FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	6,616.0	6,604.0	-12.0	-0.2%	6,520.0
High	6,617.5	6,644.0	26.5	0.4%	6,596.5
Low	6,575.5	6,591.0	15.5	0.2%	6,422.0
Close	6,589.5	6,635.5	46.0	0.7%	6,557.0
Range	42.0	53.0	11.0	26.2%	174.5
ATR	86.6	84.3	-2.3	-2.6%	0.0
Volume	76,343	92,790	16,447	21.5%	472,266

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,782.5	6,762.0	6,664.5
R3	6,729.5	6,709.0	6,650.0
R2	6,676.5	6,676.5	6,645.0
R1	6,656.0	6,656.0	6,640.5	6,666.0
PP	6,623.5	6,623.5	6,623.5	6,628.5
S1	6,603.0	6,603.0	6,630.5	6,613.0
S2	6,570.5	6,570.5	6,626.0
S3	6,517.5	6,550.0	6,621.0
S4	6,464.5	6,497.0	6,606.5

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	6,644.0	6,539.0	105.0	1.6%	48.0	0.7%	92%	True	False	79,933
10	6,644.0	6,422.0	222.0	3.3%	63.5	1.0%	96%	True	False	87,578
20	6,644.0	6,146.0	498.0	7.5%	83.0	1.3%	98%	True	False	99,737
40	6,875.0	6,042.5	832.5	12.5%	98.0	1.5%	71%	False	False	120,859
60	6,875.0	6,042.5	832.5	12.5%	81.0	1.2%	71%	False	False	96,406
80	6,875.0	6,042.5	832.5	12.5%	68.5	1.0%	71%	False	False	72,319
100	6,875.0	6,042.5	832.5	12.5%	57.5	0.9%	71%	False	False	57,863
120	6,875.0	6,042.5	832.5	12.5%	48.5	0.7%	71%	False	False	48,229

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,869.0
2.618	6,783.0
1.618	6,730.0
1.000	6,697.0
0.618	6,677.0
HIGH	6,644.0
0.618	6,624.0
0.500	6,617.5
0.382	6,611.0
LOW	6,591.0
0.618	6,558.0
1.000	6,538.0
1.618	6,505.0
2.618	6,452.0
4.250	6,366.0

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	6,629.5	6,627.0
PP	6,623.5	6,618.5
S1	6,617.5	6,610.0

Download as Excel Spreadsheet

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

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