FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 6,819.0 6,742.0 -77.0 -1.1% 6,764.0
High 6,820.0 6,757.5 -62.5 -0.9% 6,875.0
Low 6,733.0 6,620.0 -113.0 -1.7% 6,721.0
Close 6,747.5 6,650.5 -97.0 -1.4% 6,814.5
Range 87.0 137.5 50.5 58.0% 154.0
ATR 54.5 60.4 5.9 10.9% 0.0
Volume 137,300 109,986 -27,314 -19.9% 727,233
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 7,088.5 7,007.0 6,726.0
R3 6,951.0 6,869.5 6,688.5
R2 6,813.5 6,813.5 6,675.5
R1 6,732.0 6,732.0 6,663.0 6,704.0
PP 6,676.0 6,676.0 6,676.0 6,662.0
S1 6,594.5 6,594.5 6,638.0 6,566.5
S2 6,538.5 6,538.5 6,625.5
S3 6,401.0 6,457.0 6,612.5
S4 6,263.5 6,319.5 6,575.0
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 6,620.0 255.0 3.8% 79.5 1.2% 12% False True 112,216
10 6,875.0 6,620.0 255.0 3.8% 69.5 1.0% 12% False True 121,718
20 6,875.0 6,620.0 255.0 3.8% 56.5 0.8% 12% False True 64,069
40 6,875.0 6,466.0 409.0 6.1% 45.0 0.7% 45% False False 32,076
60 6,875.0 6,466.0 409.0 6.1% 35.5 0.5% 45% False False 21,397
80 6,875.0 6,466.0 409.0 6.1% 27.5 0.4% 45% False False 16,062
100 6,875.0 6,466.0 409.0 6.1% 22.5 0.3% 45% False False 12,857
120 6,875.0 6,412.0 463.0 7.0% 19.0 0.3% 52% False False 10,715
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 14.1
Widest range in 166 trading days
Fibonacci Retracements and Extensions
4.250 7,342.0
2.618 7,117.5
1.618 6,980.0
1.000 6,895.0
0.618 6,842.5
HIGH 6,757.5
0.618 6,705.0
0.500 6,689.0
0.382 6,672.5
LOW 6,620.0
0.618 6,535.0
1.000 6,482.5
1.618 6,397.5
2.618 6,260.0
4.250 6,035.5
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 6,689.0 6,747.5
PP 6,676.0 6,715.0
S1 6,663.0 6,683.0

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

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