FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 6,360.0 6,406.0 46.0 0.7% 6,300.0
High 6,415.0 6,454.0 39.0 0.6% 6,409.0
Low 6,355.0 6,396.5 41.5 0.7% 6,198.5
Close 6,384.0 6,426.0 42.0 0.7% 6,365.0
Range 60.0 57.5 -2.5 -4.2% 210.5
ATR 109.1 106.3 -2.8 -2.6% 0.0
Volume 90,149 109,939 19,790 22.0% 591,079
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 6,598.0 6,569.5 6,457.5
R3 6,540.5 6,512.0 6,442.0
R2 6,483.0 6,483.0 6,436.5
R1 6,454.5 6,454.5 6,431.5 6,469.0
PP 6,425.5 6,425.5 6,425.5 6,432.5
S1 6,397.0 6,397.0 6,420.5 6,411.0
S2 6,368.0 6,368.0 6,415.5
S3 6,310.5 6,339.5 6,410.0
S4 6,253.0 6,282.0 6,394.5
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 6,955.5 6,871.0 6,481.0
R3 6,745.0 6,660.5 6,423.0
R2 6,534.5 6,534.5 6,403.5
R1 6,450.0 6,450.0 6,384.5 6,492.0
PP 6,324.0 6,324.0 6,324.0 6,345.5
S1 6,239.5 6,239.5 6,345.5 6,282.0
S2 6,113.5 6,113.5 6,326.5
S3 5,903.0 6,029.0 6,307.0
S4 5,692.5 5,818.5 6,249.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,454.0 6,292.0 162.0 2.5% 80.0 1.2% 83% True False 96,386
10 6,454.0 6,042.5 411.5 6.4% 112.0 1.7% 93% True False 115,791
20 6,561.0 6,042.5 518.5 8.1% 120.0 1.9% 74% False False 141,614
40 6,875.0 6,042.5 832.5 13.0% 95.0 1.5% 46% False False 118,796
60 6,875.0 6,042.5 832.5 13.0% 74.5 1.2% 46% False False 79,696
80 6,875.0 6,042.5 832.5 13.0% 62.0 1.0% 46% False False 59,782
100 6,875.0 6,042.5 832.5 13.0% 51.0 0.8% 46% False False 47,837
120 6,875.0 6,042.5 832.5 13.0% 42.5 0.7% 46% False False 39,869
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,698.5
2.618 6,604.5
1.618 6,547.0
1.000 6,511.5
0.618 6,489.5
HIGH 6,454.0
0.618 6,432.0
0.500 6,425.0
0.382 6,418.5
LOW 6,396.5
0.618 6,361.0
1.000 6,339.0
1.618 6,303.5
2.618 6,246.0
4.250 6,152.0
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 6,426.0 6,412.0
PP 6,425.5 6,397.5
S1 6,425.0 6,383.5

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

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