FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 6,642.0 6,614.0 -28.0 -0.4% 6,562.0
High 6,653.0 6,684.0 31.0 0.5% 6,653.0
Low 6,600.0 6,613.0 13.0 0.2% 6,548.0
Close 6,642.0 6,665.5 23.5 0.4% 6,642.0
Range 53.0 71.0 18.0 34.0% 105.0
ATR 82.1 81.3 -0.8 -1.0% 0.0
Volume 75,058 67,237 -7,821 -10.4% 368,637
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 6,867.0 6,837.5 6,704.5
R3 6,796.0 6,766.5 6,685.0
R2 6,725.0 6,725.0 6,678.5
R1 6,695.5 6,695.5 6,672.0 6,710.0
PP 6,654.0 6,654.0 6,654.0 6,661.5
S1 6,624.5 6,624.5 6,659.0 6,639.0
S2 6,583.0 6,583.0 6,652.5
S3 6,512.0 6,553.5 6,646.0
S4 6,441.0 6,482.5 6,626.5
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 6,929.5 6,890.5 6,700.0
R3 6,824.5 6,785.5 6,671.0
R2 6,719.5 6,719.5 6,661.0
R1 6,680.5 6,680.5 6,651.5 6,700.0
PP 6,614.5 6,614.5 6,614.5 6,624.0
S1 6,575.5 6,575.5 6,632.5 6,595.0
S2 6,509.5 6,509.5 6,623.0
S3 6,404.5 6,470.5 6,613.0
S4 6,299.5 6,365.5 6,584.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,684.0 6,575.5 108.5 1.6% 49.5 0.7% 83% True False 73,061
10 6,684.0 6,422.0 262.0 3.9% 59.0 0.9% 93% True False 80,379
20 6,684.0 6,198.5 485.5 7.3% 76.0 1.1% 96% True False 92,578
40 6,757.5 6,042.5 715.0 10.7% 97.0 1.5% 87% False False 118,869
60 6,875.0 6,042.5 832.5 12.5% 82.0 1.2% 75% False False 98,775
80 6,875.0 6,042.5 832.5 12.5% 69.5 1.0% 75% False False 74,098
100 6,875.0 6,042.5 832.5 12.5% 59.0 0.9% 75% False False 59,286
120 6,875.0 6,042.5 832.5 12.5% 49.5 0.7% 75% False False 49,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 12.2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,986.0
2.618 6,870.0
1.618 6,799.0
1.000 6,755.0
0.618 6,728.0
HIGH 6,684.0
0.618 6,657.0
0.500 6,648.5
0.382 6,640.0
LOW 6,613.0
0.618 6,569.0
1.000 6,542.0
1.618 6,498.0
2.618 6,427.0
4.250 6,311.0
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 6,660.0 6,656.0
PP 6,654.0 6,647.0
S1 6,648.5 6,637.5

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

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