FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 6,602.5 6,643.0 40.5 0.6% 6,625.5
High 6,651.5 6,685.0 33.5 0.5% 6,668.0
Low 6,602.5 6,626.5 24.0 0.4% 6,492.0
Close 6,648.5 6,669.5 21.0 0.3% 6,537.0
Range 49.0 58.5 9.5 19.4% 176.0
ATR 65.3 64.8 -0.5 -0.7% 0.0
Volume 90,339 108,200 17,861 19.8% 499,536
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 6,836.0 6,811.0 6,701.5
R3 6,777.5 6,752.5 6,685.5
R2 6,719.0 6,719.0 6,680.0
R1 6,694.0 6,694.0 6,675.0 6,706.5
PP 6,660.5 6,660.5 6,660.5 6,666.5
S1 6,635.5 6,635.5 6,664.0 6,648.0
S2 6,602.0 6,602.0 6,659.0
S3 6,543.5 6,577.0 6,653.5
S4 6,485.0 6,518.5 6,637.5
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 7,093.5 6,991.5 6,634.0
R3 6,917.5 6,815.5 6,585.5
R2 6,741.5 6,741.5 6,569.5
R1 6,639.5 6,639.5 6,553.0 6,602.5
PP 6,565.5 6,565.5 6,565.5 6,547.0
S1 6,463.5 6,463.5 6,521.0 6,426.5
S2 6,389.5 6,389.5 6,504.5
S3 6,213.5 6,287.5 6,488.5
S4 6,037.5 6,111.5 6,440.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,685.0 6,492.0 193.0 2.9% 55.5 0.8% 92% True False 87,752
10 6,685.0 6,492.0 193.0 2.9% 64.5 1.0% 92% True False 93,597
20 6,790.0 6,492.0 298.0 4.5% 63.5 1.0% 60% False False 91,499
40 6,829.0 6,492.0 337.0 5.1% 60.5 0.9% 53% False False 84,534
60 6,829.0 6,492.0 337.0 5.1% 52.5 0.8% 53% False False 73,336
80 6,829.0 6,492.0 337.0 5.1% 44.0 0.7% 53% False False 55,018
100 6,829.0 6,426.5 402.5 6.0% 37.5 0.6% 60% False False 44,016
120 6,829.0 6,397.0 432.0 6.5% 31.5 0.5% 63% False False 36,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,933.5
2.618 6,838.0
1.618 6,779.5
1.000 6,743.5
0.618 6,721.0
HIGH 6,685.0
0.618 6,662.5
0.500 6,656.0
0.382 6,649.0
LOW 6,626.5
0.618 6,590.5
1.000 6,568.0
1.618 6,532.0
2.618 6,473.5
4.250 6,378.0
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 6,665.0 6,656.5
PP 6,660.5 6,643.5
S1 6,656.0 6,630.0

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

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