FTSE 100 Index Future September 2018

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

Day Change Summary
	Previous	Current
	18-Jul-2018	19-Jul-2018	Change	Change %	Previous Week
Open	7,596.5	7,611.0	14.5	0.2%	7,567.0
High	7,626.5	7,642.5	16.0	0.2%	7,656.5
Low	7,587.5	7,597.5	10.0	0.1%	7,505.5
Close	7,617.5	7,626.5	9.0	0.1%	7,605.0
Range	39.0	45.0	6.0	15.4%	151.0
ATR	90.3	87.1	-3.2	-3.6%	0.0
Volume	79,990	82,694	2,704	3.4%	390,885

Daily Pivots for day following 19-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,757.0	7,737.0	7,651.0
R3	7,712.0	7,692.0	7,639.0
R2	7,667.0	7,667.0	7,635.0
R1	7,647.0	7,647.0	7,630.5	7,657.0
PP	7,622.0	7,622.0	7,622.0	7,627.0
S1	7,602.0	7,602.0	7,622.5	7,612.0
S2	7,577.0	7,577.0	7,618.0
S3	7,532.0	7,557.0	7,614.0
S4	7,487.0	7,512.0	7,602.0

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,042.0	7,974.5	7,688.0
R3	7,891.0	7,823.5	7,646.5
R2	7,740.0	7,740.0	7,632.5
R1	7,672.5	7,672.5	7,619.0	7,706.0
PP	7,589.0	7,589.0	7,589.0	7,606.0
S1	7,521.5	7,521.5	7,591.0	7,555.0
S2	7,438.0	7,438.0	7,577.5
S3	7,287.0	7,370.5	7,563.5
S4	7,136.0	7,219.5	7,522.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,656.5	7,502.0	154.5	2.0%	74.5	1.0%	81%	False	False	77,652
10	7,656.5	7,502.0	154.5	2.0%	78.0	1.0%	81%	False	False	78,387
20	7,656.5	7,421.5	235.0	3.1%	89.5	1.2%	87%	False	False	89,918
40	7,729.5	7,421.5	308.0	4.0%	87.5	1.1%	67%	False	False	91,442
60	7,810.0	7,239.0	571.0	7.5%	71.0	0.9%	68%	False	False	61,134
80	7,810.0	6,720.5	1,089.5	14.3%	64.0	0.8%	83%	False	False	45,956

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,834.0
2.618	7,760.5
1.618	7,715.5
1.000	7,687.5
0.618	7,670.5
HIGH	7,642.5
0.618	7,625.5
0.500	7,620.0
0.382	7,614.5
LOW	7,597.5
0.618	7,569.5
1.000	7,552.5
1.618	7,524.5
2.618	7,479.5
4.250	7,406.0

Fisher Pivots for day following 19-Jul-2018
Pivot	1 day	3 day
R1	7,624.5	7,611.0
PP	7,622.0	7,596.0
S1	7,620.0	7,580.5

Download as Excel Spreadsheet

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

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