FTSE 100 Index Future September 2018

Trading Metrics calculated at close of trading on 03-Jul-2018

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	7,572.0	7,502.5	-69.5	-0.9%	7,590.0
High	7,574.0	7,571.5	-2.5	0.0%	7,647.0
Low	7,475.0	7,482.5	7.5	0.1%	7,421.5
Close	7,496.0	7,522.0	26.0	0.3%	7,601.5
Range	99.0	89.0	-10.0	-10.1%	225.5
ATR	101.2	100.3	-0.9	-0.9%	0.0
Volume	113,872	89,756	-24,116	-21.2%	586,363

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,792.5	7,746.0	7,571.0
R3	7,703.5	7,657.0	7,546.5
R2	7,614.5	7,614.5	7,538.5
R1	7,568.0	7,568.0	7,530.0	7,591.0
PP	7,525.5	7,525.5	7,525.5	7,537.0
S1	7,479.0	7,479.0	7,514.0	7,502.0
S2	7,436.5	7,436.5	7,505.5
S3	7,347.5	7,390.0	7,497.5
S4	7,258.5	7,301.0	7,473.0

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,233.0	8,143.0	7,725.5
R3	8,007.5	7,917.5	7,663.5
R2	7,782.0	7,782.0	7,643.0
R1	7,692.0	7,692.0	7,622.0	7,737.0
PP	7,556.5	7,556.5	7,556.5	7,579.0
S1	7,466.5	7,466.5	7,581.0	7,511.5
S2	7,331.0	7,331.0	7,560.0
S3	7,105.5	7,241.0	7,539.5
S4	6,880.0	7,015.5	7,477.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,647.0	7,446.5	200.5	2.7%	98.5	1.3%	38%	False	False	114,764
10	7,647.0	7,421.5	225.5	3.0%	114.0	1.5%	45%	False	False	112,099
20	7,729.5	7,421.5	308.0	4.1%	105.0	1.4%	33%	False	False	136,803
40	7,810.0	7,421.5	388.5	5.2%	78.5	1.0%	26%	False	False	69,297
60	7,810.0	7,036.0	774.0	10.3%	63.0	0.8%	63%	False	False	46,362
80	7,810.0	6,720.5	1,089.5	14.5%	55.5	0.7%	74%	False	False	34,774

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,950.0
2.618	7,804.5
1.618	7,715.5
1.000	7,660.5
0.618	7,626.5
HIGH	7,571.5
0.618	7,537.5
0.500	7,527.0
0.382	7,516.5
LOW	7,482.5
0.618	7,427.5
1.000	7,393.5
1.618	7,338.5
2.618	7,249.5
4.250	7,104.0

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	7,527.0	7,561.0
PP	7,525.5	7,548.0
S1	7,523.5	7,535.0

Download as Excel Spreadsheet

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

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