FTSE 100 Index Future June 2018

Trading Metrics calculated at close of trading on 09-Mar-2018

Day Change Summary
	Previous	Current
	08-Mar-2018	09-Mar-2018	Change	Change %	Previous Week
Open	7,066.0	7,122.0	56.0	0.8%	7,027.0
High	7,132.5	7,153.5	21.0	0.3%	7,153.5
Low	7,047.5	7,106.5	59.0	0.8%	6,969.0
Close	7,122.0	7,135.0	13.0	0.2%	7,135.0
Range	85.0	47.0	-38.0	-44.7%	184.5
ATR	80.1	77.8	-2.4	-3.0%	0.0
Volume	80,631	176,442	95,811	118.8%	278,910

Daily Pivots for day following 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,272.5	7,251.0	7,161.0
R3	7,225.5	7,204.0	7,148.0
R2	7,178.5	7,178.5	7,143.5
R1	7,157.0	7,157.0	7,139.5	7,168.0
PP	7,131.5	7,131.5	7,131.5	7,137.0
S1	7,110.0	7,110.0	7,130.5	7,121.0
S2	7,084.5	7,084.5	7,126.5
S3	7,037.5	7,063.0	7,122.0
S4	6,990.5	7,016.0	7,109.0

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,639.5	7,571.5	7,236.5
R3	7,455.0	7,387.0	7,185.5
R2	7,270.5	7,270.5	7,169.0
R1	7,202.5	7,202.5	7,152.0	7,236.5
PP	7,086.0	7,086.0	7,086.0	7,103.0
S1	7,018.0	7,018.0	7,118.0	7,052.0
S2	6,901.5	6,901.5	7,101.0
S3	6,717.0	6,833.5	7,084.5
S4	6,532.5	6,649.0	7,033.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,153.5	6,969.0	184.5	2.6%	72.5	1.0%	90%	True	False	55,782
10	7,231.0	6,969.0	262.0	3.7%	73.0	1.0%	63%	False	False	28,454
20	7,231.0	6,969.0	262.0	3.7%	66.0	0.9%	63%	False	False	14,356
40	7,647.0	6,921.0	726.0	10.2%	57.0	0.8%	29%	False	False	7,308
60	7,647.0	6,921.0	726.0	10.2%	40.5	0.6%	29%	False	False	4,960

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.8
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	7,353.0
2.618	7,276.5
1.618	7,229.5
1.000	7,200.5
0.618	7,182.5
HIGH	7,153.5
0.618	7,135.5
0.500	7,130.0
0.382	7,124.5
LOW	7,106.5
0.618	7,077.5
1.000	7,059.5
1.618	7,030.5
2.618	6,983.5
4.250	6,907.0

Fisher Pivots for day following 09-Mar-2018
Pivot	1 day	3 day
R1	7,133.5	7,114.5
PP	7,131.5	7,094.5
S1	7,130.0	7,074.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols