FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 6,787.0 6,764.0 -23.0 -0.3% 6,832.0
High 6,795.0 6,793.0 -2.0 0.0% 6,843.0
Low 6,763.5 6,749.5 -14.0 -0.2% 6,739.5
Close 6,779.0 6,773.0 -6.0 -0.1% 6,779.0
Range 31.5 43.5 12.0 38.1% 103.5
ATR 47.5 47.2 -0.3 -0.6% 0.0
Volume 128,089 224,293 96,204 75.1% 269,071
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 6,902.5 6,881.0 6,797.0
R3 6,859.0 6,837.5 6,785.0
R2 6,815.5 6,815.5 6,781.0
R1 6,794.0 6,794.0 6,777.0 6,805.0
PP 6,772.0 6,772.0 6,772.0 6,777.0
S1 6,750.5 6,750.5 6,769.0 6,761.0
S2 6,728.5 6,728.5 6,765.0
S3 6,685.0 6,707.0 6,761.0
S4 6,641.5 6,663.5 6,749.0
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 7,097.5 7,042.0 6,836.0
R3 6,994.0 6,938.5 6,807.5
R2 6,890.5 6,890.5 6,798.0
R1 6,835.0 6,835.0 6,788.5 6,811.0
PP 6,787.0 6,787.0 6,787.0 6,775.0
S1 6,731.5 6,731.5 6,769.5 6,707.5
S2 6,683.5 6,683.5 6,760.0
S3 6,580.0 6,628.0 6,750.5
S4 6,476.5 6,524.5 6,722.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,833.0 6,739.5 93.5 1.4% 52.0 0.8% 36% False False 98,133
10 6,875.0 6,739.5 135.5 2.0% 55.0 0.8% 25% False False 52,367
20 6,875.0 6,687.5 187.5 2.8% 41.5 0.6% 46% False False 26,627
40 6,875.0 6,466.0 409.0 6.0% 35.5 0.5% 75% False False 13,334
60 6,875.0 6,466.0 409.0 6.0% 28.0 0.4% 75% False False 8,894
80 6,875.0 6,466.0 409.0 6.0% 22.0 0.3% 75% False False 6,685
100 6,875.0 6,466.0 409.0 6.0% 18.0 0.3% 75% False False 5,355
120 6,875.0 6,412.0 463.0 6.8% 15.0 0.2% 78% False False 4,464
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 11.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,978.0
2.618 6,907.0
1.618 6,863.5
1.000 6,836.5
0.618 6,820.0
HIGH 6,793.0
0.618 6,776.5
0.500 6,771.0
0.382 6,766.0
LOW 6,749.5
0.618 6,722.5
1.000 6,706.0
1.618 6,679.0
2.618 6,635.5
4.250 6,564.5
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 6,772.5 6,786.0
PP 6,772.0 6,782.0
S1 6,771.0 6,777.5

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

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