.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,539.0 6,355.5 183.5 2.8% 87.0 1.3% 85% False False 100,891
10 6,539.0 6,292.0 247.0 3.8% 83.5 1.3% 89% False False 98,638
20 6,539.0 6,042.5 496.5 7.6% 117.5 1.8% 94% False False 135,011
40 6,875.0 6,042.5 832.5 12.8% 99.0 1.5% 56% False False 129,260
60 6,875.0 6,042.5 832.5 12.8% 79.0 1.2% 56% False False 88,103
80 6,875.0 6,042.5 832.5 12.8% 66.0 1.0% 56% False False 66,086
100 6,875.0 6,042.5 832.5 12.8% 54.5 0.8% 56% False False 52,873
120 6,875.0 6,042.5 832.5 12.8% 46.5 0.7% 56% False False 44,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,831.5
2.618 6,713.5
1.618 6,641.0
1.000 6,596.0
0.618 6,568.5
HIGH 6,523.5
0.618 6,496.0
0.500 6,487.0
0.382 6,478.5
LOW 6,451.0
0.618 6,406.0
1.000 6,378.5
1.618 6,333.5
2.618 6,261.0
4.250 6,143.0
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 6,503.5 6,500.5
PP 6,495.5 6,490.0
S1 6,487.0 6,479.0

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

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