FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 6,247.0 6,368.5 121.5 1.9% 6,252.5
High 6,372.0 6,384.5 12.5 0.2% 6,384.5
Low 6,198.5 6,311.0 112.5 1.8% 6,042.5
Close 6,344.5 6,369.0 24.5 0.4% 6,279.5
Range 173.5 73.5 -100.0 -57.6% 342.0
ATR 119.3 116.1 -3.3 -2.7% 0.0
Volume 119,818 103,858 -15,960 -13.3% 999,101
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 6,575.5 6,545.5 6,409.5
R3 6,502.0 6,472.0 6,389.0
R2 6,428.5 6,428.5 6,382.5
R1 6,398.5 6,398.5 6,375.5 6,413.5
PP 6,355.0 6,355.0 6,355.0 6,362.0
S1 6,325.0 6,325.0 6,362.5 6,340.0
S2 6,281.5 6,281.5 6,355.5
S3 6,208.0 6,251.5 6,349.0
S4 6,134.5 6,178.0 6,328.5
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 7,261.5 7,112.5 6,467.5
R3 6,919.5 6,770.5 6,373.5
R2 6,577.5 6,577.5 6,342.0
R1 6,428.5 6,428.5 6,311.0 6,503.0
PP 6,235.5 6,235.5 6,235.5 6,273.0
S1 6,086.5 6,086.5 6,248.0 6,161.0
S2 5,893.5 5,893.5 6,217.0
S3 5,551.5 5,744.5 6,185.5
S4 5,209.5 5,402.5 6,091.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,384.5 6,042.5 342.0 5.4% 144.0 2.3% 95% True False 135,197
10 6,530.5 6,042.5 488.0 7.7% 151.5 2.4% 67% False False 171,385
20 6,702.5 6,042.5 660.0 10.4% 120.0 1.9% 49% False False 144,905
40 6,875.0 6,042.5 832.5 13.1% 89.5 1.4% 39% False False 107,420
60 6,875.0 6,042.5 832.5 13.1% 71.0 1.1% 39% False False 71,665
80 6,875.0 6,042.5 832.5 13.1% 57.5 0.9% 39% False False 53,759
100 6,875.0 6,042.5 832.5 13.1% 47.0 0.7% 39% False False 43,018
120 6,875.0 6,042.5 832.5 13.1% 39.5 0.6% 39% False False 35,855
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 25.9
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,697.0
2.618 6,577.0
1.618 6,503.5
1.000 6,458.0
0.618 6,430.0
HIGH 6,384.5
0.618 6,356.5
0.500 6,348.0
0.382 6,339.0
LOW 6,311.0
0.618 6,265.5
1.000 6,237.5
1.618 6,192.0
2.618 6,118.5
4.250 5,998.5
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 6,362.0 6,343.0
PP 6,355.0 6,317.5
S1 6,348.0 6,291.5

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

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