FTSE 100 Index Future June 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 6,536.5 6,563.5 27.0 0.4% 6,457.0
High 6,576.0 6,602.0 26.0 0.4% 6,587.5
Low 6,527.5 6,523.0 -4.5 -0.1% 6,445.5
Close 6,555.0 6,543.5 -11.5 -0.2% 6,555.0
Range 48.5 79.0 30.5 62.9% 142.0
ATR 75.6 75.8 0.2 0.3% 0.0
Volume 117,660 78,353 -39,307 -33.4% 533,063
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 6,793.0 6,747.5 6,587.0
R3 6,714.0 6,668.5 6,565.0
R2 6,635.0 6,635.0 6,558.0
R1 6,589.5 6,589.5 6,550.5 6,573.0
PP 6,556.0 6,556.0 6,556.0 6,548.0
S1 6,510.5 6,510.5 6,536.5 6,494.0
S2 6,477.0 6,477.0 6,529.0
S3 6,398.0 6,431.5 6,522.0
S4 6,319.0 6,352.5 6,500.0
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 6,955.5 6,897.0 6,633.0
R3 6,813.5 6,755.0 6,594.0
R2 6,671.5 6,671.5 6,581.0
R1 6,613.0 6,613.0 6,568.0 6,642.0
PP 6,529.5 6,529.5 6,529.5 6,544.0
S1 6,471.0 6,471.0 6,542.0 6,500.0
S2 6,387.5 6,387.5 6,529.0
S3 6,245.5 6,329.0 6,516.0
S4 6,103.5 6,187.0 6,477.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,602.0 6,467.0 135.0 2.1% 71.0 1.1% 57% True False 99,433
10 6,643.0 6,431.5 211.5 3.2% 81.0 1.2% 53% False False 110,346
20 6,746.0 6,431.5 314.5 4.8% 76.5 1.2% 36% False False 85,361
40 6,800.0 6,310.5 489.5 7.5% 65.5 1.0% 48% False False 42,893
60 6,800.0 6,310.5 489.5 7.5% 56.5 0.9% 48% False False 28,607
80 6,800.0 6,310.5 489.5 7.5% 43.5 0.7% 48% False False 21,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,938.0
2.618 6,809.0
1.618 6,730.0
1.000 6,681.0
0.618 6,651.0
HIGH 6,602.0
0.618 6,572.0
0.500 6,562.5
0.382 6,553.0
LOW 6,523.0
0.618 6,474.0
1.000 6,444.0
1.618 6,395.0
2.618 6,316.0
4.250 6,187.0
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 6,562.5 6,552.0
PP 6,556.0 6,549.0
S1 6,550.0 6,546.5

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

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