FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 6,713.0 6,672.0 -41.0 -0.6% 6,758.0
High 6,739.0 6,684.0 -55.0 -0.8% 6,768.0
Low 6,668.0 6,638.5 -29.5 -0.4% 6,668.0
Close 6,731.0 6,659.5 -71.5 -1.1% 6,731.0
Range 71.0 45.5 -25.5 -35.9% 100.0
ATR 69.4 71.1 1.6 2.4% 0.0
Volume 87,407 109,761 22,354 25.6% 356,496
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,797.0 6,774.0 6,684.5
R3 6,751.5 6,728.5 6,672.0
R2 6,706.0 6,706.0 6,668.0
R1 6,683.0 6,683.0 6,663.5 6,672.0
PP 6,660.5 6,660.5 6,660.5 6,655.0
S1 6,637.5 6,637.5 6,655.5 6,626.0
S2 6,615.0 6,615.0 6,651.0
S3 6,569.5 6,592.0 6,647.0
S4 6,524.0 6,546.5 6,634.5
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 7,022.5 6,976.5 6,786.0
R3 6,922.5 6,876.5 6,758.5
R2 6,822.5 6,822.5 6,749.5
R1 6,776.5 6,776.5 6,740.0 6,749.5
PP 6,722.5 6,722.5 6,722.5 6,709.0
S1 6,676.5 6,676.5 6,722.0 6,649.5
S2 6,622.5 6,622.5 6,712.5
S3 6,522.5 6,576.5 6,703.5
S4 6,422.5 6,476.5 6,676.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,768.0 6,638.5 129.5 1.9% 50.0 0.8% 16% False True 80,526
10 6,776.0 6,638.5 137.5 2.1% 53.5 0.8% 15% False True 81,749
20 6,776.0 6,422.0 354.0 5.3% 56.5 0.8% 67% False False 81,064
40 6,776.0 6,042.5 733.5 11.0% 88.5 1.3% 84% False False 111,413
60 6,875.0 6,042.5 832.5 12.5% 83.5 1.3% 74% False False 111,719
80 6,875.0 6,042.5 832.5 12.5% 72.0 1.1% 74% False False 84,315
100 6,875.0 6,042.5 832.5 12.5% 63.5 0.9% 74% False False 67,459
120 6,875.0 6,042.5 832.5 12.5% 53.5 0.8% 74% False False 56,224
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 False
Bear Hook False
Bull Hook False
Stretch 14.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,877.5
2.618 6,803.0
1.618 6,757.5
1.000 6,729.5
0.618 6,712.0
HIGH 6,684.0
0.618 6,666.5
0.500 6,661.0
0.382 6,656.0
LOW 6,638.5
0.618 6,610.5
1.000 6,593.0
1.618 6,565.0
2.618 6,519.5
4.250 6,445.0
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 6,661.0 6,695.5
PP 6,660.5 6,683.5
S1 6,660.0 6,671.5

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

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