FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	6,437.0	6,385.5	-51.5	-0.8%	6,530.5
High	6,439.0	6,413.0	-26.0	-0.4%	6,531.5
Low	6,376.0	6,380.5	4.5	0.1%	6,376.0
Close	6,391.0	6,388.5	-2.5	0.0%	6,388.5
Range	63.0	32.5	-30.5	-48.4%	155.5
ATR	56.1	54.4	-1.7	-3.0%	0.0
Volume	63,231	178,971	115,740	183.0%	392,874

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,491.5	6,472.5	6,406.5
R3	6,459.0	6,440.0	6,397.5
R2	6,426.5	6,426.5	6,394.5
R1	6,407.5	6,407.5	6,391.5	6,417.0
PP	6,394.0	6,394.0	6,394.0	6,399.0
S1	6,375.0	6,375.0	6,385.5	6,384.5
S2	6,361.5	6,361.5	6,382.5
S3	6,329.0	6,342.5	6,379.5
S4	6,296.5	6,310.0	6,370.5

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,898.5	6,799.0	6,474.0
R3	6,743.0	6,643.5	6,431.5
R2	6,587.5	6,587.5	6,417.0
R1	6,488.0	6,488.0	6,403.0	6,460.0
PP	6,432.0	6,432.0	6,432.0	6,418.0
S1	6,332.5	6,332.5	6,374.0	6,304.5
S2	6,276.5	6,276.5	6,360.0
S3	6,121.0	6,177.0	6,345.5
S4	5,965.5	6,021.5	6,303.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,531.5	6,376.0	155.5	2.4%	52.5	0.8%	8%	False	False	78,574
10	6,600.0	6,376.0	224.0	3.5%	59.0	0.9%	6%	False	False	42,345
20	6,673.0	6,376.0	297.0	4.6%	47.5	0.7%	4%	False	False	23,317
40	6,740.0	6,376.0	364.0	5.7%	44.0	0.7%	3%	False	False	12,023
60	6,740.0	6,275.0	465.0	7.3%	36.0	0.6%	24%	False	False	8,057
80	6,740.0	6,275.0	465.0	7.3%	29.5	0.5%	24%	False	False	6,047
100	6,740.0	6,275.0	465.0	7.3%	24.0	0.4%	24%	False	False	4,841

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	8.6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,551.0
2.618	6,498.0
1.618	6,465.5
1.000	6,445.5
0.618	6,433.0
HIGH	6,413.0
0.618	6,400.5
0.500	6,397.0
0.382	6,393.0
LOW	6,380.5
0.618	6,360.5
1.000	6,348.0
1.618	6,328.0
2.618	6,295.5
4.250	6,242.5

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	6,397.0	6,441.0
PP	6,394.0	6,423.5
S1	6,391.0	6,406.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols