FTSE 100 Index Future March 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 6,211.0 6,351.5 140.5 2.3% 6,679.0
High 6,341.0 6,457.0 116.0 1.8% 6,679.0
Low 6,178.5 6,302.0 123.5 2.0% 6,163.5
Close 6,299.5 6,404.0 104.5 1.7% 6,245.5
Range 162.5 155.0 -7.5 -4.6% 515.5
ATR 107.4 111.0 3.6 3.3% 0.0
Volume 140,716 133,577 -7,139 -5.1% 81,828
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,852.5 6,783.5 6,489.0
R3 6,697.5 6,628.5 6,446.5
R2 6,542.5 6,542.5 6,432.5
R1 6,473.5 6,473.5 6,418.0 6,508.0
PP 6,387.5 6,387.5 6,387.5 6,405.0
S1 6,318.5 6,318.5 6,390.0 6,353.0
S2 6,232.5 6,232.5 6,375.5
S3 6,077.5 6,163.5 6,361.5
S4 5,922.5 6,008.5 6,319.0
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 6,457.0 6,068.0 389.0 6.1% 194.5 3.0% 86% True False 117,050
10 6,700.0 6,068.0 632.0 9.9% 143.0 2.2% 53% False False 62,001
20 6,715.0 6,068.0 647.0 10.1% 94.5 1.5% 52% False False 31,627
40 6,715.0 6,068.0 647.0 10.1% 65.0 1.0% 52% False False 15,852
60 6,715.0 6,010.0 705.0 11.0% 61.0 1.0% 56% False False 10,616
80 6,808.5 6,010.0 798.5 12.5% 48.0 0.7% 49% False False 7,967
100 6,808.5 6,010.0 798.5 12.5% 40.0 0.6% 49% False False 6,378
120 6,808.5 6,010.0 798.5 12.5% 33.5 0.5% 49% False False 5,321
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 29.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,116.0
2.618 6,863.0
1.618 6,708.0
1.000 6,612.0
0.618 6,553.0
HIGH 6,457.0
0.618 6,398.0
0.500 6,379.5
0.382 6,361.0
LOW 6,302.0
0.618 6,206.0
1.000 6,147.0
1.618 6,051.0
2.618 5,896.0
4.250 5,643.0
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 6,396.0 6,360.0
PP 6,387.5 6,315.5
S1 6,379.5 6,271.5

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

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