FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 6,704.5 6,750.0 45.5 0.7% 6,781.0
High 6,763.5 6,783.0 19.5 0.3% 6,790.0
Low 6,703.5 6,744.0 40.5 0.6% 6,653.0
Close 6,754.0 6,771.0 17.0 0.3% 6,715.5
Range 60.0 39.0 -21.0 -35.0% 137.0
ATR 50.1 49.3 -0.8 -1.6% 0.0
Volume 63,195 68,421 5,226 8.3% 384,335
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 6,883.0 6,866.0 6,792.5
R3 6,844.0 6,827.0 6,781.5
R2 6,805.0 6,805.0 6,778.0
R1 6,788.0 6,788.0 6,774.5 6,796.5
PP 6,766.0 6,766.0 6,766.0 6,770.0
S1 6,749.0 6,749.0 6,767.5 6,757.5
S2 6,727.0 6,727.0 6,764.0
S3 6,688.0 6,710.0 6,760.5
S4 6,649.0 6,671.0 6,749.5
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 7,130.5 7,060.0 6,791.0
R3 6,993.5 6,923.0 6,753.0
R2 6,856.5 6,856.5 6,740.5
R1 6,786.0 6,786.0 6,728.0 6,753.0
PP 6,719.5 6,719.5 6,719.5 6,703.0
S1 6,649.0 6,649.0 6,703.0 6,616.0
S2 6,582.5 6,582.5 6,690.5
S3 6,445.5 6,512.0 6,678.0
S4 6,308.5 6,375.0 6,640.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,783.0 6,653.0 130.0 1.9% 49.0 0.7% 91% True False 68,419
10 6,794.5 6,653.0 141.5 2.1% 49.5 0.7% 83% False False 74,376
20 6,824.5 6,653.0 171.5 2.5% 46.5 0.7% 69% False False 83,695
40 6,824.5 6,653.0 171.5 2.5% 38.0 0.6% 69% False False 41,974
60 6,824.5 6,460.0 364.5 5.4% 27.5 0.4% 85% False False 27,985
80 6,824.5 6,397.0 427.5 6.3% 22.5 0.3% 87% False False 20,991
100 6,824.5 6,397.0 427.5 6.3% 18.5 0.3% 87% False False 16,799
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 7.9
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,949.0
2.618 6,885.0
1.618 6,846.0
1.000 6,822.0
0.618 6,807.0
HIGH 6,783.0
0.618 6,768.0
0.500 6,763.5
0.382 6,759.0
LOW 6,744.0
0.618 6,720.0
1.000 6,705.0
1.618 6,681.0
2.618 6,642.0
4.250 6,578.0
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 6,768.5 6,758.0
PP 6,766.0 6,745.5
S1 6,763.5 6,732.5

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

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