FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 6,617.5 6,572.0 -45.5 -0.7% 6,819.0
High 6,633.0 6,594.0 -39.0 -0.6% 6,820.0
Low 6,563.0 6,502.5 -60.5 -0.9% 6,588.5
Close 6,605.5 6,535.5 -70.0 -1.1% 6,626.0
Range 70.0 91.5 21.5 30.7% 231.5
ATR 65.3 68.0 2.7 4.1% 0.0
Volume 112,047 164,206 52,159 46.6% 543,547
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 6,818.5 6,768.5 6,586.0
R3 6,727.0 6,677.0 6,560.5
R2 6,635.5 6,635.5 6,552.5
R1 6,585.5 6,585.5 6,544.0 6,565.0
PP 6,544.0 6,544.0 6,544.0 6,533.5
S1 6,494.0 6,494.0 6,527.0 6,473.0
S2 6,452.5 6,452.5 6,518.5
S3 6,361.0 6,402.5 6,510.5
S4 6,269.5 6,311.0 6,485.0
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 6,502.5 200.0 3.1% 81.0 1.2% 17% False True 109,549
10 6,875.0 6,502.5 372.5 5.7% 82.5 1.3% 9% False True 113,195
20 6,875.0 6,502.5 372.5 5.7% 70.0 1.1% 9% False True 95,979
40 6,875.0 6,466.0 409.0 6.3% 52.0 0.8% 17% False False 48,737
60 6,875.0 6,466.0 409.0 6.3% 43.0 0.7% 17% False False 32,504
80 6,875.0 6,466.0 409.0 6.3% 33.5 0.5% 17% False False 24,392
100 6,875.0 6,466.0 409.0 6.3% 27.5 0.4% 17% False False 19,520
120 6,875.0 6,412.0 463.0 7.1% 23.0 0.3% 27% False False 16,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 16.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,983.0
2.618 6,833.5
1.618 6,742.0
1.000 6,685.5
0.618 6,650.5
HIGH 6,594.0
0.618 6,559.0
0.500 6,548.0
0.382 6,537.5
LOW 6,502.5
0.618 6,446.0
1.000 6,411.0
1.618 6,354.5
2.618 6,263.0
4.250 6,113.5
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 6,548.0 6,573.5
PP 6,544.0 6,561.0
S1 6,540.0 6,548.0

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

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