FTSE 100 Index Future September 2018

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	7,638.0	7,615.0	-23.0	-0.3%	7,607.5
High	7,652.0	7,626.5	-25.5	-0.3%	7,757.5
Low	7,576.0	7,451.0	-125.0	-1.6%	7,576.0
Close	7,602.0	7,458.0	-144.0	-1.9%	7,645.0
Range	76.0	175.5	99.5	130.9%	181.5
ATR	83.0	89.6	6.6	8.0%	0.0
Volume	75,956	136,083	60,127	79.2%	406,053

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,038.5	7,923.5	7,554.5
R3	7,863.0	7,748.0	7,506.5
R2	7,687.5	7,687.5	7,490.0
R1	7,572.5	7,572.5	7,474.0	7,542.0
PP	7,512.0	7,512.0	7,512.0	7,496.5
S1	7,397.0	7,397.0	7,442.0	7,367.0
S2	7,336.5	7,336.5	7,426.0
S3	7,161.0	7,221.5	7,409.5
S4	6,985.5	7,046.0	7,361.5

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	7,451.0	306.5	4.1%	94.0	1.3%	2%	False	True	91,382
10	7,757.5	7,451.0	306.5	4.1%	91.5	1.2%	2%	False	True	90,533
20	7,757.5	7,451.0	306.5	4.1%	83.0	1.1%	2%	False	True	89,360
40	7,757.5	7,421.5	336.0	4.5%	88.5	1.2%	11%	False	False	90,285
60	7,759.5	7,421.5	338.0	4.5%	86.5	1.2%	11%	False	False	89,375
80	7,810.0	7,238.5	571.5	7.7%	74.0	1.0%	38%	False	False	67,206
100	7,810.0	6,720.5	1,089.5	14.6%	67.5	0.9%	68%	False	False	53,810

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	14.5
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	8,372.5
2.618	8,086.0
1.618	7,910.5
1.000	7,802.0
0.618	7,735.0
HIGH	7,626.5
0.618	7,559.5
0.500	7,539.0
0.382	7,518.0
LOW	7,451.0
0.618	7,342.5
1.000	7,275.5
1.618	7,167.0
2.618	6,991.5
4.250	6,705.0

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	7,539.0	7,551.5
PP	7,512.0	7,520.5
S1	7,485.0	7,489.0

Download as Excel Spreadsheet

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

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