FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	6,611.0	6,629.5	18.5	0.3%	6,819.0
High	6,660.0	6,644.5	-15.5	-0.2%	6,820.0
Low	6,588.5	6,581.5	-7.0	-0.1%	6,588.5
Close	6,626.0	6,619.0	-7.0	-0.1%	6,626.0
Range	71.5	63.0	-8.5	-11.9%	231.5
ATR	65.1	64.9	-0.1	-0.2%	0.0
Volume	83,465	94,015	10,550	12.6%	543,547

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,804.0	6,774.5	6,653.5
R3	6,741.0	6,711.5	6,636.5
R2	6,678.0	6,678.0	6,630.5
R1	6,648.5	6,648.5	6,625.0	6,632.0
PP	6,615.0	6,615.0	6,615.0	6,606.5
S1	6,585.5	6,585.5	6,613.0	6,569.0
S2	6,552.0	6,552.0	6,607.5
S3	6,489.0	6,522.5	6,601.5
S4	6,426.0	6,459.5	6,584.5

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	6,757.5	6,581.5	176.0	2.7%	90.5	1.4%	21%	False	True	100,052
10	6,875.0	6,581.5	293.5	4.4%	78.5	1.2%	13%	False	True	114,050
20	6,875.0	6,581.5	293.5	4.4%	67.0	1.0%	13%	False	True	83,208
40	6,875.0	6,466.0	409.0	6.2%	48.0	0.7%	37%	False	False	41,831
60	6,875.0	6,466.0	409.0	6.2%	41.0	0.6%	37%	False	False	27,900
80	6,875.0	6,466.0	409.0	6.2%	31.5	0.5%	37%	False	False	20,939
100	6,875.0	6,466.0	409.0	6.2%	25.5	0.4%	37%	False	False	16,758
120	6,875.0	6,412.0	463.0	7.0%	21.5	0.3%	45%	False	False	13,967

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	6,912.0
2.618	6,809.5
1.618	6,746.5
1.000	6,707.5
0.618	6,683.5
HIGH	6,644.5
0.618	6,620.5
0.500	6,613.0
0.382	6,605.5
LOW	6,581.5
0.618	6,542.5
1.000	6,518.5
1.618	6,479.5
2.618	6,416.5
4.250	6,314.0

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	6,617.0	6,642.0
PP	6,615.0	6,634.5
S1	6,613.0	6,626.5

Download as Excel Spreadsheet

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

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