FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 6,780.0 6,842.0 62.0 0.9% 6,764.0
High 6,798.0 6,875.0 77.0 1.1% 6,875.0
Low 6,742.0 6,806.0 64.0 0.9% 6,721.0
Close 6,791.0 6,814.5 23.5 0.3% 6,814.5
Range 56.0 69.0 13.0 23.2% 154.0
ATR 49.5 52.0 2.5 5.0% 0.0
Volume 133,557 84,578 -48,979 -36.7% 727,233
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 7,039.0 6,995.5 6,852.5
R3 6,970.0 6,926.5 6,833.5
R2 6,901.0 6,901.0 6,827.0
R1 6,857.5 6,857.5 6,821.0 6,845.0
PP 6,832.0 6,832.0 6,832.0 6,825.5
S1 6,788.5 6,788.5 6,808.0 6,776.0
S2 6,763.0 6,763.0 6,802.0
S3 6,694.0 6,719.5 6,795.5
S4 6,625.0 6,650.5 6,776.5
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 7,265.5 7,194.0 6,899.0
R3 7,111.5 7,040.0 6,857.0
R2 6,957.5 6,957.5 6,842.5
R1 6,886.0 6,886.0 6,828.5 6,922.0
PP 6,803.5 6,803.5 6,803.5 6,821.5
S1 6,732.0 6,732.0 6,800.5 6,768.0
S2 6,649.5 6,649.5 6,786.5
S3 6,495.5 6,578.0 6,772.0
S4 6,341.5 6,424.0 6,730.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,875.0 6,721.0 154.0 2.3% 58.0 0.9% 61% True False 145,446
10 6,875.0 6,721.0 154.0 2.3% 60.0 0.9% 61% True False 99,630
20 6,875.0 6,715.0 160.0 2.3% 48.5 0.7% 62% True False 51,725
40 6,875.0 6,466.0 409.0 6.0% 40.0 0.6% 85% True False 25,894
60 6,875.0 6,466.0 409.0 6.0% 32.0 0.5% 85% True False 17,276
80 6,875.0 6,466.0 409.0 6.0% 25.0 0.4% 85% True False 12,971
100 6,875.0 6,466.0 409.0 6.0% 20.5 0.3% 85% True False 10,384
120 6,875.0 6,412.0 463.0 6.8% 17.0 0.2% 87% True False 8,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,168.0
2.618 7,055.5
1.618 6,986.5
1.000 6,944.0
0.618 6,917.5
HIGH 6,875.0
0.618 6,848.5
0.500 6,840.5
0.382 6,832.5
LOW 6,806.0
0.618 6,763.5
1.000 6,737.0
1.618 6,694.5
2.618 6,625.5
4.250 6,513.0
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 6,840.5 6,812.5
PP 6,832.0 6,810.5
S1 6,823.0 6,808.5

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

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