FTSE 100 Index Future March 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 6,170.5 6,211.0 40.5 0.7% 6,679.0
High 6,294.0 6,341.0 47.0 0.7% 6,679.0
Low 6,086.0 6,178.5 92.5 1.5% 6,163.5
Close 6,269.5 6,299.5 30.0 0.5% 6,245.5
Range 208.0 162.5 -45.5 -21.9% 515.5
ATR 103.2 107.4 4.2 4.1% 0.0
Volume 169,804 140,716 -29,088 -17.1% 81,828
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,760.5 6,692.5 6,389.0
R3 6,598.0 6,530.0 6,344.0
R2 6,435.5 6,435.5 6,329.5
R1 6,367.5 6,367.5 6,314.5 6,401.5
PP 6,273.0 6,273.0 6,273.0 6,290.0
S1 6,205.0 6,205.0 6,284.5 6,239.0
S2 6,110.5 6,110.5 6,269.5
S3 5,948.0 6,042.5 6,255.0
S4 5,785.5 5,880.0 6,210.0
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 7,909.0 7,593.0 6,529.0
R3 7,393.5 7,077.5 6,387.5
R2 6,878.0 6,878.0 6,340.0
R1 6,562.0 6,562.0 6,293.0 6,462.0
PP 6,362.5 6,362.5 6,362.5 6,313.0
S1 6,046.5 6,046.5 6,198.0 5,947.0
S2 5,847.0 5,847.0 6,151.0
S3 5,331.5 5,531.0 6,103.5
S4 4,816.0 5,015.5 5,962.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,466.0 6,068.0 398.0 6.3% 183.0 2.9% 58% False False 92,819
10 6,700.0 6,068.0 632.0 10.0% 133.0 2.1% 37% False False 48,855
20 6,715.0 6,068.0 647.0 10.3% 89.0 1.4% 36% False False 24,948
40 6,715.0 6,068.0 647.0 10.3% 62.0 1.0% 36% False False 12,537
60 6,715.0 6,010.0 705.0 11.2% 58.5 0.9% 41% False False 8,390
80 6,808.5 6,010.0 798.5 12.7% 46.0 0.7% 36% False False 6,297
100 6,808.5 6,010.0 798.5 12.7% 38.5 0.6% 36% False False 5,042
120 6,808.5 6,010.0 798.5 12.7% 32.0 0.5% 36% False False 4,209
Crabel Price Patterns
NR True
NR4 True
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 24.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,031.5
2.618 6,766.5
1.618 6,604.0
1.000 6,503.5
0.618 6,441.5
HIGH 6,341.0
0.618 6,279.0
0.500 6,260.0
0.382 6,240.5
LOW 6,178.5
0.618 6,078.0
1.000 6,016.0
1.618 5,915.5
2.618 5,753.0
4.250 5,488.0
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 6,286.0 6,268.0
PP 6,273.0 6,236.0
S1 6,260.0 6,204.5

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

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