FTSE 100 Index Future March 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 6,440.0 6,367.5 -72.5 -1.1% 6,679.0
High 6,466.0 6,380.0 -86.0 -1.3% 6,679.0
Low 6,368.0 6,163.5 -204.5 -3.2% 6,163.5
Close 6,422.0 6,245.5 -176.5 -2.7% 6,245.5
Range 98.0 216.5 118.5 120.9% 515.5
ATR 71.4 84.7 13.4 18.7% 0.0
Volume 12,420 47,740 35,320 284.4% 81,828
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 6,912.5 6,795.5 6,364.5
R3 6,696.0 6,579.0 6,305.0
R2 6,479.5 6,479.5 6,285.0
R1 6,362.5 6,362.5 6,265.5 6,313.0
PP 6,263.0 6,263.0 6,263.0 6,238.0
S1 6,146.0 6,146.0 6,225.5 6,096.0
S2 6,046.5 6,046.5 6,206.0
S3 5,830.0 5,929.5 6,186.0
S4 5,613.5 5,713.0 6,126.5
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 7,909.0 7,593.0 6,529.0
R3 7,393.5 7,077.5 6,387.5
R2 6,878.0 6,878.0 6,340.0
R1 6,562.0 6,562.0 6,293.0 6,462.0
PP 6,362.5 6,362.5 6,362.5 6,313.0
S1 6,046.5 6,046.5 6,198.0 5,947.0
S2 5,847.0 5,847.0 6,151.0
S3 5,331.5 5,531.0 6,103.5
S4 4,816.0 5,015.5 5,962.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,679.0 6,163.5 515.5 8.3% 127.5 2.0% 16% False True 16,365
10 6,703.0 6,163.5 539.5 8.6% 86.0 1.4% 15% False True 9,269
20 6,715.0 6,163.5 551.5 8.8% 63.5 1.0% 15% False True 4,758
40 6,715.0 6,160.5 554.5 8.9% 52.0 0.8% 15% False False 2,479
60 6,728.0 6,010.0 718.0 11.5% 49.5 0.8% 33% False False 1,660
80 6,808.5 6,010.0 798.5 12.8% 38.5 0.6% 29% False False 1,248
100 6,808.5 6,010.0 798.5 12.8% 32.5 0.5% 29% False False 1,002
120 6,808.5 6,010.0 798.5 12.8% 27.0 0.4% 29% False False 843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Widest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 7,300.0
2.618 6,947.0
1.618 6,730.5
1.000 6,596.5
0.618 6,514.0
HIGH 6,380.0
0.618 6,297.5
0.500 6,272.0
0.382 6,246.0
LOW 6,163.5
0.618 6,029.5
1.000 5,947.0
1.618 5,813.0
2.618 5,596.5
4.250 5,243.5
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 6,272.0 6,333.0
PP 6,263.0 6,303.5
S1 6,254.0 6,274.5

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

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