FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 6,335.0 6,252.5 -82.5 -1.3% 6,512.0
High 6,383.0 6,361.5 -21.5 -0.3% 6,561.0
Low 6,253.5 6,240.0 -13.5 -0.2% 6,253.5
Close 6,322.0 6,337.0 15.0 0.2% 6,322.0
Range 129.5 121.5 -8.0 -6.2% 307.5
ATR 90.7 92.9 2.2 2.4% 0.0
Volume 147,439 155,690 8,251 5.6% 754,723
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 6,677.5 6,628.5 6,404.0
R3 6,556.0 6,507.0 6,370.5
R2 6,434.5 6,434.5 6,359.5
R1 6,385.5 6,385.5 6,348.0 6,410.0
PP 6,313.0 6,313.0 6,313.0 6,325.0
S1 6,264.0 6,264.0 6,326.0 6,288.5
S2 6,191.5 6,191.5 6,314.5
S3 6,070.0 6,142.5 6,303.5
S4 5,948.5 6,021.0 6,270.0
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 7,301.5 7,119.0 6,491.0
R3 6,994.0 6,811.5 6,406.5
R2 6,686.5 6,686.5 6,378.5
R1 6,504.0 6,504.0 6,350.0 6,441.5
PP 6,379.0 6,379.0 6,379.0 6,347.5
S1 6,196.5 6,196.5 6,294.0 6,134.0
S2 6,071.5 6,071.5 6,265.5
S3 5,764.0 5,889.0 6,237.5
S4 5,456.5 5,581.5 6,153.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,540.0 6,240.0 300.0 4.7% 131.0 2.1% 32% False True 155,445
10 6,633.0 6,240.0 393.0 6.2% 108.0 1.7% 25% False True 139,269
20 6,875.0 6,240.0 635.0 10.0% 93.5 1.5% 15% False True 126,659
40 6,875.0 6,240.0 635.0 10.0% 67.5 1.1% 15% False True 76,643
60 6,875.0 6,240.0 635.0 10.0% 55.0 0.9% 15% False True 51,109
80 6,875.0 6,240.0 635.0 10.0% 44.0 0.7% 15% False True 38,335
100 6,875.0 6,240.0 635.0 10.0% 36.0 0.6% 15% False True 30,680
120 6,875.0 6,240.0 635.0 10.0% 30.5 0.5% 15% False True 25,573
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 15.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,878.0
2.618 6,679.5
1.618 6,558.0
1.000 6,483.0
0.618 6,436.5
HIGH 6,361.5
0.618 6,315.0
0.500 6,301.0
0.382 6,286.5
LOW 6,240.0
0.618 6,165.0
1.000 6,118.5
1.618 6,043.5
2.618 5,922.0
4.250 5,723.5
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 6,325.0 6,385.0
PP 6,313.0 6,369.0
S1 6,301.0 6,353.0

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

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