FTSE 100 Index Future March 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 6,781.0 6,777.5 -3.5 -0.1% 6,700.0
High 6,800.0 6,791.5 -8.5 -0.1% 6,800.0
Low 6,750.0 6,750.0 0.0 0.0% 6,638.0
Close 6,762.5 6,775.5 13.0 0.2% 6,775.5
Range 50.0 41.5 -8.5 -17.0% 162.0
ATR 65.4 63.7 -1.7 -2.6% 0.0
Volume 111,142 38,479 -72,663 -65.4% 431,812
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 6,897.0 6,877.5 6,798.5
R3 6,855.5 6,836.0 6,787.0
R2 6,814.0 6,814.0 6,783.0
R1 6,794.5 6,794.5 6,779.5 6,783.5
PP 6,772.5 6,772.5 6,772.5 6,767.0
S1 6,753.0 6,753.0 6,771.5 6,742.0
S2 6,731.0 6,731.0 6,768.0
S3 6,689.5 6,711.5 6,764.0
S4 6,648.0 6,670.0 6,752.5
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 7,224.0 7,161.5 6,864.5
R3 7,062.0 6,999.5 6,820.0
R2 6,900.0 6,900.0 6,805.0
R1 6,837.5 6,837.5 6,790.5 6,869.0
PP 6,738.0 6,738.0 6,738.0 6,753.5
S1 6,675.5 6,675.5 6,760.5 6,707.0
S2 6,576.0 6,576.0 6,746.0
S3 6,414.0 6,513.5 6,731.0
S4 6,252.0 6,351.5 6,686.5
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% 61.0 0.9% 85% False False 86,362
10 6,800.0 6,623.5 176.5 2.6% 58.5 0.9% 86% False False 87,919
20 6,800.0 6,381.0 419.0 6.2% 64.0 0.9% 94% False False 75,959
40 6,800.0 6,349.0 451.0 6.7% 58.5 0.9% 95% False False 59,738
60 6,800.0 6,349.0 451.0 6.7% 52.0 0.8% 95% False False 40,068
80 6,800.0 6,275.0 525.0 7.7% 45.0 0.7% 95% False False 30,081
100 6,800.0 6,275.0 525.0 7.7% 38.0 0.6% 95% False False 24,069
120 6,800.0 6,275.0 525.0 7.7% 32.0 0.5% 95% False False 20,060
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,968.0
2.618 6,900.0
1.618 6,858.5
1.000 6,833.0
0.618 6,817.0
HIGH 6,791.5
0.618 6,775.5
0.500 6,771.0
0.382 6,766.0
LOW 6,750.0
0.618 6,724.5
1.000 6,708.5
1.618 6,683.0
2.618 6,641.5
4.250 6,573.5
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 6,774.0 6,771.0
PP 6,772.5 6,766.5
S1 6,771.0 6,762.0

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

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