FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 6,762.0 6,775.0 13.0 0.2% 6,700.0
High 6,777.0 6,785.0 8.0 0.1% 6,785.0
Low 6,746.5 6,740.0 -6.5 -0.1% 6,697.5
Close 6,768.5 6,768.5 0.0 0.0% 6,768.5
Range 30.5 45.0 14.5 47.5% 87.5
ATR 60.6 59.5 -1.1 -1.8% 0.0
Volume 71,563 78,183 6,620 9.3% 355,784
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 6,899.5 6,879.0 6,793.0
R3 6,854.5 6,834.0 6,781.0
R2 6,809.5 6,809.5 6,777.0
R1 6,789.0 6,789.0 6,772.5 6,777.0
PP 6,764.5 6,764.5 6,764.5 6,758.5
S1 6,744.0 6,744.0 6,764.5 6,732.0
S2 6,719.5 6,719.5 6,760.0
S3 6,674.5 6,699.0 6,756.0
S4 6,629.5 6,654.0 6,744.0
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 7,013.0 6,978.0 6,816.5
R3 6,925.5 6,890.5 6,792.5
R2 6,838.0 6,838.0 6,784.5
R1 6,803.0 6,803.0 6,776.5 6,820.5
PP 6,750.5 6,750.5 6,750.5 6,759.0
S1 6,715.5 6,715.5 6,760.5 6,733.0
S2 6,663.0 6,663.0 6,752.5
S3 6,575.5 6,628.0 6,744.5
S4 6,488.0 6,540.5 6,720.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,785.0 6,697.5 87.5 1.3% 40.0 0.6% 81% True False 71,156
10 6,785.0 6,557.5 227.5 3.4% 47.5 0.7% 93% True False 77,330
20 6,790.0 6,492.0 298.0 4.4% 59.5 0.9% 93% False False 89,940
40 6,829.0 6,492.0 337.0 5.0% 60.0 0.9% 82% False False 83,544
60 6,829.0 6,492.0 337.0 5.0% 54.5 0.8% 82% False False 80,271
80 6,829.0 6,492.0 337.0 5.0% 47.0 0.7% 82% False False 60,254
100 6,829.0 6,460.0 369.0 5.5% 39.0 0.6% 84% False False 48,205
120 6,829.0 6,397.0 432.0 6.4% 34.0 0.5% 86% False False 40,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,976.0
2.618 6,903.0
1.618 6,858.0
1.000 6,830.0
0.618 6,813.0
HIGH 6,785.0
0.618 6,768.0
0.500 6,762.5
0.382 6,757.0
LOW 6,740.0
0.618 6,712.0
1.000 6,695.0
1.618 6,667.0
2.618 6,622.0
4.250 6,549.0
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 6,766.5 6,765.5
PP 6,764.5 6,763.0
S1 6,762.5 6,760.0

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

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