FTSE 100 Index Future December 2014


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 6,270.0 6,205.5 -64.5 -1.0% 6,727.5
High 6,354.5 6,349.0 -5.5 -0.1% 6,731.5
Low 6,121.5 6,140.5 19.0 0.3% 6,219.5
Close 6,186.5 6,325.0 138.5 2.2% 6,301.5
Range 233.0 208.5 -24.5 -10.5% 512.0
ATR 105.6 112.9 7.4 7.0% 0.0
Volume 252,129 334,784 82,655 32.8% 637,733
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,897.0 6,819.5 6,439.5
R3 6,688.5 6,611.0 6,382.5
R2 6,480.0 6,480.0 6,363.0
R1 6,402.5 6,402.5 6,344.0 6,441.0
PP 6,271.5 6,271.5 6,271.5 6,291.0
S1 6,194.0 6,194.0 6,306.0 6,233.0
S2 6,063.0 6,063.0 6,287.0
S3 5,854.5 5,985.5 6,267.5
S4 5,646.0 5,777.0 6,210.5
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 7,953.5 7,639.5 6,583.0
R3 7,441.5 7,127.5 6,442.5
R2 6,929.5 6,929.5 6,395.5
R1 6,615.5 6,615.5 6,348.5 6,516.5
PP 6,417.5 6,417.5 6,417.5 6,368.0
S1 6,103.5 6,103.5 6,254.5 6,004.5
S2 5,905.5 5,905.5 6,207.5
S3 5,393.5 5,591.5 6,160.5
S4 4,881.5 5,079.5 6,020.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,565.0 6,121.5 443.5 7.0% 173.0 2.7% 46% False False 202,510
10 6,757.0 6,121.5 635.5 10.0% 123.5 2.0% 32% False False 147,655
20 6,776.0 6,121.5 654.5 10.3% 89.0 1.4% 31% False False 116,248
40 6,776.0 6,121.5 654.5 10.3% 80.0 1.3% 31% False False 103,345
60 6,776.0 6,042.5 733.5 11.6% 93.0 1.5% 39% False False 117,447
80 6,875.0 6,042.5 832.5 13.2% 84.0 1.3% 34% False False 104,102
100 6,875.0 6,042.5 832.5 13.2% 74.0 1.2% 34% False False 83,298
120 6,875.0 6,042.5 832.5 13.2% 64.5 1.0% 34% False False 69,422
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,235.0
2.618 6,895.0
1.618 6,686.5
1.000 6,557.5
0.618 6,478.0
HIGH 6,349.0
0.618 6,269.5
0.500 6,245.0
0.382 6,220.0
LOW 6,140.5
0.618 6,011.5
1.000 5,932.0
1.618 5,803.0
2.618 5,594.5
4.250 5,254.5
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 6,298.0 6,310.0
PP 6,271.5 6,294.5
S1 6,245.0 6,279.5

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

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