FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 6,572.0 6,510.0 -62.0 -0.9% 6,819.0
High 6,594.0 6,531.5 -62.5 -0.9% 6,820.0
Low 6,502.5 6,397.5 -105.0 -1.6% 6,588.5
Close 6,535.5 6,430.0 -105.5 -1.6% 6,626.0
Range 91.5 134.0 42.5 46.4% 231.5
ATR 68.0 73.0 5.0 7.4% 0.0
Volume 164,206 93,480 -70,726 -43.1% 543,547
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 6,855.0 6,776.5 6,503.5
R3 6,721.0 6,642.5 6,467.0
R2 6,587.0 6,587.0 6,454.5
R1 6,508.5 6,508.5 6,442.5 6,481.0
PP 6,453.0 6,453.0 6,453.0 6,439.0
S1 6,374.5 6,374.5 6,417.5 6,347.0
S2 6,319.0 6,319.0 6,405.5
S3 6,185.0 6,240.5 6,393.0
S4 6,051.0 6,106.5 6,356.5
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 6,660.0 6,397.5 262.5 4.1% 86.0 1.3% 12% False True 109,442
10 6,875.0 6,397.5 477.5 7.4% 90.5 1.4% 7% False True 109,187
20 6,875.0 6,397.5 477.5 7.4% 74.5 1.2% 7% False True 100,467
40 6,875.0 6,397.5 477.5 7.4% 54.0 0.8% 7% False True 51,073
60 6,875.0 6,397.5 477.5 7.4% 45.0 0.7% 7% False True 34,062
80 6,875.0 6,397.5 477.5 7.4% 35.5 0.5% 7% False True 25,561
100 6,875.0 6,397.5 477.5 7.4% 28.5 0.4% 7% False True 20,455
120 6,875.0 6,397.5 477.5 7.4% 24.0 0.4% 7% False True 17,048
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 16.3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7,101.0
2.618 6,882.5
1.618 6,748.5
1.000 6,665.5
0.618 6,614.5
HIGH 6,531.5
0.618 6,480.5
0.500 6,464.5
0.382 6,448.5
LOW 6,397.5
0.618 6,314.5
1.000 6,263.5
1.618 6,180.5
2.618 6,046.5
4.250 5,828.0
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 6,464.5 6,515.0
PP 6,453.0 6,487.0
S1 6,441.5 6,458.5

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

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