FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 6,828.0 6,868.0 40.0 0.6% 6,793.0
High 6,901.0 6,907.5 6.5 0.1% 6,828.5
Low 6,825.0 6,858.0 33.0 0.5% 6,775.5
Close 6,876.0 6,878.0 2.0 0.0% 6,801.5
Range 76.0 49.5 -26.5 -34.9% 53.0
ATR 53.8 53.5 -0.3 -0.6% 0.0
Volume 132,997 111,479 -21,518 -16.2% 301,410
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 7,029.5 7,003.5 6,905.0
R3 6,980.0 6,954.0 6,891.5
R2 6,930.5 6,930.5 6,887.0
R1 6,904.5 6,904.5 6,882.5 6,917.5
PP 6,881.0 6,881.0 6,881.0 6,888.0
S1 6,855.0 6,855.0 6,873.5 6,868.0
S2 6,831.5 6,831.5 6,869.0
S3 6,782.0 6,805.5 6,864.5
S4 6,732.5 6,756.0 6,851.0
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 6,907.5 6,777.5 130.0 1.9% 49.5 0.7% 77% True False 97,316
10 6,907.5 6,740.0 167.5 2.4% 42.5 0.6% 82% True False 89,311
20 6,907.5 6,492.0 415.5 6.0% 49.0 0.7% 93% True False 85,486
40 6,907.5 6,492.0 415.5 6.0% 57.5 0.8% 93% True False 87,255
60 6,907.5 6,492.0 415.5 6.0% 55.5 0.8% 93% True False 91,748
80 6,907.5 6,492.0 415.5 6.0% 50.0 0.7% 93% True False 69,541
100 6,907.5 6,460.0 447.5 6.5% 42.5 0.6% 93% True False 55,638
120 6,907.5 6,397.0 510.5 7.4% 36.5 0.5% 94% True False 46,366
Crabel Price Patterns
NR True
NR4 False
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 9.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,118.0
2.618 7,037.0
1.618 6,987.5
1.000 6,957.0
0.618 6,938.0
HIGH 6,907.5
0.618 6,888.5
0.500 6,883.0
0.382 6,877.0
LOW 6,858.0
0.618 6,827.5
1.000 6,808.5
1.618 6,778.0
2.618 6,728.5
4.250 6,647.5
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 6,883.0 6,871.0
PP 6,881.0 6,864.0
S1 6,879.5 6,857.0

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

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