FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 6,691.0 6,611.0 -80.0 -1.2% 6,819.0
High 6,702.5 6,660.0 -42.5 -0.6% 6,820.0
Low 6,594.0 6,588.5 -5.5 -0.1% 6,588.5
Close 6,615.5 6,626.0 10.5 0.2% 6,626.0
Range 108.5 71.5 -37.0 -34.1% 231.5
ATR 64.6 65.1 0.5 0.8% 0.0
Volume 94,015 83,465 -10,550 -11.2% 543,547
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 6,839.5 6,804.0 6,665.5
R3 6,768.0 6,732.5 6,645.5
R2 6,696.5 6,696.5 6,639.0
R1 6,661.0 6,661.0 6,632.5 6,679.0
PP 6,625.0 6,625.0 6,625.0 6,633.5
S1 6,589.5 6,589.5 6,619.5 6,607.0
S2 6,553.5 6,553.5 6,613.0
S3 6,482.0 6,518.0 6,606.5
S4 6,410.5 6,446.5 6,586.5
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 7,372.5 7,231.0 6,753.5
R3 7,141.0 6,999.5 6,689.5
R2 6,909.5 6,909.5 6,668.5
R1 6,768.0 6,768.0 6,647.0 6,723.0
PP 6,678.0 6,678.0 6,678.0 6,656.0
S1 6,536.5 6,536.5 6,605.0 6,491.5
S2 6,446.5 6,446.5 6,583.5
S3 6,215.0 6,305.0 6,562.5
S4 5,983.5 6,073.5 6,498.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,820.0 6,588.5 231.5 3.5% 95.0 1.4% 16% False True 108,709
10 6,875.0 6,588.5 286.5 4.3% 76.5 1.2% 13% False True 127,078
20 6,875.0 6,588.5 286.5 4.3% 64.5 1.0% 13% False True 78,557
40 6,875.0 6,466.0 409.0 6.2% 48.5 0.7% 39% False False 39,481
60 6,875.0 6,466.0 409.0 6.2% 40.0 0.6% 39% False False 26,334
80 6,875.0 6,466.0 409.0 6.2% 31.0 0.5% 39% False False 19,764
100 6,875.0 6,466.0 409.0 6.2% 25.0 0.4% 39% False False 15,819
120 6,875.0 6,412.0 463.0 7.0% 21.0 0.3% 46% False False 13,184
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 14.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,964.0
2.618 6,847.0
1.618 6,775.5
1.000 6,731.5
0.618 6,704.0
HIGH 6,660.0
0.618 6,632.5
0.500 6,624.0
0.382 6,616.0
LOW 6,588.5
0.618 6,544.5
1.000 6,517.0
1.618 6,473.0
2.618 6,401.5
4.250 6,284.5
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 6,625.5 6,645.5
PP 6,625.0 6,639.0
S1 6,624.0 6,632.5

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

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