FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 13-Jan-2015

Day Change Summary
	Previous	Current
	12-Jan-2015	13-Jan-2015	Change	Change %	Previous Week
Open	6,460.0	6,411.5	-48.5	-0.8%	6,472.0
High	6,482.0	6,497.0	15.0	0.2%	6,519.5
Low	6,383.5	6,391.5	8.0	0.1%	6,265.0
Close	6,430.5	6,479.5	49.0	0.8%	6,418.0
Range	98.5	105.5	7.0	7.1%	254.5
ATR	108.0	107.8	-0.2	-0.2%	0.0
Volume	83,741	92,540	8,799	10.5%	572,441

Daily Pivots for day following 13-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,772.5	6,731.5	6,537.5
R3	6,667.0	6,626.0	6,508.5
R2	6,561.5	6,561.5	6,499.0
R1	6,520.5	6,520.5	6,489.0	6,541.0
PP	6,456.0	6,456.0	6,456.0	6,466.0
S1	6,415.0	6,415.0	6,470.0	6,435.5
S2	6,350.5	6,350.5	6,460.0
S3	6,245.0	6,309.5	6,450.5
S4	6,139.5	6,204.0	6,421.5

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,164.5	7,045.5	6,558.0
R3	6,910.0	6,791.0	6,488.0
R2	6,655.5	6,655.5	6,464.5
R1	6,536.5	6,536.5	6,441.5	6,469.0
PP	6,401.0	6,401.0	6,401.0	6,367.0
S1	6,282.0	6,282.0	6,394.5	6,214.0
S2	6,146.5	6,146.5	6,371.5
S3	5,892.0	6,027.5	6,348.0
S4	5,637.5	5,773.0	6,278.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,519.0	6,303.0	216.0	3.3%	101.5	1.6%	82%	False	False	95,611
10	6,569.5	6,265.0	304.5	4.7%	107.0	1.7%	70%	False	False	89,697
20	6,615.0	6,068.0	547.0	8.4%	118.5	1.8%	75%	False	False	90,242
40	6,715.0	6,068.0	647.0	10.0%	86.5	1.3%	64%	False	False	46,306
60	6,715.0	6,068.0	647.0	10.0%	71.5	1.1%	64%	False	False	30,939
80	6,766.0	6,010.0	756.0	11.7%	64.0	1.0%	62%	False	False	23,209
100	6,808.5	6,010.0	798.5	12.3%	52.5	0.8%	59%	False	False	18,570
120	6,808.5	6,010.0	798.5	12.3%	45.0	0.7%	59%	False	False	15,478

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	20.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,945.5
2.618	6,773.0
1.618	6,667.5
1.000	6,602.5
0.618	6,562.0
HIGH	6,497.0
0.618	6,456.5
0.500	6,444.0
0.382	6,432.0
LOW	6,391.5
0.618	6,326.5
1.000	6,286.0
1.618	6,221.0
2.618	6,115.5
4.250	5,943.0

Fisher Pivots for day following 13-Jan-2015
Pivot	1 day	3 day
R1	6,468.0	6,468.0
PP	6,456.0	6,457.0
S1	6,444.0	6,446.0

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