FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 09-Feb-2015

Day Change Summary
	Previous	Current
	06-Feb-2015	09-Feb-2015	Change	Change %	Previous Week
Open	6,800.5	6,766.0	-34.5	-0.5%	6,725.5
High	6,831.5	6,791.5	-40.0	-0.6%	6,849.0
Low	6,760.0	6,719.5	-40.5	-0.6%	6,674.0
Close	6,797.5	6,787.5	-10.0	-0.1%	6,797.5
Range	71.5	72.0	0.5	0.7%	175.0
ATR	101.4	99.7	-1.7	-1.6%	0.0
Volume	78,338	97,418	19,080	24.4%	486,126

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,982.0	6,957.0	6,827.0
R3	6,910.0	6,885.0	6,807.5
R2	6,838.0	6,838.0	6,800.5
R1	6,813.0	6,813.0	6,794.0	6,825.5
PP	6,766.0	6,766.0	6,766.0	6,772.5
S1	6,741.0	6,741.0	6,781.0	6,753.5
S2	6,694.0	6,694.0	6,774.5
S3	6,622.0	6,669.0	6,767.5
S4	6,550.0	6,597.0	6,748.0

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,298.5	7,223.0	6,894.0
R3	7,123.5	7,048.0	6,845.5
R2	6,948.5	6,948.5	6,829.5
R1	6,873.0	6,873.0	6,813.5	6,911.0
PP	6,773.5	6,773.5	6,773.5	6,792.5
S1	6,698.0	6,698.0	6,781.5	6,736.0
S2	6,598.5	6,598.5	6,765.5
S3	6,423.5	6,523.0	6,749.5
S4	6,248.5	6,348.0	6,701.0

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	6,719.5	129.5	1.9%	77.5	1.1%	53%	False	True	94,134
10	6,849.0	6,671.5	177.5	2.6%	88.5	1.3%	65%	False	False	103,848
20	6,849.0	6,234.5	614.5	9.1%	97.5	1.4%	90%	False	False	107,224
40	6,849.0	6,068.0	781.0	11.5%	108.0	1.6%	92%	False	False	96,730
60	6,849.0	6,068.0	781.0	11.5%	89.0	1.3%	92%	False	False	65,070
80	6,849.0	6,010.0	839.0	12.4%	79.0	1.2%	93%	False	False	48,854
100	6,849.0	6,010.0	839.0	12.4%	70.0	1.0%	93%	False	False	39,087
120	6,849.0	6,010.0	839.0	12.4%	59.0	0.9%	93%	False	False	32,574

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	18.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,097.5
2.618	6,980.0
1.618	6,908.0
1.000	6,863.5
0.618	6,836.0
HIGH	6,791.5
0.618	6,764.0
0.500	6,755.5
0.382	6,747.0
LOW	6,719.5
0.618	6,675.0
1.000	6,647.5
1.618	6,603.0
2.618	6,531.0
4.250	6,413.5

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	6,777.0	6,783.5
PP	6,766.0	6,779.5
S1	6,755.5	6,775.5

Download as Excel Spreadsheet

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

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