FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 6,713.0 6,720.5 7.5 0.1% 6,820.0
High 6,732.5 6,737.5 5.0 0.1% 6,824.5
Low 6,699.0 6,686.5 -12.5 -0.2% 6,709.0
Close 6,710.5 6,716.0 5.5 0.1% 6,739.5
Range 33.5 51.0 17.5 52.2% 115.5
ATR 42.0 42.6 0.6 1.5% 0.0
Volume 302,037 213,046 -88,991 -29.5% 298,097
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 6,866.5 6,842.0 6,744.0
R3 6,815.5 6,791.0 6,730.0
R2 6,764.5 6,764.5 6,725.5
R1 6,740.0 6,740.0 6,720.5 6,727.0
PP 6,713.5 6,713.5 6,713.5 6,706.5
S1 6,689.0 6,689.0 6,711.5 6,676.0
S2 6,662.5 6,662.5 6,706.5
S3 6,611.5 6,638.0 6,702.0
S4 6,560.5 6,587.0 6,688.0
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 7,104.0 7,037.5 6,803.0
R3 6,988.5 6,922.0 6,771.5
R2 6,873.0 6,873.0 6,760.5
R1 6,806.5 6,806.5 6,750.0 6,782.0
PP 6,757.5 6,757.5 6,757.5 6,745.5
S1 6,691.0 6,691.0 6,729.0 6,666.5
S2 6,642.0 6,642.0 6,718.5
S3 6,526.5 6,575.5 6,707.5
S4 6,411.0 6,460.0 6,676.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,817.5 6,686.5 131.0 2.0% 46.5 0.7% 23% False True 158,010
10 6,824.5 6,686.5 138.0 2.1% 43.5 0.6% 21% False True 81,560
20 6,824.5 6,686.5 138.0 2.1% 37.5 0.6% 21% False True 40,948
40 6,824.5 6,467.0 357.5 5.3% 27.5 0.4% 70% False False 20,505
60 6,824.5 6,397.0 427.5 6.4% 20.5 0.3% 75% False False 13,672
80 6,824.5 6,397.0 427.5 6.4% 16.0 0.2% 75% False False 10,261
100 6,824.5 6,274.0 550.5 8.2% 14.0 0.2% 80% False False 8,216
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 10.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,954.0
2.618 6,871.0
1.618 6,820.0
1.000 6,788.5
0.618 6,769.0
HIGH 6,737.5
0.618 6,718.0
0.500 6,712.0
0.382 6,706.0
LOW 6,686.5
0.618 6,655.0
1.000 6,635.5
1.618 6,604.0
2.618 6,553.0
4.250 6,470.0
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 6,714.5 6,732.0
PP 6,713.5 6,727.0
S1 6,712.0 6,721.5

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

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