FTSE 100 Index Future September 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	6,769.0	6,748.0	-21.0	-0.3%	6,782.0
High	6,780.5	6,788.0	7.5	0.1%	6,820.0
Low	6,743.5	6,742.0	-1.5	0.0%	6,770.5
Close	6,759.0	6,757.5	-1.5	0.0%	6,774.5
Range	37.0	46.0	9.0	24.3%	49.5
ATR	35.9	36.6	0.7	2.0%	0.0
Volume	550	843	293	53.3%	896

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,900.5	6,875.0	6,783.0
R3	6,854.5	6,829.0	6,770.0
R2	6,808.5	6,808.5	6,766.0
R1	6,783.0	6,783.0	6,761.5	6,796.0
PP	6,762.5	6,762.5	6,762.5	6,769.0
S1	6,737.0	6,737.0	6,753.5	6,750.0
S2	6,716.5	6,716.5	6,749.0
S3	6,670.5	6,691.0	6,745.0
S4	6,624.5	6,645.0	6,732.0

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,937.0	6,905.0	6,801.5
R3	6,887.5	6,855.5	6,788.0
R2	6,838.0	6,838.0	6,783.5
R1	6,806.0	6,806.0	6,779.0	6,797.0
PP	6,788.5	6,788.5	6,788.5	6,784.0
S1	6,756.5	6,756.5	6,770.0	6,748.0
S2	6,739.0	6,739.0	6,765.5
S3	6,689.5	6,707.0	6,761.0
S4	6,640.0	6,657.5	6,747.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,816.0	6,742.0	74.0	1.1%	35.0	0.5%	21%	False	True	398
10	6,820.0	6,740.0	80.0	1.2%	29.5	0.4%	22%	False	False	469
20	6,820.0	6,721.0	99.0	1.5%	31.5	0.5%	37%	False	False	295
40	6,820.0	6,460.0	360.0	5.3%	19.0	0.3%	83%	False	False	151
60	6,820.0	6,397.0	423.0	6.3%	15.0	0.2%	85%	False	False	103
80	6,820.0	6,397.0	423.0	6.3%	12.0	0.2%	85%	False	False	85
100	6,820.0	6,274.0	546.0	8.1%	11.0	0.2%	89%	False	False	79

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.5
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6,983.5
2.618	6,908.5
1.618	6,862.5
1.000	6,834.0
0.618	6,816.5
HIGH	6,788.0
0.618	6,770.5
0.500	6,765.0
0.382	6,759.5
LOW	6,742.0
0.618	6,713.5
1.000	6,696.0
1.618	6,667.5
2.618	6,621.5
4.250	6,546.5

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	6,765.0	6,765.5
PP	6,762.5	6,763.0
S1	6,760.0	6,760.0

Download as Excel Spreadsheet

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

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