FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	6,825.5	6,793.5	-32.0	-0.5%	6,627.0
High	6,834.5	6,809.5	-25.0	-0.4%	6,836.0
Low	6,761.5	6,744.5	-17.0	-0.3%	6,617.5
Close	6,818.5	6,788.0	-30.5	-0.4%	6,810.5
Range	73.0	65.0	-8.0	-11.0%	218.5
ATR	79.3	79.0	-0.4	-0.5%	0.0
Volume	93,344	128,902	35,558	38.1%	632,578

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,975.5	6,947.0	6,824.0
R3	6,910.5	6,882.0	6,806.0
R2	6,845.5	6,845.5	6,800.0
R1	6,817.0	6,817.0	6,794.0	6,799.0
PP	6,780.5	6,780.5	6,780.5	6,771.5
S1	6,752.0	6,752.0	6,782.0	6,734.0
S2	6,715.5	6,715.5	6,776.0
S3	6,650.5	6,687.0	6,770.0
S4	6,585.5	6,622.0	6,752.0

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,410.0	7,329.0	6,930.5
R3	7,191.5	7,110.5	6,870.5
R2	6,973.0	6,973.0	6,850.5
R1	6,892.0	6,892.0	6,830.5	6,932.5
PP	6,754.5	6,754.5	6,754.5	6,775.0
S1	6,673.5	6,673.5	6,790.5	6,714.0
S2	6,536.0	6,536.0	6,770.5
S3	6,317.5	6,455.0	6,750.5
S4	6,099.0	6,236.5	6,690.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,858.0	6,703.5	154.5	2.3%	77.5	1.1%	55%	False	False	127,762
10	6,858.0	6,565.0	293.0	4.3%	74.0	1.1%	76%	False	False	115,130
20	6,858.0	6,344.5	513.5	7.6%	79.0	1.2%	86%	False	False	116,430
40	6,858.0	6,344.5	513.5	7.6%	76.0	1.1%	86%	False	False	108,639
60	6,858.0	6,344.5	513.5	7.6%	73.0	1.1%	86%	False	False	94,155
80	6,858.0	6,344.5	513.5	7.6%	65.5	1.0%	86%	False	False	71,307
100	6,858.0	6,275.0	583.0	8.6%	58.0	0.9%	88%	False	False	57,073
120	6,858.0	6,275.0	583.0	8.6%	50.0	0.7%	88%	False	False	47,579

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	17.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,086.0
2.618	6,979.5
1.618	6,914.5
1.000	6,874.5
0.618	6,849.5
HIGH	6,809.5
0.618	6,784.5
0.500	6,777.0
0.382	6,769.5
LOW	6,744.5
0.618	6,704.5
1.000	6,679.5
1.618	6,639.5
2.618	6,574.5
4.250	6,468.0

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	6,784.5	6,801.0
PP	6,780.5	6,797.0
S1	6,777.0	6,792.5

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