FTSE 100 Index Future March 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 6,693.5 6,755.5 62.0 0.9% 6,549.0
High 6,769.0 6,784.5 15.5 0.2% 6,668.0
Low 6,674.5 6,724.5 50.0 0.7% 6,511.0
Close 6,763.5 6,769.0 5.5 0.1% 6,621.0
Range 94.5 60.0 -34.5 -36.5% 157.0
ATR 80.5 79.0 -1.5 -1.8% 0.0
Volume 133,871 113,890 -19,981 -14.9% 457,009
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 6,939.5 6,914.0 6,802.0
R3 6,879.5 6,854.0 6,785.5
R2 6,819.5 6,819.5 6,780.0
R1 6,794.0 6,794.0 6,774.5 6,807.0
PP 6,759.5 6,759.5 6,759.5 6,765.5
S1 6,734.0 6,734.0 6,763.5 6,747.0
S2 6,699.5 6,699.5 6,758.0
S3 6,639.5 6,674.0 6,752.5
S4 6,579.5 6,614.0 6,736.0
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 7,071.0 7,003.0 6,707.5
R3 6,914.0 6,846.0 6,664.0
R2 6,757.0 6,757.0 6,650.0
R1 6,689.0 6,689.0 6,635.5 6,723.0
PP 6,600.0 6,600.0 6,600.0 6,617.0
S1 6,532.0 6,532.0 6,606.5 6,566.0
S2 6,443.0 6,443.0 6,592.0
S3 6,286.0 6,375.0 6,578.0
S4 6,129.0 6,218.0 6,534.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,784.5 6,565.0 219.5 3.2% 70.5 1.0% 93% True False 102,498
10 6,784.5 6,406.5 378.0 5.6% 72.5 1.1% 96% True False 103,087
20 6,800.5 6,344.5 456.0 6.7% 91.0 1.3% 93% False False 120,414
40 6,815.5 6,344.5 471.0 7.0% 73.0 1.1% 90% False False 98,241
60 6,815.5 6,344.5 471.0 7.0% 69.5 1.0% 90% False False 84,218
80 6,815.5 6,344.5 471.0 7.0% 63.0 0.9% 90% False False 63,341
100 6,815.5 6,275.0 540.5 8.0% 55.0 0.8% 91% False False 50,691
120 6,815.5 6,275.0 540.5 8.0% 47.5 0.7% 91% False False 42,256
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 13.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,039.5
2.618 6,941.5
1.618 6,881.5
1.000 6,844.5
0.618 6,821.5
HIGH 6,784.5
0.618 6,761.5
0.500 6,754.5
0.382 6,747.5
LOW 6,724.5
0.618 6,687.5
1.000 6,664.5
1.618 6,627.5
2.618 6,567.5
4.250 6,469.5
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 6,764.0 6,746.5
PP 6,759.5 6,723.5
S1 6,754.5 6,701.0

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

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