FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	6,734.5	6,735.0	0.5	0.0%	6,758.0
High	6,757.0	6,737.5	-19.5	-0.3%	6,768.0
Low	6,714.0	6,672.0	-42.0	-0.6%	6,668.0
Close	6,724.0	6,677.0	-47.0	-0.7%	6,731.0
Range	43.0	65.5	22.5	52.3%	100.0
ATR	70.9	70.5	-0.4	-0.5%	0.0
Volume	73,054	105,428	32,374	44.3%	356,496

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,892.0	6,850.0	6,713.0
R3	6,826.5	6,784.5	6,695.0
R2	6,761.0	6,761.0	6,689.0
R1	6,719.0	6,719.0	6,683.0	6,707.0
PP	6,695.5	6,695.5	6,695.5	6,689.5
S1	6,653.5	6,653.5	6,671.0	6,642.0
S2	6,630.0	6,630.0	6,665.0
S3	6,564.5	6,588.0	6,659.0
S4	6,499.0	6,522.5	6,641.0

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	6,758.0	6,638.5	119.5	1.8%	59.5	0.9%	32%	False	False	96,730
10	6,776.0	6,638.5	137.5	2.1%	56.0	0.8%	28%	False	False	87,194
20	6,776.0	6,539.0	237.0	3.5%	54.0	0.8%	58%	False	False	82,297
40	6,776.0	6,042.5	733.5	11.0%	83.0	1.2%	87%	False	False	106,723
60	6,875.0	6,042.5	832.5	12.5%	83.5	1.3%	76%	False	False	114,189
80	6,875.0	6,042.5	832.5	12.5%	73.5	1.1%	76%	False	False	87,895
100	6,875.0	6,042.5	832.5	12.5%	64.0	1.0%	76%	False	False	70,323
120	6,875.0	6,042.5	832.5	12.5%	55.0	0.8%	76%	False	False	58,606

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	14.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,016.0
2.618	6,909.0
1.618	6,843.5
1.000	6,803.0
0.618	6,778.0
HIGH	6,737.5
0.618	6,712.5
0.500	6,705.0
0.382	6,697.0
LOW	6,672.0
0.618	6,631.5
1.000	6,606.5
1.618	6,566.0
2.618	6,500.5
4.250	6,393.5

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	6,705.0	6,715.0
PP	6,695.5	6,702.5
S1	6,686.0	6,689.5

Download as Excel Spreadsheet

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

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