FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 6,520.0 6,449.5 -70.5 -1.1% 6,390.5
High 6,536.0 6,500.0 -36.0 -0.6% 6,539.0
Low 6,452.5 6,422.0 -30.5 -0.5% 6,313.0
Close 6,460.0 6,433.5 -26.5 -0.4% 6,505.5
Range 83.5 78.0 -5.5 -6.6% 226.0
ATR 105.3 103.3 -1.9 -1.8% 0.0
Volume 104,344 79,573 -24,771 -23.7% 519,197
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 6,686.0 6,637.5 6,476.5
R3 6,608.0 6,559.5 6,455.0
R2 6,530.0 6,530.0 6,448.0
R1 6,481.5 6,481.5 6,440.5 6,467.0
PP 6,452.0 6,452.0 6,452.0 6,444.5
S1 6,403.5 6,403.5 6,426.5 6,389.0
S2 6,374.0 6,374.0 6,419.0
S3 6,296.0 6,325.5 6,412.0
S4 6,218.0 6,247.5 6,390.5
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 6,355.5 183.5 2.9% 84.0 1.3% 43% False False 106,336
10 6,539.0 6,292.0 247.0 3.8% 83.5 1.3% 57% False False 100,753
20 6,539.0 6,042.5 496.5 7.7% 119.0 1.8% 79% False False 138,856
40 6,875.0 6,042.5 832.5 12.9% 98.5 1.5% 47% False False 128,443
60 6,875.0 6,042.5 832.5 12.9% 78.0 1.2% 47% False False 86,724
80 6,875.0 6,042.5 832.5 12.9% 65.5 1.0% 47% False False 65,052
100 6,875.0 6,042.5 832.5 12.9% 54.0 0.8% 47% False False 52,049
120 6,875.0 6,042.5 832.5 12.9% 45.5 0.7% 47% False False 43,381
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,831.5
2.618 6,704.0
1.618 6,626.0
1.000 6,578.0
0.618 6,548.0
HIGH 6,500.0
0.618 6,470.0
0.500 6,461.0
0.382 6,452.0
LOW 6,422.0
0.618 6,374.0
1.000 6,344.0
1.618 6,296.0
2.618 6,218.0
4.250 6,090.5
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 6,461.0 6,480.5
PP 6,452.0 6,465.0
S1 6,442.5 6,449.0

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

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