FTSE 100 Index Future September 2018

Trading Metrics calculated at close of trading on 13-Aug-2018

Day Change Summary
	Previous	Current
	10-Aug-2018	13-Aug-2018	Change	Change %	Previous Week
Open	7,733.0	7,644.5	-88.5	-1.1%	7,607.5
High	7,733.0	7,644.5	-88.5	-1.1%	7,757.5
Low	7,633.5	7,591.0	-42.5	-0.6%	7,576.0
Close	7,645.0	7,628.0	-17.0	-0.2%	7,645.0
Range	99.5	53.5	-46.0	-46.2%	181.5
ATR	85.8	83.6	-2.3	-2.6%	0.0
Volume	97,547	74,842	-22,705	-23.3%	406,053

Daily Pivots for day following 13-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,781.5	7,758.5	7,657.5
R3	7,728.0	7,705.0	7,642.5
R2	7,674.5	7,674.5	7,638.0
R1	7,651.5	7,651.5	7,633.0	7,636.0
PP	7,621.0	7,621.0	7,621.0	7,613.5
S1	7,598.0	7,598.0	7,623.0	7,583.0
S2	7,567.5	7,567.5	7,618.0
S3	7,514.0	7,544.5	7,613.5
S4	7,460.5	7,491.0	7,598.5

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,204.0	8,106.0	7,745.0
R3	8,022.5	7,924.5	7,695.0
R2	7,841.0	7,841.0	7,678.5
R1	7,743.0	7,743.0	7,661.5	7,792.0
PP	7,659.5	7,659.5	7,659.5	7,684.0
S1	7,561.5	7,561.5	7,628.5	7,610.5
S2	7,478.0	7,478.0	7,611.5
S3	7,296.5	7,380.0	7,595.0
S4	7,115.0	7,198.5	7,545.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,757.5	7,591.0	166.5	2.2%	79.0	1.0%	22%	False	True	84,016
10	7,757.5	7,475.0	282.5	3.7%	89.0	1.2%	54%	False	False	94,841
20	7,757.5	7,475.0	282.5	3.7%	77.5	1.0%	54%	False	False	86,774
40	7,757.5	7,421.5	336.0	4.4%	87.0	1.1%	61%	False	False	90,378
60	7,810.0	7,421.5	388.5	5.1%	84.0	1.1%	53%	False	False	85,938
80	7,810.0	7,231.0	579.0	7.6%	71.5	0.9%	69%	False	False	64,610
100	7,810.0	6,720.5	1,089.5	14.3%	66.5	0.9%	83%	False	False	51,690

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	13.5
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,872.0
2.618	7,784.5
1.618	7,731.0
1.000	7,698.0
0.618	7,677.5
HIGH	7,644.5
0.618	7,624.0
0.500	7,618.0
0.382	7,611.5
LOW	7,591.0
0.618	7,558.0
1.000	7,537.5
1.618	7,504.5
2.618	7,451.0
4.250	7,363.5

Fisher Pivots for day following 13-Aug-2018
Pivot	1 day	3 day
R1	7,624.5	7,674.0
PP	7,621.0	7,659.0
S1	7,618.0	7,643.5

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

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