FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 6,681.0 6,700.0 19.0 0.3% 6,561.5
High 6,730.0 6,743.0 13.0 0.2% 6,730.0
Low 6,650.0 6,697.5 47.5 0.7% 6,557.5
Close 6,672.0 6,733.5 61.5 0.9% 6,672.0
Range 80.0 45.5 -34.5 -43.1% 172.5
ATR 65.9 66.3 0.4 0.6% 0.0
Volume 63,173 69,338 6,165 9.8% 417,516
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 6,861.0 6,843.0 6,758.5
R3 6,815.5 6,797.5 6,746.0
R2 6,770.0 6,770.0 6,742.0
R1 6,752.0 6,752.0 6,737.5 6,761.0
PP 6,724.5 6,724.5 6,724.5 6,729.0
S1 6,706.5 6,706.5 6,729.5 6,715.5
S2 6,679.0 6,679.0 6,725.0
S3 6,633.5 6,661.0 6,721.0
S4 6,588.0 6,615.5 6,708.5
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 7,170.5 7,094.0 6,767.0
R3 6,998.0 6,921.5 6,719.5
R2 6,825.5 6,825.5 6,703.5
R1 6,749.0 6,749.0 6,688.0 6,787.0
PP 6,653.0 6,653.0 6,653.0 6,672.5
S1 6,576.5 6,576.5 6,656.0 6,615.0
S2 6,480.5 6,480.5 6,640.5
S3 6,308.0 6,404.0 6,624.5
S4 6,135.5 6,231.5 6,577.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,743.0 6,575.5 167.5 2.5% 53.0 0.8% 94% True False 81,087
10 6,743.0 6,492.0 251.0 3.7% 62.0 0.9% 96% True False 90,350
20 6,790.0 6,492.0 298.0 4.4% 63.5 0.9% 81% False False 89,915
40 6,829.0 6,492.0 337.0 5.0% 61.5 0.9% 72% False False 84,152
60 6,829.0 6,492.0 337.0 5.0% 53.5 0.8% 72% False False 75,512
80 6,829.0 6,492.0 337.0 5.0% 45.5 0.7% 72% False False 56,674
100 6,829.0 6,452.0 377.0 5.6% 38.5 0.6% 75% False False 45,341
120 6,829.0 6,397.0 432.0 6.4% 32.5 0.5% 78% False False 37,789
Crabel Price Patterns
NR True
NR4 True
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 13.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,936.5
2.618 6,862.0
1.618 6,816.5
1.000 6,788.5
0.618 6,771.0
HIGH 6,743.0
0.618 6,725.5
0.500 6,720.0
0.382 6,715.0
LOW 6,697.5
0.618 6,669.5
1.000 6,652.0
1.618 6,624.0
2.618 6,578.5
4.250 6,504.0
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 6,729.0 6,717.0
PP 6,724.5 6,701.0
S1 6,720.0 6,685.0

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

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