FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 6,729.0 6,763.5 34.5 0.5% 6,820.0
High 6,762.5 6,792.5 30.0 0.4% 6,824.5
Low 6,726.5 6,759.5 33.0 0.5% 6,709.0
Close 6,732.0 6,764.0 32.0 0.5% 6,739.5
Range 36.0 33.0 -3.0 -8.3% 115.5
ATR 42.9 44.1 1.3 2.9% 0.0
Volume 115,088 84,837 -30,251 -26.3% 298,097
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 6,871.0 6,850.5 6,782.0
R3 6,838.0 6,817.5 6,773.0
R2 6,805.0 6,805.0 6,770.0
R1 6,784.5 6,784.5 6,767.0 6,795.0
PP 6,772.0 6,772.0 6,772.0 6,777.0
S1 6,751.5 6,751.5 6,761.0 6,762.0
S2 6,739.0 6,739.0 6,758.0
S3 6,706.0 6,718.5 6,755.0
S4 6,673.0 6,685.5 6,746.0
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 6,792.5 6,686.5 106.0 1.6% 44.5 0.7% 73% True False 182,070
10 6,824.5 6,686.5 138.0 2.0% 42.0 0.6% 56% False False 101,413
20 6,824.5 6,686.5 138.0 2.0% 36.0 0.5% 56% False False 50,941
40 6,824.5 6,580.5 244.0 3.6% 27.5 0.4% 75% False False 25,501
60 6,824.5 6,426.5 398.0 5.9% 22.0 0.3% 85% False False 17,004
80 6,824.5 6,397.0 427.5 6.3% 17.0 0.3% 86% False False 12,760
100 6,824.5 6,274.0 550.5 8.1% 15.0 0.2% 89% False False 10,214
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,933.0
2.618 6,879.0
1.618 6,846.0
1.000 6,825.5
0.618 6,813.0
HIGH 6,792.5
0.618 6,780.0
0.500 6,776.0
0.382 6,772.0
LOW 6,759.5
0.618 6,739.0
1.000 6,726.5
1.618 6,706.0
2.618 6,673.0
4.250 6,619.0
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 6,776.0 6,756.0
PP 6,772.0 6,747.5
S1 6,768.0 6,739.5

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

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