FTSE 100 Index Future June 2018

Trading Metrics calculated at close of trading on 23-May-2018

Day Change Summary
	Previous	Current
	22-May-2018	23-May-2018	Change	Change %	Previous Week
Open	7,839.5	7,846.5	7.0	0.1%	7,707.0
High	7,885.5	7,856.5	-29.0	-0.4%	7,781.0
Low	7,829.0	7,746.0	-83.0	-1.1%	7,661.5
Close	7,879.5	7,768.5	-111.0	-1.4%	7,761.0
Range	56.5	110.5	54.0	95.6%	119.5
ATR	72.2	76.6	4.4	6.1%	0.0
Volume	140,201	157,557	17,356	12.4%	539,372

Daily Pivots for day following 23-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,122.0	8,055.5	7,829.5
R3	8,011.5	7,945.0	7,799.0
R2	7,901.0	7,901.0	7,789.0
R1	7,834.5	7,834.5	7,778.5	7,812.5
PP	7,790.5	7,790.5	7,790.5	7,779.0
S1	7,724.0	7,724.0	7,758.5	7,702.0
S2	7,680.0	7,680.0	7,748.0
S3	7,569.5	7,613.5	7,738.0
S4	7,459.0	7,503.0	7,707.5

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,093.0	8,046.5	7,826.5
R3	7,973.5	7,927.0	7,794.0
R2	7,854.0	7,854.0	7,783.0
R1	7,807.5	7,807.5	7,772.0	7,831.0
PP	7,734.5	7,734.5	7,734.5	7,746.0
S1	7,688.0	7,688.0	7,750.0	7,711.0
S2	7,615.0	7,615.0	7,739.0
S3	7,495.5	7,568.5	7,728.0
S4	7,376.0	7,449.0	7,695.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,885.5	7,696.5	189.0	2.4%	76.0	1.0%	38%	False	False	128,540
10	7,885.5	7,606.0	279.5	3.6%	66.0	0.9%	58%	False	False	118,547
20	7,885.5	7,280.0	605.5	7.8%	71.0	0.9%	81%	False	False	117,845
40	7,885.5	6,780.0	1,105.5	14.2%	78.5	1.0%	89%	False	False	112,075
60	7,885.5	6,766.5	1,119.0	14.4%	79.5	1.0%	90%	False	False	108,456
80	7,885.5	6,766.5	1,119.0	14.4%	76.5	1.0%	90%	False	False	81,385
100	7,885.5	6,766.5	1,119.0	14.4%	63.5	0.8%	90%	False	False	65,202

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	15.4
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	8,326.0
2.618	8,146.0
1.618	8,035.5
1.000	7,967.0
0.618	7,925.0
HIGH	7,856.5
0.618	7,814.5
0.500	7,801.0
0.382	7,788.0
LOW	7,746.0
0.618	7,677.5
1.000	7,635.5
1.618	7,567.0
2.618	7,456.5
4.250	7,276.5

Fisher Pivots for day following 23-May-2018
Pivot	1 day	3 day
R1	7,801.0	7,816.0
PP	7,790.5	7,800.0
S1	7,779.5	7,784.0

Download as Excel Spreadsheet

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

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