FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 14-Oct-2014

Day Change Summary
	Previous	Current
	13-Oct-2014	14-Oct-2014	Change	Change %	Previous Week
Open	6,252.5	6,294.5	42.0	0.7%	6,512.0
High	6,361.5	6,384.5	23.0	0.4%	6,561.0
Low	6,240.0	6,275.0	35.0	0.6%	6,253.5
Close	6,337.0	6,373.0	36.0	0.6%	6,322.0
Range	121.5	109.5	-12.0	-9.9%	307.5
ATR	92.9	94.0	1.2	1.3%	0.0
Volume	155,690	241,985	86,295	55.4%	754,723

Daily Pivots for day following 14-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,672.5	6,632.5	6,433.0
R3	6,563.0	6,523.0	6,403.0
R2	6,453.5	6,453.5	6,393.0
R1	6,413.5	6,413.5	6,383.0	6,433.5
PP	6,344.0	6,344.0	6,344.0	6,354.0
S1	6,304.0	6,304.0	6,363.0	6,324.0
S2	6,234.5	6,234.5	6,353.0
S3	6,125.0	6,194.5	6,343.0
S4	6,015.5	6,085.0	6,313.0

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,301.5	7,119.0	6,491.0
R3	6,994.0	6,811.5	6,406.5
R2	6,686.5	6,686.5	6,378.5
R1	6,504.0	6,504.0	6,350.0	6,441.5
PP	6,379.0	6,379.0	6,379.0	6,347.5
S1	6,196.5	6,196.5	6,294.0	6,134.0
S2	6,071.5	6,071.5	6,265.5
S3	5,764.0	5,889.0	6,237.5
S4	5,456.5	5,581.5	6,153.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,530.5	6,240.0	290.5	4.6%	129.5	2.0%	46%	False	False	176,304
10	6,594.0	6,240.0	354.0	5.6%	112.0	1.8%	38%	False	False	152,263
20	6,875.0	6,240.0	635.0	10.0%	95.0	1.5%	21%	False	False	129,301
40	6,875.0	6,240.0	635.0	10.0%	70.0	1.1%	21%	False	False	82,693
60	6,875.0	6,240.0	635.0	10.0%	56.5	0.9%	21%	False	False	55,142
80	6,875.0	6,240.0	635.0	10.0%	45.5	0.7%	21%	False	False	41,360
100	6,875.0	6,240.0	635.0	10.0%	37.0	0.6%	21%	False	False	33,100
120	6,875.0	6,240.0	635.0	10.0%	31.5	0.5%	21%	False	False	27,589

Crabel Price Patterns
NR	True
NR4	True
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	15.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,850.0
2.618	6,671.0
1.618	6,561.5
1.000	6,494.0
0.618	6,452.0
HIGH	6,384.5
0.618	6,342.5
0.500	6,330.0
0.382	6,317.0
LOW	6,275.0
0.618	6,207.5
1.000	6,165.5
1.618	6,098.0
2.618	5,988.5
4.250	5,809.5

Fisher Pivots for day following 14-Oct-2014
Pivot	1 day	3 day
R1	6,358.5	6,353.0
PP	6,344.0	6,332.5
S1	6,330.0	6,312.0

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