FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 03-Feb-2015

Day Change Summary
	Previous	Current
	02-Feb-2015	03-Feb-2015	Change	Change %	Previous Week
Open	6,725.5	6,756.5	31.0	0.5%	6,744.0
High	6,754.0	6,849.0	95.0	1.4%	6,832.0
Low	6,674.0	6,749.0	75.0	1.1%	6,671.5
Close	6,714.0	6,810.0	96.0	1.4%	6,706.0
Range	80.0	100.0	20.0	25.0%	160.5
ATR	106.7	108.7	2.0	1.9%	0.0
Volume	112,870	119,766	6,896	6.1%	542,498

Daily Pivots for day following 03-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,102.5	7,056.5	6,865.0
R3	7,002.5	6,956.5	6,837.5
R2	6,902.5	6,902.5	6,828.5
R1	6,856.5	6,856.5	6,819.0	6,879.5
PP	6,802.5	6,802.5	6,802.5	6,814.0
S1	6,756.5	6,756.5	6,801.0	6,779.5
S2	6,702.5	6,702.5	6,791.5
S3	6,602.5	6,656.5	6,782.5
S4	6,502.5	6,556.5	6,755.0

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,218.0	7,122.5	6,794.5
R3	7,057.5	6,962.0	6,750.0
R2	6,897.0	6,897.0	6,735.5
R1	6,801.5	6,801.5	6,720.5	6,769.0
PP	6,736.5	6,736.5	6,736.5	6,720.0
S1	6,641.0	6,641.0	6,691.5	6,608.5
S2	6,576.0	6,576.0	6,676.5
S3	6,415.5	6,480.5	6,662.0
S4	6,255.0	6,320.0	6,617.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,849.0	6,671.5	177.5	2.6%	100.5	1.5%	78%	True	False	117,322
10	6,849.0	6,582.0	267.0	3.9%	95.5	1.4%	85%	True	False	111,595
20	6,849.0	6,234.5	614.5	9.0%	103.5	1.5%	94%	True	False	108,955
40	6,849.0	6,068.0	781.0	11.5%	109.5	1.6%	95%	True	False	88,516
60	6,849.0	6,068.0	781.0	11.5%	86.0	1.3%	95%	True	False	59,223
80	6,849.0	6,010.0	839.0	12.3%	78.5	1.2%	95%	True	False	44,470
100	6,849.0	6,010.0	839.0	12.3%	67.0	1.0%	95%	True	False	35,578
120	6,849.0	6,010.0	839.0	12.3%	57.0	0.8%	95%	True	False	29,651

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	14.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,274.0
2.618	7,111.0
1.618	7,011.0
1.000	6,949.0
0.618	6,911.0
HIGH	6,849.0
0.618	6,811.0
0.500	6,799.0
0.382	6,787.0
LOW	6,749.0
0.618	6,687.0
1.000	6,649.0
1.618	6,587.0
2.618	6,487.0
4.250	6,324.0

Fisher Pivots for day following 03-Feb-2015
Pivot	1 day	3 day
R1	6,806.5	6,793.5
PP	6,802.5	6,777.0
S1	6,799.0	6,760.0

Download as Excel Spreadsheet

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

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