FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 6,629.5 6,617.5 -12.0 -0.2% 6,819.0
High 6,644.5 6,633.0 -11.5 -0.2% 6,820.0
Low 6,581.5 6,563.0 -18.5 -0.3% 6,588.5
Close 6,619.0 6,605.5 -13.5 -0.2% 6,626.0
Range 63.0 70.0 7.0 11.1% 231.5
ATR 64.9 65.3 0.4 0.6% 0.0
Volume 94,015 112,047 18,032 19.2% 543,547
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 6,810.5 6,778.0 6,644.0
R3 6,740.5 6,708.0 6,625.0
R2 6,670.5 6,670.5 6,618.5
R1 6,638.0 6,638.0 6,612.0 6,619.0
PP 6,600.5 6,600.5 6,600.5 6,591.0
S1 6,568.0 6,568.0 6,599.0 6,549.0
S2 6,530.5 6,530.5 6,592.5
S3 6,460.5 6,498.0 6,586.0
S4 6,390.5 6,428.0 6,567.0
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 6,702.5 6,563.0 139.5 2.1% 77.0 1.2% 30% False True 100,464
10 6,875.0 6,563.0 312.0 4.7% 78.0 1.2% 14% False True 106,340
20 6,875.0 6,563.0 312.0 4.7% 68.5 1.0% 14% False True 88,575
40 6,875.0 6,466.0 409.0 6.2% 50.0 0.8% 34% False False 44,632
60 6,875.0 6,466.0 409.0 6.2% 42.0 0.6% 34% False False 29,768
80 6,875.0 6,466.0 409.0 6.2% 32.5 0.5% 34% False False 22,340
100 6,875.0 6,466.0 409.0 6.2% 26.5 0.4% 34% False False 17,878
120 6,875.0 6,412.0 463.0 7.0% 22.0 0.3% 42% False False 14,901
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 14.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,930.5
2.618 6,816.5
1.618 6,746.5
1.000 6,703.0
0.618 6,676.5
HIGH 6,633.0
0.618 6,606.5
0.500 6,598.0
0.382 6,589.5
LOW 6,563.0
0.618 6,519.5
1.000 6,493.0
1.618 6,449.5
2.618 6,379.5
4.250 6,265.5
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 6,603.0 6,611.5
PP 6,600.5 6,609.5
S1 6,598.0 6,607.5

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

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