FTSE 100 Index Future March 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 6,624.0 6,676.0 52.0 0.8% 6,566.0
High 6,663.5 6,726.0 62.5 0.9% 6,726.0
Low 6,615.0 6,660.0 45.0 0.7% 6,558.0
Close 6,642.5 6,704.5 62.0 0.9% 6,704.5
Range 48.5 66.0 17.5 36.1% 168.0
ATR 70.7 71.6 0.9 1.3% 0.0
Volume 54,389 61,759 7,370 13.6% 130,486
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 6,895.0 6,865.5 6,741.0
R3 6,829.0 6,799.5 6,722.5
R2 6,763.0 6,763.0 6,716.5
R1 6,733.5 6,733.5 6,710.5 6,748.0
PP 6,697.0 6,697.0 6,697.0 6,704.0
S1 6,667.5 6,667.5 6,698.5 6,682.0
S2 6,631.0 6,631.0 6,692.5
S3 6,565.0 6,601.5 6,686.5
S4 6,499.0 6,535.5 6,668.0
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 7,167.0 7,103.5 6,797.0
R3 6,999.0 6,935.5 6,750.5
R2 6,831.0 6,831.0 6,735.5
R1 6,767.5 6,767.5 6,720.0 6,799.0
PP 6,663.0 6,663.0 6,663.0 6,678.5
S1 6,599.5 6,599.5 6,689.0 6,631.0
S2 6,495.0 6,495.0 6,673.5
S3 6,327.0 6,431.5 6,658.5
S4 6,159.0 6,263.5 6,612.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,726.0 6,487.5 238.5 3.6% 72.0 1.1% 91% True False 58,488
10 6,726.0 6,349.0 377.0 5.6% 76.5 1.1% 94% True False 103,012
20 6,726.0 6,349.0 377.0 5.6% 66.0 1.0% 94% True False 62,693
40 6,726.0 6,349.0 377.0 5.6% 54.5 0.8% 94% True False 31,666
60 6,740.0 6,275.0 465.0 6.9% 45.5 0.7% 92% False False 21,156
80 6,740.0 6,275.0 465.0 6.9% 36.5 0.5% 92% False False 15,895
100 6,740.0 6,275.0 465.0 6.9% 30.5 0.5% 92% False False 12,719
120 6,740.0 6,275.0 465.0 6.9% 25.5 0.4% 92% False False 10,605
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 19.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,006.5
2.618 6,899.0
1.618 6,833.0
1.000 6,792.0
0.618 6,767.0
HIGH 6,726.0
0.618 6,701.0
0.500 6,693.0
0.382 6,685.0
LOW 6,660.0
0.618 6,619.0
1.000 6,594.0
1.618 6,553.0
2.618 6,487.0
4.250 6,379.5
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 6,700.5 6,683.5
PP 6,697.0 6,663.0
S1 6,693.0 6,642.0

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

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