FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	6,614.0	6,688.0	74.0	1.1%	6,562.0
High	6,684.0	6,724.5	40.5	0.6%	6,653.0
Low	6,613.0	6,669.0	56.0	0.8%	6,548.0
Close	6,665.5	6,699.5	34.0	0.5%	6,642.0
Range	71.0	55.5	-15.5	-21.8%	105.0
ATR	81.3	79.7	-1.6	-2.0%	0.0
Volume	67,237	77,079	9,842	14.6%	368,637

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,864.0	6,837.5	6,730.0
R3	6,808.5	6,782.0	6,715.0
R2	6,753.0	6,753.0	6,709.5
R1	6,726.5	6,726.5	6,704.5	6,740.0
PP	6,697.5	6,697.5	6,697.5	6,704.5
S1	6,671.0	6,671.0	6,694.5	6,684.0
S2	6,642.0	6,642.0	6,689.5
S3	6,586.5	6,615.5	6,684.0
S4	6,531.0	6,560.0	6,669.0

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	6,724.5	6,575.5	149.0	2.2%	55.0	0.8%	83%	True	False	77,701
10	6,724.5	6,451.0	273.5	4.1%	57.0	0.9%	91%	True	False	80,130
20	6,724.5	6,292.0	432.5	6.5%	70.5	1.0%	94%	True	False	90,441
40	6,724.5	6,042.5	682.0	10.2%	95.0	1.4%	96%	True	False	118,046
60	6,875.0	6,042.5	832.5	12.4%	82.0	1.2%	79%	False	False	100,054
80	6,875.0	6,042.5	832.5	12.4%	70.0	1.0%	79%	False	False	75,061
100	6,875.0	6,042.5	832.5	12.4%	59.5	0.9%	79%	False	False	60,057
120	6,875.0	6,042.5	832.5	12.4%	50.0	0.7%	79%	False	False	50,057

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,960.5
2.618	6,870.0
1.618	6,814.5
1.000	6,780.0
0.618	6,759.0
HIGH	6,724.5
0.618	6,703.5
0.500	6,697.0
0.382	6,690.0
LOW	6,669.0
0.618	6,634.5
1.000	6,613.5
1.618	6,579.0
2.618	6,523.5
4.250	6,433.0

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	6,698.5	6,687.0
PP	6,697.5	6,674.5
S1	6,697.0	6,662.0

Download as Excel Spreadsheet

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

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