FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 19-Mar-2014

Day Change Summary
	Previous	Current
	18-Mar-2014	19-Mar-2014	Change	Change %	Previous Week
Open	6,560.0	6,605.0	45.0	0.7%	6,703.0
High	6,700.0	6,613.0	-87.0	-1.3%	6,738.0
Low	6,531.0	6,520.5	-10.5	-0.2%	6,497.5
Close	6,598.0	6,575.0	-23.0	-0.3%	6,518.5
Range	169.0	92.5	-76.5	-45.3%	240.5
ATR	87.4	87.8	0.4	0.4%	0.0
Volume	219,684	159,492	-60,192	-27.4%	804,878

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,847.0	6,803.5	6,626.0
R3	6,754.5	6,711.0	6,600.5
R2	6,662.0	6,662.0	6,592.0
R1	6,618.5	6,618.5	6,583.5	6,594.0
PP	6,569.5	6,569.5	6,569.5	6,557.0
S1	6,526.0	6,526.0	6,566.5	6,501.5
S2	6,477.0	6,477.0	6,558.0
S3	6,384.5	6,433.5	6,549.5
S4	6,292.0	6,341.0	6,524.0

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,306.0	7,153.0	6,651.0
R3	7,065.5	6,912.5	6,584.5
R2	6,825.0	6,825.0	6,562.5
R1	6,672.0	6,672.0	6,540.5	6,628.0
PP	6,584.5	6,584.5	6,584.5	6,563.0
S1	6,431.5	6,431.5	6,496.5	6,388.0
S2	6,344.0	6,344.0	6,474.5
S3	6,103.5	6,191.0	6,452.5
S4	5,863.0	5,950.5	6,386.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,700.0	6,497.5	202.5	3.1%	104.5	1.6%	38%	False	False	248,466
10	6,790.5	6,497.5	293.0	4.5%	86.5	1.3%	26%	False	False	188,305
20	6,858.0	6,497.5	360.5	5.5%	83.5	1.3%	21%	False	False	155,576
40	6,858.0	6,344.5	513.5	7.8%	87.0	1.3%	45%	False	False	137,995
60	6,858.0	6,344.5	513.5	7.8%	76.5	1.2%	45%	False	False	117,352
80	6,858.0	6,344.5	513.5	7.8%	73.0	1.1%	45%	False	False	102,058
100	6,858.0	6,344.5	513.5	7.8%	67.0	1.0%	45%	False	False	81,788
120	6,858.0	6,275.0	583.0	8.9%	59.5	0.9%	51%	False	False	68,172

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	14.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,006.0
2.618	6,855.0
1.618	6,762.5
1.000	6,705.5
0.618	6,670.0
HIGH	6,613.0
0.618	6,577.5
0.500	6,567.0
0.382	6,556.0
LOW	6,520.5
0.618	6,463.5
1.000	6,428.0
1.618	6,371.0
2.618	6,278.5
4.250	6,127.5

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	6,572.0	6,607.0
PP	6,569.5	6,596.5
S1	6,567.0	6,585.5

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