FTSE 100 Index Future September 2018

Trading Metrics calculated at close of trading on 06-Aug-2018

Day Change Summary
	Previous	Current
	03-Aug-2018	06-Aug-2018	Change	Change %	Previous Week
Open	7,568.0	7,607.5	39.5	0.5%	7,614.5
High	7,621.5	7,635.5	14.0	0.2%	7,723.5
Low	7,529.5	7,576.0	46.5	0.6%	7,475.0
Close	7,606.0	7,600.5	-5.5	-0.1%	7,606.0
Range	92.0	59.5	-32.5	-35.3%	248.5
ATR	88.0	85.9	-2.0	-2.3%	0.0
Volume	82,511	60,815	-21,696	-26.3%	527,674

Daily Pivots for day following 06-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,782.5	7,751.0	7,633.0
R3	7,723.0	7,691.5	7,617.0
R2	7,663.5	7,663.5	7,611.5
R1	7,632.0	7,632.0	7,606.0	7,618.0
PP	7,604.0	7,604.0	7,604.0	7,597.0
S1	7,572.5	7,572.5	7,595.0	7,558.5
S2	7,544.5	7,544.5	7,589.5
S3	7,485.0	7,513.0	7,584.0
S4	7,425.5	7,453.5	7,568.0

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,347.0	8,225.0	7,742.5
R3	8,098.5	7,976.5	7,674.5
R2	7,850.0	7,850.0	7,651.5
R1	7,728.0	7,728.0	7,629.0	7,665.0
PP	7,601.5	7,601.5	7,601.5	7,570.0
S1	7,479.5	7,479.5	7,583.0	7,416.0
S2	7,353.0	7,353.0	7,560.5
S3	7,104.5	7,231.0	7,537.5
S4	6,856.0	6,982.5	7,469.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,723.5	7,475.0	248.5	3.3%	99.5	1.3%	51%	False	False	105,667
10	7,723.5	7,475.0	248.5	3.3%	83.5	1.1%	51%	False	False	92,398
20	7,723.5	7,475.0	248.5	3.3%	79.0	1.0%	51%	False	False	85,161
40	7,729.5	7,421.5	308.0	4.1%	90.0	1.2%	58%	False	False	104,031
60	7,810.0	7,421.5	388.5	5.1%	80.0	1.1%	46%	False	False	78,939
80	7,810.0	7,065.5	744.5	9.8%	69.5	0.9%	72%	False	False	59,360
100	7,810.0	6,720.5	1,089.5	14.3%	62.5	0.8%	81%	False	False	47,490

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	18.6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,888.5
2.618	7,791.5
1.618	7,732.0
1.000	7,695.0
0.618	7,672.5
HIGH	7,635.5
0.618	7,613.0
0.500	7,606.0
0.382	7,598.5
LOW	7,576.0
0.618	7,539.0
1.000	7,516.5
1.618	7,479.5
2.618	7,420.0
4.250	7,323.0

Fisher Pivots for day following 06-Aug-2018
Pivot	1 day	3 day
R1	7,606.0	7,585.5
PP	7,604.0	7,570.5
S1	7,602.0	7,555.0

Download as Excel Spreadsheet

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

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