FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 6,793.0 6,811.0 18.0 0.3% 6,700.0
High 6,825.0 6,828.5 3.5 0.1% 6,785.0
Low 6,775.5 6,809.5 34.0 0.5% 6,697.5
Close 6,823.5 6,824.0 0.5 0.0% 6,768.5
Range 49.5 19.0 -30.5 -61.6% 87.5
ATR 59.2 56.4 -2.9 -4.9% 0.0
Volume 61,351 89,613 28,262 46.1% 355,784
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 6,877.5 6,870.0 6,834.5
R3 6,858.5 6,851.0 6,829.0
R2 6,839.5 6,839.5 6,827.5
R1 6,832.0 6,832.0 6,825.5 6,836.0
PP 6,820.5 6,820.5 6,820.5 6,822.5
S1 6,813.0 6,813.0 6,822.5 6,817.0
S2 6,801.5 6,801.5 6,820.5
S3 6,782.5 6,794.0 6,819.0
S4 6,763.5 6,775.0 6,813.5
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 6,828.5 6,735.0 93.5 1.4% 37.0 0.5% 95% True False 71,886
10 6,828.5 6,602.5 226.0 3.3% 45.5 0.7% 98% True False 76,846
20 6,828.5 6,492.0 336.5 4.9% 57.5 0.8% 99% True False 88,691
40 6,829.0 6,492.0 337.0 4.9% 59.0 0.9% 99% False False 84,019
60 6,829.0 6,492.0 337.0 4.9% 54.5 0.8% 99% False False 82,780
80 6,829.0 6,492.0 337.0 4.9% 48.0 0.7% 99% False False 62,141
100 6,829.0 6,460.0 369.0 5.4% 39.5 0.6% 99% False False 49,714
120 6,829.0 6,397.0 432.0 6.3% 34.0 0.5% 99% False False 41,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.6
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 6,909.0
2.618 6,878.0
1.618 6,859.0
1.000 6,847.5
0.618 6,840.0
HIGH 6,828.5
0.618 6,821.0
0.500 6,819.0
0.382 6,817.0
LOW 6,809.5
0.618 6,798.0
1.000 6,790.5
1.618 6,779.0
2.618 6,760.0
4.250 6,729.0
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 6,822.5 6,811.0
PP 6,820.5 6,797.5
S1 6,819.0 6,784.0

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

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