FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 6,735.0 6,710.0 -25.0 -0.4% 6,672.0
High 6,737.5 6,756.5 19.0 0.3% 6,758.0
Low 6,672.0 6,710.0 38.0 0.6% 6,638.5
Close 6,677.0 6,741.5 64.5 1.0% 6,741.5
Range 65.5 46.5 -19.0 -29.0% 119.5
ATR 70.5 71.1 0.6 0.9% 0.0
Volume 105,428 73,422 -32,006 -30.4% 469,668
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,875.5 6,855.0 6,767.0
R3 6,829.0 6,808.5 6,754.5
R2 6,782.5 6,782.5 6,750.0
R1 6,762.0 6,762.0 6,746.0 6,772.0
PP 6,736.0 6,736.0 6,736.0 6,741.0
S1 6,715.5 6,715.5 6,737.0 6,726.0
S2 6,689.5 6,689.5 6,733.0
S3 6,643.0 6,669.0 6,728.5
S4 6,596.5 6,622.5 6,716.0
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 7,071.0 7,026.0 6,807.0
R3 6,951.5 6,906.5 6,774.5
R2 6,832.0 6,832.0 6,763.5
R1 6,787.0 6,787.0 6,752.5 6,809.5
PP 6,712.5 6,712.5 6,712.5 6,724.0
S1 6,667.5 6,667.5 6,730.5 6,690.0
S2 6,593.0 6,593.0 6,719.5
S3 6,473.5 6,548.0 6,708.5
S4 6,354.0 6,428.5 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% 54.5 0.8% 86% False False 93,933
10 6,768.0 6,638.5 129.5 1.9% 52.5 0.8% 80% False False 82,616
20 6,776.0 6,548.0 228.0 3.4% 53.5 0.8% 85% False False 80,663
40 6,776.0 6,042.5 733.5 10.9% 81.0 1.2% 95% False False 104,873
60 6,875.0 6,042.5 832.5 12.3% 84.0 1.2% 84% False False 113,278
80 6,875.0 6,042.5 832.5 12.3% 73.5 1.1% 84% False False 88,812
100 6,875.0 6,042.5 832.5 12.3% 64.0 0.9% 84% False False 71,058
120 6,875.0 6,042.5 832.5 12.3% 55.5 0.8% 84% False False 59,217
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 12.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,954.0
2.618 6,878.0
1.618 6,831.5
1.000 6,803.0
0.618 6,785.0
HIGH 6,756.5
0.618 6,738.5
0.500 6,733.0
0.382 6,728.0
LOW 6,710.0
0.618 6,681.5
1.000 6,663.5
1.618 6,635.0
2.618 6,588.5
4.250 6,512.5
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 6,739.0 6,732.5
PP 6,736.0 6,723.5
S1 6,733.0 6,714.5

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

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