FTSE 100 Index Future September 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 6,859.0 6,819.5 -39.5 -0.6% 6,818.5
High 6,869.0 6,847.0 -22.0 -0.3% 6,907.5
Low 6,772.0 6,812.0 40.0 0.6% 6,793.5
Close 6,831.0 6,827.5 -3.5 -0.1% 6,854.5
Range 97.0 35.0 -62.0 -63.9% 114.0
ATR 56.8 55.2 -1.6 -2.7% 0.0
Volume 87,630 116,876 29,246 33.4% 578,030
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 6,934.0 6,915.5 6,847.0
R3 6,899.0 6,880.5 6,837.0
R2 6,864.0 6,864.0 6,834.0
R1 6,845.5 6,845.5 6,830.5 6,855.0
PP 6,829.0 6,829.0 6,829.0 6,833.5
S1 6,810.5 6,810.5 6,824.5 6,820.0
S2 6,794.0 6,794.0 6,821.0
S3 6,759.0 6,775.5 6,818.0
S4 6,724.0 6,740.5 6,808.0
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% 62.5 0.9% 41% False False 117,010
10 6,907.5 6,772.0 135.5 2.0% 48.5 0.7% 41% False False 102,259
20 6,907.5 6,575.5 332.0 4.9% 48.0 0.7% 76% False False 88,791
40 6,907.5 6,492.0 415.5 6.1% 57.5 0.8% 81% False False 90,053
60 6,907.5 6,492.0 415.5 6.1% 56.0 0.8% 81% False False 88,287
80 6,907.5 6,492.0 415.5 6.1% 51.0 0.8% 81% False False 73,797
100 6,907.5 6,467.0 440.5 6.5% 44.0 0.6% 82% False False 59,044
120 6,907.5 6,397.0 510.5 7.5% 38.0 0.6% 84% False False 49,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,996.0
2.618 6,938.5
1.618 6,903.5
1.000 6,882.0
0.618 6,868.5
HIGH 6,847.0
0.618 6,833.5
0.500 6,829.5
0.382 6,825.5
LOW 6,812.0
0.618 6,790.5
1.000 6,777.0
1.618 6,755.5
2.618 6,720.5
4.250 6,663.0
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 6,829.5 6,828.0
PP 6,829.0 6,828.0
S1 6,828.0 6,828.0

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

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