FTSE 100 Index Future June 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 6,866.5 6,842.0 -24.5 -0.4% 6,813.5
High 6,867.0 6,864.0 -3.0 0.0% 6,872.0
Low 6,818.0 6,836.5 18.5 0.3% 6,813.5
Close 6,822.5 6,860.5 38.0 0.6% 6,822.5
Range 49.0 27.5 -21.5 -43.9% 58.5
ATR 51.9 51.2 -0.7 -1.4% 0.0
Volume 58,825 75,979 17,154 29.2% 265,423
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 6,936.0 6,926.0 6,875.5
R3 6,908.5 6,898.5 6,868.0
R2 6,881.0 6,881.0 6,865.5
R1 6,871.0 6,871.0 6,863.0 6,876.0
PP 6,853.5 6,853.5 6,853.5 6,856.0
S1 6,843.5 6,843.5 6,858.0 6,848.5
S2 6,826.0 6,826.0 6,855.5
S3 6,798.5 6,816.0 6,853.0
S4 6,771.0 6,788.5 6,845.5
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 7,011.5 6,975.5 6,854.5
R3 6,953.0 6,917.0 6,838.5
R2 6,894.5 6,894.5 6,833.0
R1 6,858.5 6,858.5 6,828.0 6,876.5
PP 6,836.0 6,836.0 6,836.0 6,845.0
S1 6,800.0 6,800.0 6,817.0 6,818.0
S2 6,777.5 6,777.5 6,812.0
S3 6,719.0 6,741.5 6,806.5
S4 6,660.5 6,683.0 6,790.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,872.0 6,813.5 58.5 0.9% 35.5 0.5% 80% False False 68,280
10 6,872.0 6,762.5 109.5 1.6% 43.5 0.6% 89% False False 68,756
20 6,880.0 6,734.5 145.5 2.1% 44.5 0.7% 87% False False 82,608
40 6,880.0 6,452.0 428.0 6.2% 55.5 0.8% 95% False False 91,022
60 6,880.0 6,431.5 448.5 6.5% 62.0 0.9% 96% False False 90,344
80 6,880.0 6,355.5 524.5 7.6% 60.5 0.9% 96% False False 67,899
100 6,880.0 6,310.5 569.5 8.3% 56.5 0.8% 97% False False 54,328
120 6,880.0 6,310.5 569.5 8.3% 48.0 0.7% 97% False False 45,282
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,981.0
2.618 6,936.0
1.618 6,908.5
1.000 6,891.5
0.618 6,881.0
HIGH 6,864.0
0.618 6,853.5
0.500 6,850.0
0.382 6,847.0
LOW 6,836.5
0.618 6,819.5
1.000 6,809.0
1.618 6,792.0
2.618 6,764.5
4.250 6,719.5
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 6,857.0 6,855.5
PP 6,853.5 6,850.0
S1 6,850.0 6,845.0

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

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