FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	6,780.0	6,689.5	-90.5	-1.3%	6,730.0
High	6,787.5	6,696.0	-91.5	-1.3%	6,829.0
Low	6,666.0	6,645.0	-21.0	-0.3%	6,682.0
Close	6,692.0	6,672.0	-20.0	-0.3%	6,820.0
Range	121.5	51.0	-70.5	-58.0%	147.0
ATR	53.3	53.1	-0.2	-0.3%	0.0
Volume	82,192	112,540	30,348	36.9%	291,751

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,824.0	6,799.0	6,700.0
R3	6,773.0	6,748.0	6,686.0
R2	6,722.0	6,722.0	6,681.5
R1	6,697.0	6,697.0	6,676.5	6,684.0
PP	6,671.0	6,671.0	6,671.0	6,664.5
S1	6,646.0	6,646.0	6,667.5	6,633.0
S2	6,620.0	6,620.0	6,662.5
S3	6,569.0	6,595.0	6,658.0
S4	6,518.0	6,544.0	6,644.0

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	6,645.0	184.0	2.8%	60.5	0.9%	15%	False	True	78,910
10	6,829.0	6,645.0	184.0	2.8%	55.0	0.8%	15%	False	True	73,665
20	6,829.0	6,645.0	184.0	2.8%	51.0	0.8%	15%	False	True	100,735
40	6,829.0	6,645.0	184.0	2.8%	43.0	0.6%	15%	False	True	51,827
60	6,829.0	6,460.0	369.0	5.5%	32.5	0.5%	57%	False	False	34,560
80	6,829.0	6,397.0	432.0	6.5%	26.0	0.4%	64%	False	False	25,922
100	6,829.0	6,397.0	432.0	6.5%	21.5	0.3%	64%	False	False	20,744
120	6,829.0	6,274.0	555.0	8.3%	18.5	0.3%	72%	False	False	17,293

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	5.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,913.0
2.618	6,829.5
1.618	6,778.5
1.000	6,747.0
0.618	6,727.5
HIGH	6,696.0
0.618	6,676.5
0.500	6,670.5
0.382	6,664.5
LOW	6,645.0
0.618	6,613.5
1.000	6,594.0
1.618	6,562.5
2.618	6,511.5
4.250	6,428.0

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	6,671.5	6,735.5
PP	6,671.0	6,714.5
S1	6,670.5	6,693.0

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