FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	6,730.0	6,749.0	19.0	0.3%	6,649.0
High	6,778.0	6,780.0	2.0	0.0%	6,745.0
Low	6,724.0	6,719.0	-5.0	-0.1%	6,641.0
Close	6,750.0	6,770.0	20.0	0.3%	6,696.5
Range	54.0	61.0	7.0	13.0%	104.0
ATR	60.0	60.0	0.1	0.1%	0.0
Volume	71,389	70,296	-1,093	-1.5%	426,114

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,939.5	6,915.5	6,803.5
R3	6,878.5	6,854.5	6,787.0
R2	6,817.5	6,817.5	6,781.0
R1	6,793.5	6,793.5	6,775.5	6,805.5
PP	6,756.5	6,756.5	6,756.5	6,762.0
S1	6,732.5	6,732.5	6,764.5	6,744.5
S2	6,695.5	6,695.5	6,759.0
S3	6,634.5	6,671.5	6,753.0
S4	6,573.5	6,610.5	6,736.5

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,006.0	6,955.5	6,753.5
R3	6,902.0	6,851.5	6,725.0
R2	6,798.0	6,798.0	6,715.5
R1	6,747.5	6,747.5	6,706.0	6,773.0
PP	6,694.0	6,694.0	6,694.0	6,707.0
S1	6,643.5	6,643.5	6,687.0	6,669.0
S2	6,590.0	6,590.0	6,677.5
S3	6,486.0	6,539.5	6,668.0
S4	6,382.0	6,435.5	6,639.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,780.0	6,641.0	139.0	2.1%	60.5	0.9%	93%	True	False	74,911
10	6,780.0	6,614.5	165.5	2.4%	61.5	0.9%	94%	True	False	80,025
20	6,829.0	6,595.5	233.5	3.4%	59.5	0.9%	75%	False	False	77,534
40	6,829.0	6,595.5	233.5	3.4%	51.5	0.8%	75%	False	False	73,551
60	6,829.0	6,595.5	233.5	3.4%	42.0	0.6%	75%	False	False	49,100
80	6,829.0	6,460.0	369.0	5.5%	33.5	0.5%	84%	False	False	36,826
100	6,829.0	6,397.0	432.0	6.4%	28.0	0.4%	86%	False	False	29,465
120	6,829.0	6,274.0	555.0	8.2%	24.0	0.4%	89%	False	False	24,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,039.0
2.618	6,939.5
1.618	6,878.5
1.000	6,841.0
0.618	6,817.5
HIGH	6,780.0
0.618	6,756.5
0.500	6,749.5
0.382	6,742.5
LOW	6,719.0
0.618	6,681.5
1.000	6,658.0
1.618	6,620.5
2.618	6,559.5
4.250	6,460.0

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	6,763.0	6,758.5
PP	6,756.5	6,747.0
S1	6,749.5	6,735.0

Download as Excel Spreadsheet

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

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