FTSE 100 Index Future June 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 6,465.5 6,506.0 40.5 0.6% 6,647.5
High 6,535.0 6,643.0 108.0 1.7% 6,683.5
Low 6,457.0 6,474.5 17.5 0.3% 6,444.5
Close 6,511.5 6,540.5 29.0 0.4% 6,462.0
Range 78.0 168.5 90.5 116.0% 239.0
ATR 70.7 77.7 7.0 9.9% 0.0
Volume 328,133 161,345 -166,788 -50.8% 249,250
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 7,058.0 6,968.0 6,633.0
R3 6,889.5 6,799.5 6,587.0
R2 6,721.0 6,721.0 6,571.5
R1 6,631.0 6,631.0 6,556.0 6,676.0
PP 6,552.5 6,552.5 6,552.5 6,575.0
S1 6,462.5 6,462.5 6,525.0 6,507.5
S2 6,384.0 6,384.0 6,509.5
S3 6,215.5 6,294.0 6,494.0
S4 6,047.0 6,125.5 6,448.0
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 7,247.0 7,093.5 6,593.5
R3 7,008.0 6,854.5 6,527.5
R2 6,769.0 6,769.0 6,506.0
R1 6,615.5 6,615.5 6,484.0 6,573.0
PP 6,530.0 6,530.0 6,530.0 6,508.5
S1 6,376.5 6,376.5 6,440.0 6,334.0
S2 6,291.0 6,291.0 6,418.0
S3 6,052.0 6,137.5 6,396.5
S4 5,813.0 5,898.5 6,330.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,643.0 6,444.5 198.5 3.0% 94.5 1.4% 48% True False 141,921
10 6,739.0 6,444.5 294.5 4.5% 78.5 1.2% 33% False False 76,212
20 6,800.0 6,444.5 355.5 5.4% 73.5 1.1% 27% False False 38,568
40 6,800.0 6,310.5 489.5 7.5% 64.5 1.0% 47% False False 19,356
60 6,800.0 6,310.5 489.5 7.5% 46.5 0.7% 47% False False 12,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.9
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 7,359.0
2.618 7,084.0
1.618 6,915.5
1.000 6,811.5
0.618 6,747.0
HIGH 6,643.0
0.618 6,578.5
0.500 6,559.0
0.382 6,539.0
LOW 6,474.5
0.618 6,370.5
1.000 6,306.0
1.618 6,202.0
2.618 6,033.5
4.250 5,758.5
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 6,559.0 6,544.0
PP 6,552.5 6,542.5
S1 6,546.5 6,541.5

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

View Archives - Comment on this page... - Back to Index of Symbols