FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 6,651.5 6,625.5 -26.0 -0.4% 6,741.0
High 6,674.5 6,668.0 -6.5 -0.1% 6,790.0
Low 6,575.5 6,618.0 42.5 0.6% 6,575.5
Close 6,625.5 6,634.5 9.0 0.1% 6,625.5
Range 99.0 50.0 -49.0 -49.5% 214.5
ATR 65.2 64.1 -1.1 -1.7% 0.0
Volume 82,091 82,887 796 1.0% 525,979
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 6,790.0 6,762.5 6,662.0
R3 6,740.0 6,712.5 6,648.0
R2 6,690.0 6,690.0 6,643.5
R1 6,662.5 6,662.5 6,639.0 6,676.0
PP 6,640.0 6,640.0 6,640.0 6,647.0
S1 6,612.5 6,612.5 6,630.0 6,626.0
S2 6,590.0 6,590.0 6,625.5
S3 6,540.0 6,562.5 6,621.0
S4 6,490.0 6,512.5 6,607.0
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 7,307.0 7,181.0 6,743.5
R3 7,092.5 6,966.5 6,684.5
R2 6,878.0 6,878.0 6,665.0
R1 6,752.0 6,752.0 6,645.0 6,708.0
PP 6,663.5 6,663.5 6,663.5 6,641.5
S1 6,537.5 6,537.5 6,606.0 6,493.0
S2 6,449.0 6,449.0 6,586.0
S3 6,234.5 6,323.0 6,566.5
S4 6,020.0 6,108.5 6,507.5
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 6,575.5 214.5 3.2% 73.0 1.1% 28% False False 104,859
10 6,790.0 6,575.5 214.5 3.2% 65.0 1.0% 28% False False 89,481
20 6,790.0 6,575.5 214.5 3.2% 67.0 1.0% 28% False False 87,582
40 6,829.0 6,575.5 253.5 3.8% 57.0 0.9% 23% False False 90,418
60 6,829.0 6,575.5 253.5 3.8% 49.5 0.7% 23% False False 60,505
80 6,829.0 6,460.0 369.0 5.6% 39.0 0.6% 47% False False 45,382
100 6,829.0 6,397.0 432.0 6.5% 32.5 0.5% 55% False False 36,307
120 6,829.0 6,397.0 432.0 6.5% 27.5 0.4% 55% False False 30,261
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,880.5
2.618 6,799.0
1.618 6,749.0
1.000 6,718.0
0.618 6,699.0
HIGH 6,668.0
0.618 6,649.0
0.500 6,643.0
0.382 6,637.0
LOW 6,618.0
0.618 6,587.0
1.000 6,568.0
1.618 6,537.0
2.618 6,487.0
4.250 6,405.5
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 6,643.0 6,663.0
PP 6,640.0 6,653.5
S1 6,637.5 6,644.0

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

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