FTSE 100 Index Future March 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 6,512.0 6,539.0 27.0 0.4% 6,393.5
High 6,541.5 6,640.0 98.5 1.5% 6,640.0
Low 6,487.5 6,524.0 36.5 0.6% 6,349.0
Close 6,521.0 6,538.0 17.0 0.3% 6,538.0
Range 54.0 116.0 62.0 114.8% 291.0
ATR 66.9 70.6 3.7 5.6% 0.0
Volume 111,120 50,837 -60,283 -54.3% 657,436
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 6,915.5 6,842.5 6,602.0
R3 6,799.5 6,726.5 6,570.0
R2 6,683.5 6,683.5 6,559.5
R1 6,610.5 6,610.5 6,548.5 6,589.0
PP 6,567.5 6,567.5 6,567.5 6,556.5
S1 6,494.5 6,494.5 6,527.5 6,473.0
S2 6,451.5 6,451.5 6,516.5
S3 6,335.5 6,378.5 6,506.0
S4 6,219.5 6,262.5 6,474.0
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 7,382.0 7,251.0 6,698.0
R3 7,091.0 6,960.0 6,618.0
R2 6,800.0 6,800.0 6,591.5
R1 6,669.0 6,669.0 6,564.5 6,734.5
PP 6,509.0 6,509.0 6,509.0 6,542.0
S1 6,378.0 6,378.0 6,511.5 6,443.5
S2 6,218.0 6,218.0 6,484.5
S3 5,927.0 6,087.0 6,458.0
S4 5,636.0 5,796.0 6,378.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,640.0 6,349.0 291.0 4.5% 95.5 1.5% 65% True False 131,487
10 6,640.0 6,349.0 291.0 4.5% 74.0 1.1% 65% True False 105,031
20 6,658.5 6,349.0 309.5 4.7% 62.0 0.9% 61% False False 56,174
40 6,740.0 6,349.0 391.0 6.0% 52.5 0.8% 48% False False 28,442
60 6,740.0 6,275.0 465.0 7.1% 43.0 0.7% 57% False False 18,991
80 6,740.0 6,275.0 465.0 7.1% 35.0 0.5% 57% False False 14,264
100 6,740.0 6,275.0 465.0 7.1% 28.5 0.4% 57% False False 11,415
120 6,740.0 6,269.5 470.5 7.2% 24.0 0.4% 57% False False 9,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,133.0
2.618 6,943.5
1.618 6,827.5
1.000 6,756.0
0.618 6,711.5
HIGH 6,640.0
0.618 6,595.5
0.500 6,582.0
0.382 6,568.5
LOW 6,524.0
0.618 6,452.5
1.000 6,408.0
1.618 6,336.5
2.618 6,220.5
4.250 6,031.0
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 6,582.0 6,529.0
PP 6,567.5 6,519.5
S1 6,552.5 6,510.5

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

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