FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 27-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 27-Nov-2014 Change Change % Previous Week
Open 6,732.0 6,733.0 1.0 0.0% 6,614.0
High 6,768.0 6,752.5 -15.5 -0.2% 6,776.0
Low 6,718.5 6,715.5 -3.0 0.0% 6,613.0
Close 6,738.0 6,720.0 -18.0 -0.3% 6,755.0
Range 49.5 37.0 -12.5 -25.3% 163.0
ATR 71.8 69.3 -2.5 -3.5% 0.0
Volume 73,144 52,380 -20,764 -28.4% 418,476
Daily Pivots for day following 27-Nov-2014
Classic Woodie Camarilla DeMark
R4 6,840.5 6,817.0 6,740.5
R3 6,803.5 6,780.0 6,730.0
R2 6,766.5 6,766.5 6,727.0
R1 6,743.0 6,743.0 6,723.5 6,736.0
PP 6,729.5 6,729.5 6,729.5 6,726.0
S1 6,706.0 6,706.0 6,716.5 6,699.0
S2 6,692.5 6,692.5 6,713.0
S3 6,655.5 6,669.0 6,710.0
S4 6,618.5 6,632.0 6,699.5
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 7,203.5 7,142.5 6,844.5
R3 7,040.5 6,979.5 6,800.0
R2 6,877.5 6,877.5 6,785.0
R1 6,816.5 6,816.5 6,770.0 6,847.0
PP 6,714.5 6,714.5 6,714.5 6,730.0
S1 6,653.5 6,653.5 6,740.0 6,684.0
S2 6,551.5 6,551.5 6,725.0
S3 6,388.5 6,490.5 6,710.0
S4 6,225.5 6,327.5 6,665.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,776.0 6,691.0 85.0 1.3% 53.0 0.8% 34% False False 77,658
10 6,776.0 6,600.0 176.0 2.6% 54.0 0.8% 68% False False 76,262
20 6,776.0 6,422.0 354.0 5.3% 59.0 0.9% 84% False False 81,920
40 6,776.0 6,042.5 733.5 10.9% 89.0 1.3% 92% False False 112,627
60 6,875.0 6,042.5 832.5 12.4% 84.0 1.3% 81% False False 108,574
80 6,875.0 6,042.5 832.5 12.4% 71.5 1.1% 81% False False 81,850
100 6,875.0 6,042.5 832.5 12.4% 62.5 0.9% 81% False False 65,488
120 6,875.0 6,042.5 832.5 12.4% 53.0 0.8% 81% False False 54,583
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 12.3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,910.0
2.618 6,849.5
1.618 6,812.5
1.000 6,789.5
0.618 6,775.5
HIGH 6,752.5
0.618 6,738.5
0.500 6,734.0
0.382 6,729.5
LOW 6,715.5
0.618 6,692.5
1.000 6,678.5
1.618 6,655.5
2.618 6,618.5
4.250 6,558.0
Fisher Pivots for day following 27-Nov-2014
Pivot 1 day 3 day
R1 6,734.0 6,736.5
PP 6,729.5 6,731.0
S1 6,724.5 6,725.5

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

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