FTSE 100 Index Future September 2018

Trading Metrics calculated at close of trading on 19-Jun-2018

Day Change Summary
	Previous	Current
	18-Jun-2018	19-Jun-2018	Change	Change %	Previous Week
Open	7,586.5	7,575.5	-11.0	-0.1%	7,616.0
High	7,598.5	7,575.5	-23.0	-0.3%	7,729.5
Low	7,533.0	7,475.0	-58.0	-0.8%	7,560.5
Close	7,564.5	7,536.0	-28.5	-0.4%	7,581.5
Range	65.5	100.5	35.0	53.4%	169.0
ATR	80.6	82.1	1.4	1.8%	0.0
Volume	83,055	106,987	23,932	28.8%	1,127,420

Daily Pivots for day following 19-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,830.5	7,783.5	7,591.5
R3	7,730.0	7,683.0	7,563.5
R2	7,629.5	7,629.5	7,554.5
R1	7,582.5	7,582.5	7,545.0	7,556.0
PP	7,529.0	7,529.0	7,529.0	7,515.5
S1	7,482.0	7,482.0	7,527.0	7,455.0
S2	7,428.5	7,428.5	7,517.5
S3	7,328.0	7,381.5	7,508.5
S4	7,227.5	7,281.0	7,480.5

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,131.0	8,025.0	7,674.5
R3	7,962.0	7,856.0	7,628.0
R2	7,793.0	7,793.0	7,612.5
R1	7,687.0	7,687.0	7,597.0	7,655.5
PP	7,624.0	7,624.0	7,624.0	7,608.0
S1	7,518.0	7,518.0	7,566.0	7,486.5
S2	7,455.0	7,455.0	7,550.5
S3	7,286.0	7,349.0	7,535.0
S4	7,117.0	7,180.0	7,488.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,729.5	7,475.0	254.5	3.4%	111.5	1.5%	24%	False	True	137,576
10	7,729.5	7,475.0	254.5	3.4%	96.0	1.3%	24%	False	True	161,508
20	7,810.0	7,475.0	335.0	4.4%	79.5	1.1%	18%	False	True	82,405
40	7,810.0	7,238.5	571.5	7.6%	58.5	0.8%	52%	False	False	41,516
60	7,810.0	6,720.5	1,089.5	14.5%	54.0	0.7%	75%	False	False	27,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	19.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,002.5
2.618	7,838.5
1.618	7,738.0
1.000	7,676.0
0.618	7,637.5
HIGH	7,575.5
0.618	7,537.0
0.500	7,525.0
0.382	7,513.5
LOW	7,475.0
0.618	7,413.0
1.000	7,374.5
1.618	7,312.5
2.618	7,212.0
4.250	7,048.0

Fisher Pivots for day following 19-Jun-2018
Pivot	1 day	3 day
R1	7,532.5	7,595.5
PP	7,529.0	7,575.5
S1	7,525.0	7,556.0

Download as Excel Spreadsheet

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

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