FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 6,649.5 6,614.0 -35.5 -0.5% 6,741.0
High 6,666.0 6,618.0 -48.0 -0.7% 6,790.0
Low 6,594.0 6,552.5 -41.5 -0.6% 6,575.5
Close 6,633.0 6,594.5 -38.5 -0.6% 6,625.5
Range 72.0 65.5 -6.5 -9.0% 214.5
ATR 64.6 65.8 1.1 1.8% 0.0
Volume 108,047 115,533 7,486 6.9% 525,979
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 6,785.0 6,755.0 6,630.5
R3 6,719.5 6,689.5 6,612.5
R2 6,654.0 6,654.0 6,606.5
R1 6,624.0 6,624.0 6,600.5 6,606.0
PP 6,588.5 6,588.5 6,588.5 6,579.5
S1 6,558.5 6,558.5 6,588.5 6,541.0
S2 6,523.0 6,523.0 6,582.5
S3 6,457.5 6,493.0 6,576.5
S4 6,392.0 6,427.5 6,558.5
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 6,751.0 6,552.5 198.5 3.0% 77.5 1.2% 21% False True 104,771
10 6,790.0 6,552.5 237.5 3.6% 67.0 1.0% 18% False True 97,831
20 6,790.0 6,552.5 237.5 3.6% 65.5 1.0% 18% False True 89,024
40 6,829.0 6,552.5 276.5 4.2% 58.5 0.9% 15% False True 94,880
60 6,829.0 6,552.5 276.5 4.2% 50.5 0.8% 15% False True 64,226
80 6,829.0 6,460.0 369.0 5.6% 40.5 0.6% 36% False False 48,176
100 6,829.0 6,397.0 432.0 6.6% 34.0 0.5% 46% False False 38,542
120 6,829.0 6,397.0 432.0 6.6% 28.5 0.4% 46% False False 32,124
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 18.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,896.5
2.618 6,789.5
1.618 6,724.0
1.000 6,683.5
0.618 6,658.5
HIGH 6,618.0
0.618 6,593.0
0.500 6,585.0
0.382 6,577.5
LOW 6,552.5
0.618 6,512.0
1.000 6,487.0
1.618 6,446.5
2.618 6,381.0
4.250 6,274.0
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 6,591.5 6,610.0
PP 6,588.5 6,605.0
S1 6,585.0 6,600.0

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

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