FTSE 100 Index Future June 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 6,810.0 6,809.5 -0.5 0.0% 6,850.0
High 6,836.0 6,814.0 -22.0 -0.3% 6,852.5
Low 6,797.5 6,782.0 -15.5 -0.2% 6,762.5
Close 6,815.0 6,798.5 -16.5 -0.2% 6,798.5
Range 38.5 32.0 -6.5 -16.9% 90.0
ATR 57.2 55.4 -1.7 -3.0% 0.0
Volume 51,353 64,136 12,783 24.9% 346,162
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 6,894.0 6,878.5 6,816.0
R3 6,862.0 6,846.5 6,807.5
R2 6,830.0 6,830.0 6,804.5
R1 6,814.5 6,814.5 6,801.5 6,806.0
PP 6,798.0 6,798.0 6,798.0 6,794.0
S1 6,782.5 6,782.5 6,795.5 6,774.0
S2 6,766.0 6,766.0 6,792.5
S3 6,734.0 6,750.5 6,789.5
S4 6,702.0 6,718.5 6,781.0
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 7,074.5 7,026.5 6,848.0
R3 6,984.5 6,936.5 6,823.0
R2 6,894.5 6,894.5 6,815.0
R1 6,846.5 6,846.5 6,807.0 6,825.5
PP 6,804.5 6,804.5 6,804.5 6,794.0
S1 6,756.5 6,756.5 6,790.0 6,735.5
S2 6,714.5 6,714.5 6,782.0
S3 6,624.5 6,666.5 6,774.0
S4 6,534.5 6,576.5 6,749.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,852.5 6,762.5 90.0 1.3% 51.0 0.8% 40% False False 69,232
10 6,880.0 6,762.5 117.5 1.7% 51.0 0.7% 31% False False 84,725
20 6,880.0 6,613.0 267.0 3.9% 48.5 0.7% 69% False False 89,361
40 6,880.0 6,452.0 428.0 6.3% 59.0 0.9% 81% False False 93,990
60 6,880.0 6,431.5 448.5 6.6% 65.0 1.0% 82% False False 84,761
80 6,880.0 6,310.5 569.5 8.4% 63.5 0.9% 86% False False 63,638
100 6,880.0 6,310.5 569.5 8.4% 55.5 0.8% 86% False False 50,921
120 6,880.0 6,310.5 569.5 8.4% 46.5 0.7% 86% False False 42,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.4
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,950.0
2.618 6,898.0
1.618 6,866.0
1.000 6,846.0
0.618 6,834.0
HIGH 6,814.0
0.618 6,802.0
0.500 6,798.0
0.382 6,794.0
LOW 6,782.0
0.618 6,762.0
1.000 6,750.0
1.618 6,730.0
2.618 6,698.0
4.250 6,646.0
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 6,798.5 6,804.0
PP 6,798.0 6,802.0
S1 6,798.0 6,800.0

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

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