FTSE 100 Index Future March 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 6,557.0 6,530.0 -27.0 -0.4% 6,537.0
High 6,569.5 6,530.5 -39.0 -0.6% 6,585.0
Low 6,469.5 6,493.5 24.0 0.4% 6,515.0
Close 6,494.5 6,522.5 28.0 0.4% 6,572.0
Range 100.0 37.0 -63.0 -63.0% 70.0
ATR 100.2 95.7 -4.5 -4.5% 0.0
Volume 63,787 15,379 -48,408 -75.9% 129,415
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,626.5 6,611.5 6,543.0
R3 6,589.5 6,574.5 6,532.5
R2 6,552.5 6,552.5 6,529.5
R1 6,537.5 6,537.5 6,526.0 6,526.5
PP 6,515.5 6,515.5 6,515.5 6,510.0
S1 6,500.5 6,500.5 6,519.0 6,489.5
S2 6,478.5 6,478.5 6,515.5
S3 6,441.5 6,463.5 6,512.5
S4 6,404.5 6,426.5 6,502.0
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,767.5 6,739.5 6,610.5
R3 6,697.5 6,669.5 6,591.0
R2 6,627.5 6,627.5 6,585.0
R1 6,599.5 6,599.5 6,578.5 6,613.5
PP 6,557.5 6,557.5 6,557.5 6,564.0
S1 6,529.5 6,529.5 6,565.5 6,543.5
S2 6,487.5 6,487.5 6,559.0
S3 6,417.5 6,459.5 6,553.0
S4 6,347.5 6,389.5 6,533.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,615.0 6,469.5 145.5 2.2% 56.5 0.9% 36% False False 39,141
10 6,615.0 6,086.0 529.0 8.1% 99.0 1.5% 83% False False 84,587
20 6,703.0 6,068.0 635.0 9.7% 102.0 1.6% 72% False False 51,320
40 6,715.0 6,068.0 647.0 9.9% 70.5 1.1% 70% False False 25,880
60 6,715.0 6,010.0 705.0 10.8% 66.5 1.0% 73% False False 17,312
80 6,766.0 6,010.0 756.0 11.6% 53.0 0.8% 68% False False 12,987
100 6,808.5 6,010.0 798.5 12.2% 44.0 0.7% 64% False False 10,395
120 6,808.5 6,010.0 798.5 12.2% 37.5 0.6% 64% False False 8,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,688.0
2.618 6,627.5
1.618 6,590.5
1.000 6,567.5
0.618 6,553.5
HIGH 6,530.5
0.618 6,516.5
0.500 6,512.0
0.382 6,507.5
LOW 6,493.5
0.618 6,470.5
1.000 6,456.5
1.618 6,433.5
2.618 6,396.5
4.250 6,336.0
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 6,519.0 6,542.0
PP 6,515.5 6,535.5
S1 6,512.0 6,529.0

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

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