FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 6,884.0 6,859.0 -25.0 -0.4% 6,818.5
High 6,884.5 6,869.0 -15.5 -0.2% 6,907.5
Low 6,828.5 6,772.0 -56.5 -0.8% 6,793.5
Close 6,854.5 6,831.0 -23.5 -0.3% 6,854.5
Range 56.0 97.0 41.0 73.2% 114.0
ATR 53.7 56.8 3.1 5.8% 0.0
Volume 136,072 87,630 -48,442 -35.6% 578,030
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 7,115.0 7,070.0 6,884.5
R3 7,018.0 6,973.0 6,857.5
R2 6,921.0 6,921.0 6,849.0
R1 6,876.0 6,876.0 6,840.0 6,850.0
PP 6,824.0 6,824.0 6,824.0 6,811.0
S1 6,779.0 6,779.0 6,822.0 6,753.0
S2 6,727.0 6,727.0 6,813.0
S3 6,630.0 6,682.0 6,804.5
S4 6,533.0 6,585.0 6,777.5
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 7,194.0 7,138.0 6,917.0
R3 7,080.0 7,024.0 6,886.0
R2 6,966.0 6,966.0 6,875.5
R1 6,910.0 6,910.0 6,865.0 6,938.0
PP 6,852.0 6,852.0 6,852.0 6,866.0
S1 6,796.0 6,796.0 6,844.0 6,824.0
S2 6,738.0 6,738.0 6,833.5
S3 6,624.0 6,682.0 6,823.0
S4 6,510.0 6,568.0 6,792.0
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 6,772.0 135.5 2.0% 64.0 0.9% 44% False True 117,884
10 6,907.5 6,772.0 135.5 2.0% 50.0 0.7% 44% False True 96,707
20 6,907.5 6,557.5 350.0 5.1% 49.0 0.7% 78% False False 87,018
40 6,907.5 6,492.0 415.5 6.1% 58.0 0.9% 82% False False 89,395
60 6,907.5 6,492.0 415.5 6.1% 56.0 0.8% 82% False False 91,373
80 6,907.5 6,492.0 415.5 6.1% 51.0 0.7% 82% False False 72,336
100 6,907.5 6,467.0 440.5 6.4% 44.0 0.6% 83% False False 57,875
120 6,907.5 6,397.0 510.5 7.5% 38.0 0.6% 85% False False 48,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.1
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 7,281.0
2.618 7,123.0
1.618 7,026.0
1.000 6,966.0
0.618 6,929.0
HIGH 6,869.0
0.618 6,832.0
0.500 6,820.5
0.382 6,809.0
LOW 6,772.0
0.618 6,712.0
1.000 6,675.0
1.618 6,615.0
2.618 6,518.0
4.250 6,360.0
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 6,827.5 6,840.0
PP 6,824.0 6,837.0
S1 6,820.5 6,834.0

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

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