FTSE 100 Index Future June 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	6,832.0	6,811.0	-21.0	-0.3%	6,813.5
High	6,834.0	6,841.0	7.0	0.1%	6,872.0
Low	6,791.0	6,786.5	-4.5	-0.1%	6,813.5
Close	6,807.5	6,805.0	-2.5	0.0%	6,822.5
Range	43.0	54.5	11.5	26.7%	58.5
ATR	50.9	51.2	0.3	0.5%	0.0
Volume	98,302	71,511	-26,791	-27.3%	265,423

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,974.5	6,944.0	6,835.0
R3	6,920.0	6,889.5	6,820.0
R2	6,865.5	6,865.5	6,815.0
R1	6,835.0	6,835.0	6,810.0	6,823.0
PP	6,811.0	6,811.0	6,811.0	6,805.0
S1	6,780.5	6,780.5	6,800.0	6,768.5
S2	6,756.5	6,756.5	6,795.0
S3	6,702.0	6,726.0	6,790.0
S4	6,647.5	6,671.5	6,775.0

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	6,867.0	6,786.5	80.5	1.2%	43.5	0.6%	23%	False	True	75,402
10	6,872.0	6,782.0	90.0	1.3%	39.0	0.6%	26%	False	False	69,910
20	6,880.0	6,762.5	117.5	1.7%	45.0	0.7%	36%	False	False	79,358
40	6,880.0	6,452.0	428.0	6.3%	55.5	0.8%	82%	False	False	89,778
60	6,880.0	6,431.5	448.5	6.6%	61.5	0.9%	83%	False	False	93,991
80	6,880.0	6,431.5	448.5	6.6%	60.5	0.9%	83%	False	False	70,915
100	6,880.0	6,310.5	569.5	8.4%	57.0	0.8%	87%	False	False	56,750
120	6,880.0	6,310.5	569.5	8.4%	49.0	0.7%	87%	False	False	47,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.1
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,072.5
2.618	6,983.5
1.618	6,929.0
1.000	6,895.5
0.618	6,874.5
HIGH	6,841.0
0.618	6,820.0
0.500	6,814.0
0.382	6,807.5
LOW	6,786.5
0.618	6,753.0
1.000	6,732.0
1.618	6,698.5
2.618	6,644.0
4.250	6,555.0

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	6,814.0	6,817.0
PP	6,811.0	6,813.0
S1	6,808.0	6,809.0

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