FTSE 100 Index Future March 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 6,728.0 6,781.0 53.0 0.8% 6,688.0
High 6,779.0 6,800.0 21.0 0.3% 6,718.0
Low 6,723.5 6,750.0 26.5 0.4% 6,623.5
Close 6,762.5 6,762.5 0.0 0.0% 6,687.5
Range 55.5 50.0 -5.5 -9.9% 94.5
ATR 66.6 65.4 -1.2 -1.8% 0.0
Volume 85,877 111,142 25,265 29.4% 447,383
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 6,921.0 6,891.5 6,790.0
R3 6,871.0 6,841.5 6,776.0
R2 6,821.0 6,821.0 6,771.5
R1 6,791.5 6,791.5 6,767.0 6,781.0
PP 6,771.0 6,771.0 6,771.0 6,765.5
S1 6,741.5 6,741.5 6,758.0 6,731.0
S2 6,721.0 6,721.0 6,753.5
S3 6,671.0 6,691.5 6,749.0
S4 6,621.0 6,641.5 6,735.0
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 6,960.0 6,918.0 6,739.5
R3 6,865.5 6,823.5 6,713.5
R2 6,771.0 6,771.0 6,705.0
R1 6,729.0 6,729.0 6,696.0 6,703.0
PP 6,676.5 6,676.5 6,676.5 6,663.0
S1 6,634.5 6,634.5 6,679.0 6,608.0
S2 6,582.0 6,582.0 6,670.0
S3 6,487.5 6,540.0 6,661.5
S4 6,393.0 6,445.5 6,635.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,800.0 6,638.0 162.0 2.4% 65.5 1.0% 77% True False 93,315
10 6,800.0 6,623.5 176.5 2.6% 59.5 0.9% 79% True False 93,263
20 6,800.0 6,381.0 419.0 6.2% 64.0 0.9% 91% True False 81,532
40 6,800.0 6,349.0 451.0 6.7% 57.5 0.9% 92% True False 58,776
60 6,800.0 6,349.0 451.0 6.7% 52.5 0.8% 92% True False 39,427
80 6,800.0 6,275.0 525.0 7.8% 44.5 0.7% 93% True False 29,600
100 6,800.0 6,275.0 525.0 7.8% 38.0 0.6% 93% True False 23,684
120 6,800.0 6,275.0 525.0 7.8% 31.5 0.5% 93% True False 19,740
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 14.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7,012.5
2.618 6,931.0
1.618 6,881.0
1.000 6,850.0
0.618 6,831.0
HIGH 6,800.0
0.618 6,781.0
0.500 6,775.0
0.382 6,769.0
LOW 6,750.0
0.618 6,719.0
1.000 6,700.0
1.618 6,669.0
2.618 6,619.0
4.250 6,537.5
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 6,775.0 6,748.0
PP 6,771.0 6,733.5
S1 6,766.5 6,719.0

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

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