FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	6,549.5	6,562.0	12.5	0.2%	6,520.0
High	6,596.5	6,606.5	10.0	0.2%	6,596.5
Low	6,539.0	6,548.0	9.0	0.1%	6,422.0
Close	6,557.0	6,595.5	38.5	0.6%	6,557.0
Range	57.5	58.5	1.0	1.7%	174.5
ATR	97.5	94.8	-2.8	-2.9%	0.0
Volume	106,089	70,566	-35,523	-33.5%	472,266

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,759.0	6,735.5	6,627.5
R3	6,700.5	6,677.0	6,611.5
R2	6,642.0	6,642.0	6,606.0
R1	6,618.5	6,618.5	6,601.0	6,630.0
PP	6,583.5	6,583.5	6,583.5	6,589.0
S1	6,560.0	6,560.0	6,590.0	6,572.0
S2	6,525.0	6,525.0	6,585.0
S3	6,466.5	6,501.5	6,579.5
S4	6,408.0	6,443.0	6,563.5

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,048.5	6,977.5	6,653.0
R3	6,874.0	6,803.0	6,605.0
R2	6,699.5	6,699.5	6,589.0
R1	6,628.5	6,628.5	6,573.0	6,664.0
PP	6,525.0	6,525.0	6,525.0	6,543.0
S1	6,454.0	6,454.0	6,541.0	6,489.5
S2	6,350.5	6,350.5	6,525.0
S3	6,176.0	6,279.5	6,509.0
S4	6,001.5	6,105.0	6,461.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,606.5	6,422.0	184.5	2.8%	69.0	1.0%	94%	True	False	87,697
10	6,606.5	6,355.0	251.5	3.8%	74.5	1.1%	96%	True	False	98,074
20	6,606.5	6,042.5	564.0	8.6%	105.5	1.6%	98%	True	False	124,825
40	6,875.0	6,042.5	832.5	12.6%	99.5	1.5%	66%	False	False	125,742
60	6,875.0	6,042.5	832.5	12.6%	80.0	1.2%	66%	False	False	92,704
80	6,875.0	6,042.5	832.5	12.6%	67.5	1.0%	66%	False	False	69,538
100	6,875.0	6,042.5	832.5	12.6%	56.5	0.9%	66%	False	False	55,633
120	6,875.0	6,042.5	832.5	12.6%	47.5	0.7%	66%	False	False	46,371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	16.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,855.0
2.618	6,759.5
1.618	6,701.0
1.000	6,665.0
0.618	6,642.5
HIGH	6,606.5
0.618	6,584.0
0.500	6,577.0
0.382	6,570.5
LOW	6,548.0
0.618	6,512.0
1.000	6,489.5
1.618	6,453.5
2.618	6,395.0
4.250	6,299.5

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	6,589.5	6,580.0
PP	6,583.5	6,564.5
S1	6,577.0	6,549.0

Download as Excel Spreadsheet

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

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