FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 6,750.0 6,775.0 25.0 0.4% 6,781.0
High 6,783.0 6,822.0 39.0 0.6% 6,790.0
Low 6,744.0 6,768.0 24.0 0.4% 6,653.0
Close 6,771.0 6,817.5 46.5 0.7% 6,715.5
Range 39.0 54.0 15.0 38.5% 137.0
ATR 49.3 49.6 0.3 0.7% 0.0
Volume 68,421 27,037 -41,384 -60.5% 384,335
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 6,964.5 6,945.0 6,847.0
R3 6,910.5 6,891.0 6,832.5
R2 6,856.5 6,856.5 6,827.5
R1 6,837.0 6,837.0 6,822.5 6,847.0
PP 6,802.5 6,802.5 6,802.5 6,807.5
S1 6,783.0 6,783.0 6,812.5 6,793.0
S2 6,748.5 6,748.5 6,807.5
S3 6,694.5 6,729.0 6,802.5
S4 6,640.5 6,675.0 6,788.0
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 6,822.0 6,682.0 140.0 2.1% 48.5 0.7% 97% True False 62,142
10 6,822.0 6,653.0 169.0 2.5% 51.5 0.8% 97% True False 68,596
20 6,824.5 6,653.0 171.5 2.5% 46.5 0.7% 96% False False 85,004
40 6,824.5 6,653.0 171.5 2.5% 39.0 0.6% 96% False False 42,650
60 6,824.5 6,460.0 364.5 5.3% 28.0 0.4% 98% False False 28,435
80 6,824.5 6,397.0 427.5 6.3% 23.0 0.3% 98% False False 21,329
100 6,824.5 6,397.0 427.5 6.3% 19.0 0.3% 98% False False 17,069
120 6,824.5 6,274.0 550.5 8.1% 17.0 0.2% 99% False False 14,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,051.5
2.618 6,963.5
1.618 6,909.5
1.000 6,876.0
0.618 6,855.5
HIGH 6,822.0
0.618 6,801.5
0.500 6,795.0
0.382 6,788.5
LOW 6,768.0
0.618 6,734.5
1.000 6,714.0
1.618 6,680.5
2.618 6,626.5
4.250 6,538.5
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 6,810.0 6,799.0
PP 6,802.5 6,781.0
S1 6,795.0 6,763.0

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

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