FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 08-Jul-2014

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	6,823.5	6,780.0	-43.5	-0.6%	6,730.0
High	6,826.0	6,787.5	-38.5	-0.6%	6,829.0
Low	6,771.0	6,666.0	-105.0	-1.6%	6,682.0
Close	6,780.0	6,692.0	-88.0	-1.3%	6,820.0
Range	55.0	121.5	66.5	120.9%	147.0
ATR	48.0	53.3	5.2	10.9%	0.0
Volume	108,433	82,192	-26,241	-24.2%	291,751

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,079.5	7,007.5	6,759.0
R3	6,958.0	6,886.0	6,725.5
R2	6,836.5	6,836.5	6,714.5
R1	6,764.5	6,764.5	6,703.0	6,740.0
PP	6,715.0	6,715.0	6,715.0	6,703.0
S1	6,643.0	6,643.0	6,681.0	6,618.0
S2	6,593.5	6,593.5	6,669.5
S3	6,472.0	6,521.5	6,658.5
S4	6,350.5	6,400.0	6,625.0

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	6,666.0	163.0	2.4%	58.0	0.9%	16%	False	True	70,086
10	6,829.0	6,653.0	176.0	2.6%	55.0	0.8%	22%	False	False	70,551
20	6,829.0	6,653.0	176.0	2.6%	50.5	0.8%	22%	False	False	96,545
40	6,829.0	6,653.0	176.0	2.6%	42.5	0.6%	22%	False	False	49,015
60	6,829.0	6,460.0	369.0	5.5%	31.5	0.5%	63%	False	False	32,685
80	6,829.0	6,397.0	432.0	6.5%	25.5	0.4%	68%	False	False	24,515
100	6,829.0	6,397.0	432.0	6.5%	21.0	0.3%	68%	False	False	19,618
120	6,829.0	6,274.0	555.0	8.3%	18.5	0.3%	75%	False	False	16,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.9
Widest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	7,304.0
2.618	7,105.5
1.618	6,984.0
1.000	6,909.0
0.618	6,862.5
HIGH	6,787.5
0.618	6,741.0
0.500	6,727.0
0.382	6,712.5
LOW	6,666.0
0.618	6,591.0
1.000	6,544.5
1.618	6,469.5
2.618	6,348.0
4.250	6,149.5

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	6,727.0	6,747.5
PP	6,715.0	6,729.0
S1	6,703.5	6,710.5

Download as Excel Spreadsheet

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

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