FTSE 100 Index Future June 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 6,832.5 6,850.0 17.5 0.3% 6,796.5
High 6,852.0 6,852.5 0.5 0.0% 6,880.0
Low 6,796.0 6,786.5 -9.5 -0.1% 6,787.0
Close 6,837.5 6,833.5 -4.0 -0.1% 6,837.5
Range 56.0 66.0 10.0 17.9% 93.0
ATR 57.9 58.5 0.6 1.0% 0.0
Volume 88,577 82,025 -6,552 -7.4% 501,096
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 7,022.0 6,994.0 6,870.0
R3 6,956.0 6,928.0 6,851.5
R2 6,890.0 6,890.0 6,845.5
R1 6,862.0 6,862.0 6,839.5 6,843.0
PP 6,824.0 6,824.0 6,824.0 6,815.0
S1 6,796.0 6,796.0 6,827.5 6,777.0
S2 6,758.0 6,758.0 6,821.5
S3 6,692.0 6,730.0 6,815.5
S4 6,626.0 6,664.0 6,797.0
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 7,114.0 7,068.5 6,888.5
R3 7,021.0 6,975.5 6,863.0
R2 6,928.0 6,928.0 6,854.5
R1 6,882.5 6,882.5 6,846.0 6,905.0
PP 6,835.0 6,835.0 6,835.0 6,846.0
S1 6,789.5 6,789.5 6,829.0 6,812.0
S2 6,742.0 6,742.0 6,820.5
S3 6,649.0 6,696.5 6,812.0
S4 6,556.0 6,603.5 6,786.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,880.0 6,786.5 93.5 1.4% 54.0 0.8% 50% False True 99,508
10 6,880.0 6,734.5 145.5 2.1% 48.5 0.7% 68% False False 96,596
20 6,880.0 6,500.0 380.0 5.6% 52.5 0.8% 88% False False 94,279
40 6,880.0 6,431.5 448.5 6.6% 61.5 0.9% 90% False False 98,775
60 6,880.0 6,431.5 448.5 6.6% 66.5 1.0% 90% False False 80,404
80 6,880.0 6,310.5 569.5 8.3% 64.0 0.9% 92% False False 60,340
100 6,880.0 6,310.5 569.5 8.3% 53.5 0.8% 92% False False 48,280
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 True
Bear Hook False
Bull Hook False
Stretch 13.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,133.0
2.618 7,025.5
1.618 6,959.5
1.000 6,918.5
0.618 6,893.5
HIGH 6,852.5
0.618 6,827.5
0.500 6,819.5
0.382 6,811.5
LOW 6,786.5
0.618 6,745.5
1.000 6,720.5
1.618 6,679.5
2.618 6,613.5
4.250 6,506.0
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 6,829.0 6,833.5
PP 6,824.0 6,833.5
S1 6,819.5 6,833.0

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

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