FTSE 100 Index Future June 2018

Trading Metrics calculated at close of trading on 22-Mar-2018

Day Change Summary
	Previous	Current
	21-Mar-2018	22-Mar-2018	Change	Change %	Previous Week
Open	6,969.0	6,948.0	-21.0	-0.3%	7,136.0
High	6,987.0	6,954.5	-32.5	-0.5%	7,168.5
Low	6,910.0	6,804.5	-105.5	-1.5%	7,006.0
Close	6,948.5	6,862.0	-86.5	-1.2%	7,077.0
Range	77.0	150.0	73.0	94.8%	162.5
ATR	79.2	84.2	5.1	6.4%	0.0
Volume	86,863	141,786	54,923	63.2%	1,145,574

Daily Pivots for day following 22-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,323.5	7,243.0	6,944.5
R3	7,173.5	7,093.0	6,903.0
R2	7,023.5	7,023.5	6,889.5
R1	6,943.0	6,943.0	6,876.0	6,908.0
PP	6,873.5	6,873.5	6,873.5	6,856.5
S1	6,793.0	6,793.0	6,848.0	6,758.0
S2	6,723.5	6,723.5	6,834.5
S3	6,573.5	6,643.0	6,821.0
S4	6,423.5	6,493.0	6,779.5

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,571.5	7,486.5	7,166.5
R3	7,409.0	7,324.0	7,121.5
R2	7,246.5	7,246.5	7,107.0
R1	7,161.5	7,161.5	7,092.0	7,123.0
PP	7,084.0	7,084.0	7,084.0	7,064.5
S1	6,999.0	6,999.0	7,062.0	6,960.0
S2	6,921.5	6,921.5	7,047.0
S3	6,759.0	6,836.5	7,032.5
S4	6,596.5	6,674.0	6,987.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,102.5	6,804.5	298.0	4.3%	92.5	1.3%	19%	False	True	111,981
10	7,168.5	6,804.5	364.0	5.3%	83.5	1.2%	16%	False	True	176,470
20	7,231.0	6,804.5	426.5	6.2%	78.5	1.1%	13%	False	True	93,642
40	7,574.0	6,804.5	769.5	11.2%	73.0	1.1%	7%	False	True	46,906
60	7,647.0	6,804.5	842.5	12.3%	52.0	0.8%	7%	False	True	31,427

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	16.5
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	7,592.0
2.618	7,347.0
1.618	7,197.0
1.000	7,104.5
0.618	7,047.0
HIGH	6,954.5
0.618	6,897.0
0.500	6,879.5
0.382	6,862.0
LOW	6,804.5
0.618	6,712.0
1.000	6,654.5
1.618	6,562.0
2.618	6,412.0
4.250	6,167.0

Fisher Pivots for day following 22-Mar-2018
Pivot	1 day	3 day
R1	6,879.5	6,899.5
PP	6,873.5	6,887.0
S1	6,868.0	6,874.5

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