FTSE 100 Index Future December 2013


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 6,702.5 6,670.5 -32.0 -0.5% 6,735.0
High 6,703.5 6,700.0 -3.5 -0.1% 6,772.5
Low 6,605.5 6,633.5 28.0 0.4% 6,623.0
Close 6,629.0 6,666.5 37.5 0.6% 6,683.0
Range 98.0 66.5 -31.5 -32.1% 149.5
ATR 70.9 70.9 0.0 0.0% 0.0
Volume 108,732 107,877 -855 -0.8% 528,567
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 6,866.0 6,833.0 6,703.0
R3 6,799.5 6,766.5 6,685.0
R2 6,733.0 6,733.0 6,678.5
R1 6,700.0 6,700.0 6,672.5 6,683.0
PP 6,666.5 6,666.5 6,666.5 6,658.5
S1 6,633.5 6,633.5 6,660.5 6,617.0
S2 6,600.0 6,600.0 6,654.5
S3 6,533.5 6,567.0 6,648.0
S4 6,467.0 6,500.5 6,630.0
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 7,141.5 7,061.5 6,765.0
R3 6,992.0 6,912.0 6,724.0
R2 6,842.5 6,842.5 6,710.5
R1 6,762.5 6,762.5 6,696.5 6,728.0
PP 6,693.0 6,693.0 6,693.0 6,675.5
S1 6,613.0 6,613.0 6,669.5 6,578.0
S2 6,543.5 6,543.5 6,655.5
S3 6,394.0 6,463.5 6,642.0
S4 6,244.5 6,314.0 6,601.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,728.0 6,605.5 122.5 1.8% 71.0 1.1% 50% False False 105,464
10 6,772.5 6,605.5 167.0 2.5% 70.5 1.1% 37% False False 105,217
20 6,798.0 6,550.0 248.0 3.7% 64.0 1.0% 47% False False 96,060
40 6,798.0 6,287.5 510.5 7.7% 67.0 1.0% 74% False False 93,651
60 6,798.0 6,287.5 510.5 7.7% 66.5 1.0% 74% False False 77,900
80 6,798.0 6,287.5 510.5 7.7% 64.0 1.0% 74% False False 58,468
100 6,798.0 6,095.0 703.0 10.5% 61.5 0.9% 81% False False 46,797
120 6,798.0 5,951.5 846.5 12.7% 56.0 0.8% 84% False False 39,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,982.5
2.618 6,874.0
1.618 6,807.5
1.000 6,766.5
0.618 6,741.0
HIGH 6,700.0
0.618 6,674.5
0.500 6,667.0
0.382 6,659.0
LOW 6,633.5
0.618 6,592.5
1.000 6,567.0
1.618 6,526.0
2.618 6,459.5
4.250 6,351.0
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 6,667.0 6,665.0
PP 6,666.5 6,664.0
S1 6,666.5 6,662.5

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

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