FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 07-Jul-2014

Day Change Summary
	Previous	Current
	04-Jul-2014	07-Jul-2014	Change	Change %	Previous Week
Open	6,823.0	6,823.5	0.5	0.0%	6,730.0
High	6,829.0	6,826.0	-3.0	0.0%	6,829.0
Low	6,809.0	6,771.0	-38.0	-0.6%	6,682.0
Close	6,820.0	6,780.0	-40.0	-0.6%	6,820.0
Range	20.0	55.0	35.0	175.0%	147.0
ATR	47.5	48.0	0.5	1.1%	0.0
Volume	64,349	108,433	44,084	68.5%	291,751

Daily Pivots for day following 07-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,957.5	6,923.5	6,810.0
R3	6,902.5	6,868.5	6,795.0
R2	6,847.5	6,847.5	6,790.0
R1	6,813.5	6,813.5	6,785.0	6,803.0
PP	6,792.5	6,792.5	6,792.5	6,787.0
S1	6,758.5	6,758.5	6,775.0	6,748.0
S2	6,737.5	6,737.5	6,770.0
S3	6,682.5	6,703.5	6,765.0
S4	6,627.5	6,648.5	6,750.0

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,218.0	7,166.0	6,901.0
R3	7,071.0	7,019.0	6,860.5
R2	6,924.0	6,924.0	6,847.0
R1	6,872.0	6,872.0	6,833.5	6,898.0
PP	6,777.0	6,777.0	6,777.0	6,790.0
S1	6,725.0	6,725.0	6,806.5	6,751.0
S2	6,630.0	6,630.0	6,793.0
S3	6,483.0	6,578.0	6,779.5
S4	6,336.0	6,431.0	6,739.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,829.0	6,703.5	125.5	1.9%	45.5	0.7%	61%	False	False	66,287
10	6,829.0	6,653.0	176.0	2.6%	49.5	0.7%	72%	False	False	71,096
20	6,829.0	6,653.0	176.0	2.6%	47.0	0.7%	72%	False	False	93,255
40	6,829.0	6,653.0	176.0	2.6%	40.5	0.6%	72%	False	False	46,967
60	6,829.0	6,460.0	369.0	5.4%	29.5	0.4%	87%	False	False	31,315
80	6,829.0	6,397.0	432.0	6.4%	24.0	0.4%	89%	False	False	23,488
100	6,829.0	6,397.0	432.0	6.4%	19.5	0.3%	89%	False	False	18,797
120	6,829.0	6,274.0	555.0	8.2%	17.5	0.3%	91%	False	False	15,671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	6.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,060.0
2.618	6,970.0
1.618	6,915.0
1.000	6,881.0
0.618	6,860.0
HIGH	6,826.0
0.618	6,805.0
0.500	6,798.5
0.382	6,792.0
LOW	6,771.0
0.618	6,737.0
1.000	6,716.0
1.618	6,682.0
2.618	6,627.0
4.250	6,537.0

Fisher Pivots for day following 07-Jul-2014
Pivot	1 day	3 day
R1	6,798.5	6,798.5
PP	6,792.5	6,792.5
S1	6,786.0	6,786.0

Download as Excel Spreadsheet

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

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