FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	6,543.5	6,555.0	11.5	0.2%	6,412.0
High	6,552.0	6,555.0	3.0	0.0%	6,531.0
Low	6,541.0	6,524.0	-17.0	-0.3%	6,377.5
Close	6,554.0	6,534.0	-20.0	-0.3%	6,502.0
Range	11.0	31.0	20.0	181.8%	153.5
ATR	58.5	56.6	-2.0	-3.4%	0.0
Volume	7	6	-1	-14.3%	721

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,630.5	6,613.5	6,551.0
R3	6,599.5	6,582.5	6,542.5
R2	6,568.5	6,568.5	6,539.5
R1	6,551.5	6,551.5	6,537.0	6,544.5
PP	6,537.5	6,537.5	6,537.5	6,534.0
S1	6,520.5	6,520.5	6,531.0	6,513.5
S2	6,506.5	6,506.5	6,528.5
S3	6,475.5	6,489.5	6,525.5
S4	6,444.5	6,458.5	6,517.0

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,930.5	6,870.0	6,586.5
R3	6,777.0	6,716.5	6,544.0
R2	6,623.5	6,623.5	6,530.0
R1	6,563.0	6,563.0	6,516.0	6,593.0
PP	6,470.0	6,470.0	6,470.0	6,485.5
S1	6,409.5	6,409.5	6,488.0	6,440.0
S2	6,316.5	6,316.5	6,474.0
S3	6,163.0	6,256.0	6,460.0
S4	6,009.5	6,102.5	6,417.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,555.0	6,448.0	107.0	1.6%	32.5	0.5%	80%	True	False	15
10	6,555.0	6,305.0	250.0	3.8%	38.0	0.6%	92%	True	False	85
20	6,555.0	6,010.0	545.0	8.3%	48.0	0.7%	96%	True	False	205
40	6,766.0	6,010.0	756.0	11.6%	41.0	0.6%	69%	False	False	111
60	6,808.5	6,010.0	798.5	12.2%	29.0	0.4%	66%	False	False	79
80	6,808.5	6,010.0	798.5	12.2%	24.0	0.4%	66%	False	False	65
100	6,808.5	6,010.0	798.5	12.2%	19.0	0.3%	66%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,687.0
2.618	6,636.0
1.618	6,605.0
1.000	6,586.0
0.618	6,574.0
HIGH	6,555.0
0.618	6,543.0
0.500	6,539.5
0.382	6,536.0
LOW	6,524.0
0.618	6,505.0
1.000	6,493.0
1.618	6,474.0
2.618	6,443.0
4.250	6,392.0

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	6,539.5	6,535.0
PP	6,537.5	6,534.5
S1	6,536.0	6,534.5

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