FTSE 100 Index Future September 2018

Trading Metrics calculated at close of trading on 25-Jun-2018

Day Change Summary
	Previous	Current
	22-Jun-2018	25-Jun-2018	Change	Change %	Previous Week
Open	7,484.0	7,590.0	106.0	1.4%	7,586.5
High	7,632.0	7,609.5	-22.5	-0.3%	7,638.0
Low	7,482.5	7,421.5	-61.0	-0.8%	7,475.0
Close	7,622.0	7,441.5	-180.5	-2.4%	7,622.0
Range	149.5	188.0	38.5	25.8%	163.0
ATR	91.7	99.5	7.8	8.5%	0.0
Volume	113,697	120,075	6,378	5.6%	521,046

Daily Pivots for day following 25-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,055.0	7,936.0	7,545.0
R3	7,867.0	7,748.0	7,493.0
R2	7,679.0	7,679.0	7,476.0
R1	7,560.0	7,560.0	7,458.5	7,525.5
PP	7,491.0	7,491.0	7,491.0	7,473.5
S1	7,372.0	7,372.0	7,424.5	7,337.5
S2	7,303.0	7,303.0	7,407.0
S3	7,115.0	7,184.0	7,390.0
S4	6,927.0	6,996.0	7,338.0

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,067.5	8,007.5	7,711.5
R3	7,904.5	7,844.5	7,667.0
R2	7,741.5	7,741.5	7,652.0
R1	7,681.5	7,681.5	7,637.0	7,711.5
PP	7,578.5	7,578.5	7,578.5	7,593.0
S1	7,518.5	7,518.5	7,607.0	7,548.5
S2	7,415.5	7,415.5	7,592.0
S3	7,252.5	7,355.5	7,577.0
S4	7,089.5	7,192.5	7,532.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,638.0	7,421.5	216.5	2.9%	132.5	1.8%	9%	False	True	111,613
10	7,729.5	7,421.5	308.0	4.1%	119.0	1.6%	6%	False	True	152,424
20	7,729.5	7,421.5	308.0	4.1%	97.0	1.3%	6%	False	True	104,607
40	7,810.0	7,349.0	461.0	6.2%	68.5	0.9%	20%	False	False	52,585
60	7,810.0	6,807.0	1,003.0	13.5%	58.5	0.8%	63%	False	False	35,198
80	7,810.0	6,720.5	1,089.5	14.6%	48.5	0.7%	66%	False	False	26,400

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	18.0
Widest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	8,408.5
2.618	8,101.5
1.618	7,913.5
1.000	7,797.5
0.618	7,725.5
HIGH	7,609.5
0.618	7,537.5
0.500	7,515.5
0.382	7,493.5
LOW	7,421.5
0.618	7,305.5
1.000	7,233.5
1.618	7,117.5
2.618	6,929.5
4.250	6,622.5

Fisher Pivots for day following 25-Jun-2018
Pivot	1 day	3 day
R1	7,515.5	7,527.0
PP	7,491.0	7,498.5
S1	7,466.0	7,470.0

Download as Excel Spreadsheet

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

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