FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	6,827.0	6,810.0	-17.0	-0.2%	6,793.0
High	6,827.0	6,827.5	0.5	0.0%	6,828.5
Low	6,794.0	6,777.5	-16.5	-0.2%	6,775.5
Close	6,804.5	6,801.5	-3.0	0.0%	6,801.5
Range	33.0	50.0	17.0	51.5%	53.0
ATR	54.7	54.4	-0.3	-0.6%	0.0
Volume	105,821	44,625	-61,196	-57.8%	301,410

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,952.0	6,927.0	6,829.0
R3	6,902.0	6,877.0	6,815.0
R2	6,852.0	6,852.0	6,810.5
R1	6,827.0	6,827.0	6,806.0	6,814.5
PP	6,802.0	6,802.0	6,802.0	6,796.0
S1	6,777.0	6,777.0	6,797.0	6,764.5
S2	6,752.0	6,752.0	6,792.5
S3	6,702.0	6,727.0	6,788.0
S4	6,652.0	6,677.0	6,774.0

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,961.0	6,934.0	6,830.5
R3	6,908.0	6,881.0	6,816.0
R2	6,855.0	6,855.0	6,811.0
R1	6,828.0	6,828.0	6,806.5	6,841.5
PP	6,802.0	6,802.0	6,802.0	6,808.5
S1	6,775.0	6,775.0	6,796.5	6,788.5
S2	6,749.0	6,749.0	6,792.0
S3	6,696.0	6,722.0	6,787.0
S4	6,643.0	6,669.0	6,772.5

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	6,740.0	88.5	1.3%	39.5	0.6%	69%	False	False	75,918
10	6,828.5	6,650.0	178.5	2.6%	43.0	0.6%	85%	False	False	72,036
20	6,828.5	6,492.0	336.5	4.9%	53.5	0.8%	92%	False	False	82,816
40	6,829.0	6,492.0	337.0	5.0%	58.5	0.9%	92%	False	False	85,394
60	6,829.0	6,492.0	337.0	5.0%	54.5	0.8%	92%	False	False	85,264
80	6,829.0	6,492.0	337.0	5.0%	49.0	0.7%	92%	False	False	64,022
100	6,829.0	6,460.0	369.0	5.4%	40.5	0.6%	93%	False	False	51,219
120	6,829.0	6,397.0	432.0	6.4%	35.0	0.5%	94%	False	False	42,684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.7
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7,040.0
2.618	6,958.5
1.618	6,908.5
1.000	6,877.5
0.618	6,858.5
HIGH	6,827.5
0.618	6,808.5
0.500	6,802.5
0.382	6,796.5
LOW	6,777.5
0.618	6,746.5
1.000	6,727.5
1.618	6,696.5
2.618	6,646.5
4.250	6,565.0

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	6,802.5	6,803.0
PP	6,802.0	6,802.5
S1	6,802.0	6,802.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols