FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	6,493.0	6,446.5	-46.5	-0.7%	6,553.0
High	6,495.5	6,484.0	-11.5	-0.2%	6,592.5
Low	6,365.0	6,344.5	-20.5	-0.3%	6,365.0
Close	6,458.5	6,410.0	-48.5	-0.8%	6,458.5
Range	130.5	139.5	9.0	6.9%	227.5
ATR	83.6	87.6	4.0	4.8%	0.0
Volume	133,926	133,617	-309	-0.2%	681,028

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,831.5	6,760.0	6,486.5
R3	6,692.0	6,620.5	6,448.5
R2	6,552.5	6,552.5	6,435.5
R1	6,481.0	6,481.0	6,423.0	6,447.0
PP	6,413.0	6,413.0	6,413.0	6,396.0
S1	6,341.5	6,341.5	6,397.0	6,307.5
S2	6,273.5	6,273.5	6,384.5
S3	6,134.0	6,202.0	6,371.5
S4	5,994.5	6,062.5	6,333.5

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,154.5	7,034.0	6,583.5
R3	6,927.0	6,806.5	6,521.0
R2	6,699.5	6,699.5	6,500.0
R1	6,579.0	6,579.0	6,479.5	6,525.5
PP	6,472.0	6,472.0	6,472.0	6,445.0
S1	6,351.5	6,351.5	6,437.5	6,298.0
S2	6,244.5	6,244.5	6,417.0
S3	6,017.0	6,124.0	6,396.0
S4	5,789.5	5,896.5	6,333.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,592.5	6,344.5	248.0	3.9%	112.0	1.7%	26%	False	True	140,016
10	6,815.5	6,344.5	471.0	7.3%	105.0	1.6%	14%	False	True	130,660
20	6,815.5	6,344.5	471.0	7.3%	81.0	1.3%	14%	False	True	109,451
40	6,815.5	6,344.5	471.0	7.3%	72.5	1.1%	14%	False	True	92,883
60	6,815.5	6,344.5	471.0	7.3%	64.5	1.0%	14%	False	True	63,124
80	6,815.5	6,311.0	504.5	7.9%	57.0	0.9%	20%	False	False	47,403
100	6,815.5	6,275.0	540.5	8.4%	47.5	0.7%	25%	False	False	37,944
120	6,815.5	6,275.0	540.5	8.4%	41.0	0.6%	25%	False	False	31,623

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	19.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,077.0
2.618	6,849.0
1.618	6,709.5
1.000	6,623.5
0.618	6,570.0
HIGH	6,484.0
0.618	6,430.5
0.500	6,414.0
0.382	6,398.0
LOW	6,344.5
0.618	6,258.5
1.000	6,205.0
1.618	6,119.0
2.618	5,979.5
4.250	5,751.5

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	6,414.0	6,430.0
PP	6,413.0	6,423.0
S1	6,411.5	6,416.5

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