FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 6,672.0 6,691.0 19.0 0.3% 6,758.0
High 6,684.0 6,758.0 74.0 1.1% 6,768.0
Low 6,638.5 6,686.0 47.5 0.7% 6,668.0
Close 6,659.5 6,734.5 75.0 1.1% 6,731.0
Range 45.5 72.0 26.5 58.2% 100.0
ATR 71.1 73.0 2.0 2.8% 0.0
Volume 109,761 108,003 -1,758 -1.6% 356,496
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,942.0 6,910.5 6,774.0
R3 6,870.0 6,838.5 6,754.5
R2 6,798.0 6,798.0 6,747.5
R1 6,766.5 6,766.5 6,741.0 6,782.0
PP 6,726.0 6,726.0 6,726.0 6,734.0
S1 6,694.5 6,694.5 6,728.0 6,710.0
S2 6,654.0 6,654.0 6,721.5
S3 6,582.0 6,622.5 6,714.5
S4 6,510.0 6,550.5 6,695.0
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% 55.0 0.8% 74% False False 86,139
10 6,776.0 6,638.5 137.5 2.0% 55.0 0.8% 70% False False 84,842
20 6,776.0 6,451.0 325.0 4.8% 56.0 0.8% 87% False False 82,486
40 6,776.0 6,042.5 733.5 10.9% 87.5 1.3% 94% False False 110,671
60 6,875.0 6,042.5 832.5 12.4% 84.0 1.3% 83% False False 113,124
80 6,875.0 6,042.5 832.5 12.4% 72.5 1.1% 83% False False 85,665
100 6,875.0 6,042.5 832.5 12.4% 63.5 0.9% 83% False False 68,539
120 6,875.0 6,042.5 832.5 12.4% 54.5 0.8% 83% False False 57,121
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 False
Bear Hook False
Bull Hook False
Stretch 13.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7,064.0
2.618 6,946.5
1.618 6,874.5
1.000 6,830.0
0.618 6,802.5
HIGH 6,758.0
0.618 6,730.5
0.500 6,722.0
0.382 6,713.5
LOW 6,686.0
0.618 6,641.5
1.000 6,614.0
1.618 6,569.5
2.618 6,497.5
4.250 6,380.0
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 6,730.5 6,722.5
PP 6,726.0 6,710.5
S1 6,722.0 6,698.0

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

View Archives - Comment on this page... - Back to Index of Symbols