FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 6,459.5 6,520.0 60.5 0.9% 6,390.5
High 6,539.0 6,536.0 -3.0 0.0% 6,539.0
Low 6,453.5 6,452.5 -1.0 0.0% 6,313.0
Close 6,505.5 6,460.0 -45.5 -0.7% 6,505.5
Range 85.5 83.5 -2.0 -2.3% 226.0
ATR 106.9 105.3 -1.7 -1.6% 0.0
Volume 109,939 104,344 -5,595 -5.1% 519,197
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 6,733.5 6,680.0 6,506.0
R3 6,650.0 6,596.5 6,483.0
R2 6,566.5 6,566.5 6,475.5
R1 6,513.0 6,513.0 6,467.5 6,498.0
PP 6,483.0 6,483.0 6,483.0 6,475.0
S1 6,429.5 6,429.5 6,452.5 6,414.5
S2 6,399.5 6,399.5 6,444.5
S3 6,316.0 6,346.0 6,437.0
S4 6,232.5 6,262.5 6,414.0
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 7,130.5 7,044.0 6,630.0
R3 6,904.5 6,818.0 6,567.5
R2 6,678.5 6,678.5 6,547.0
R1 6,592.0 6,592.0 6,526.0 6,635.0
PP 6,452.5 6,452.5 6,452.5 6,474.0
S1 6,366.0 6,366.0 6,485.0 6,409.0
S2 6,226.5 6,226.5 6,464.0
S3 6,000.5 6,140.0 6,443.5
S4 5,774.5 5,914.0 6,381.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,539.0 6,355.0 184.0 2.8% 80.5 1.2% 57% False False 108,451
10 6,539.0 6,198.5 340.5 5.3% 93.0 1.4% 77% False False 104,777
20 6,540.0 6,042.5 497.5 7.7% 121.0 1.9% 84% False False 141,762
40 6,875.0 6,042.5 832.5 12.9% 97.5 1.5% 50% False False 127,047
60 6,875.0 6,042.5 832.5 12.9% 77.5 1.2% 50% False False 85,398
80 6,875.0 6,042.5 832.5 12.9% 65.0 1.0% 50% False False 64,058
100 6,875.0 6,042.5 832.5 12.9% 53.0 0.8% 50% False False 51,256
120 6,875.0 6,042.5 832.5 12.9% 45.0 0.7% 50% False False 42,719
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 23.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,891.0
2.618 6,754.5
1.618 6,671.0
1.000 6,619.5
0.618 6,587.5
HIGH 6,536.0
0.618 6,504.0
0.500 6,494.0
0.382 6,484.5
LOW 6,452.5
0.618 6,401.0
1.000 6,369.0
1.618 6,317.5
2.618 6,234.0
4.250 6,097.5
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 6,494.0 6,456.0
PP 6,483.0 6,451.5
S1 6,471.5 6,447.0

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

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