FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 6,753.5 6,737.0 -16.5 -0.2% 6,702.0
High 6,771.0 6,751.0 -20.0 -0.3% 6,786.0
Low 6,710.5 6,649.5 -61.0 -0.9% 6,666.5
Close 6,729.0 6,682.5 -46.5 -0.7% 6,741.5
Range 60.5 101.5 41.0 67.8% 119.5
ATR 58.9 61.9 3.0 5.2% 0.0
Volume 132,644 135,300 2,656 2.0% 383,822
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 6,999.0 6,942.0 6,738.5
R3 6,897.5 6,840.5 6,710.5
R2 6,796.0 6,796.0 6,701.0
R1 6,739.0 6,739.0 6,692.0 6,717.0
PP 6,694.5 6,694.5 6,694.5 6,683.0
S1 6,637.5 6,637.5 6,673.0 6,615.0
S2 6,593.0 6,593.0 6,664.0
S3 6,491.5 6,536.0 6,654.5
S4 6,390.0 6,434.5 6,626.5
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 7,090.0 7,035.0 6,807.0
R3 6,970.5 6,915.5 6,774.5
R2 6,851.0 6,851.0 6,763.5
R1 6,796.0 6,796.0 6,752.5 6,823.5
PP 6,731.5 6,731.5 6,731.5 6,745.0
S1 6,676.5 6,676.5 6,730.5 6,704.0
S2 6,612.0 6,612.0 6,719.5
S3 6,492.5 6,557.0 6,708.5
S4 6,373.0 6,437.5 6,676.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,790.0 6,649.5 140.5 2.1% 64.5 1.0% 23% False True 103,892
10 6,790.0 6,641.0 149.0 2.2% 62.5 0.9% 28% False False 89,402
20 6,829.0 6,595.5 233.5 3.5% 63.5 1.0% 37% False False 87,972
40 6,829.0 6,595.5 233.5 3.5% 55.0 0.8% 37% False False 86,488
60 6,829.0 6,595.5 233.5 3.5% 47.0 0.7% 37% False False 57,757
80 6,829.0 6,460.0 369.0 5.5% 37.0 0.6% 60% False False 43,319
100 6,829.0 6,397.0 432.0 6.5% 31.0 0.5% 66% False False 34,657
120 6,829.0 6,397.0 432.0 6.5% 26.5 0.4% 66% False False 28,886
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 16.1
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 7,182.5
2.618 7,016.5
1.618 6,915.0
1.000 6,852.5
0.618 6,813.5
HIGH 6,751.0
0.618 6,712.0
0.500 6,700.0
0.382 6,688.5
LOW 6,649.5
0.618 6,587.0
1.000 6,548.0
1.618 6,485.5
2.618 6,384.0
4.250 6,218.0
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 6,700.0 6,720.0
PP 6,694.5 6,707.5
S1 6,688.5 6,695.0

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

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