FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 6,562.0 6,599.5 37.5 0.6% 6,520.0
High 6,606.5 6,621.0 14.5 0.2% 6,596.5
Low 6,548.0 6,592.0 44.0 0.7% 6,422.0
Close 6,595.5 6,609.0 13.5 0.2% 6,557.0
Range 58.5 29.0 -29.5 -50.4% 174.5
ATR 94.8 90.1 -4.7 -5.0% 0.0
Volume 70,566 53,880 -16,686 -23.6% 472,266
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 6,694.5 6,680.5 6,625.0
R3 6,665.5 6,651.5 6,617.0
R2 6,636.5 6,636.5 6,614.5
R1 6,622.5 6,622.5 6,611.5 6,629.5
PP 6,607.5 6,607.5 6,607.5 6,611.0
S1 6,593.5 6,593.5 6,606.5 6,600.5
S2 6,578.5 6,578.5 6,603.5
S3 6,549.5 6,564.5 6,601.0
S4 6,520.5 6,535.5 6,593.0
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 6,621.0 6,451.0 170.0 2.6% 59.0 0.9% 93% True False 82,559
10 6,621.0 6,355.5 265.5 4.0% 71.5 1.1% 95% True False 94,447
20 6,621.0 6,042.5 578.5 8.8% 101.5 1.5% 98% True False 115,420
40 6,875.0 6,042.5 832.5 12.6% 98.5 1.5% 68% False False 122,361
60 6,875.0 6,042.5 832.5 12.6% 80.5 1.2% 68% False False 93,602
80 6,875.0 6,042.5 832.5 12.6% 68.0 1.0% 68% False False 70,212
100 6,875.0 6,042.5 832.5 12.6% 56.5 0.9% 68% False False 56,172
120 6,875.0 6,042.5 832.5 12.6% 48.0 0.7% 68% False False 46,820
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.8
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 6,744.0
2.618 6,697.0
1.618 6,668.0
1.000 6,650.0
0.618 6,639.0
HIGH 6,621.0
0.618 6,610.0
0.500 6,606.5
0.382 6,603.0
LOW 6,592.0
0.618 6,574.0
1.000 6,563.0
1.618 6,545.0
2.618 6,516.0
4.250 6,469.0
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 6,608.0 6,599.5
PP 6,607.5 6,589.5
S1 6,606.5 6,580.0

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

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