FTSE 100 Index Future September 2018

Trading Metrics calculated at close of trading on 24-Aug-2018

Day Change Summary
	Previous	Current
	23-Aug-2018	24-Aug-2018	Change	Change %	Previous Week
Open	7,566.0	7,543.0	-23.0	-0.3%	7,551.0
High	7,598.0	7,582.5	-15.5	-0.2%	7,609.5
Low	7,532.0	7,531.0	-1.0	0.0%	7,510.0
Close	7,560.0	7,579.0	19.0	0.3%	7,579.0
Range	66.0	51.5	-14.5	-22.0%	99.5
ATR	84.2	81.9	-2.3	-2.8%	0.0
Volume	74,642	55,313	-19,329	-25.9%	340,671

Daily Pivots for day following 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,718.5	7,700.5	7,607.5
R3	7,667.0	7,649.0	7,593.0
R2	7,615.5	7,615.5	7,588.5
R1	7,597.5	7,597.5	7,583.5	7,606.5
PP	7,564.0	7,564.0	7,564.0	7,569.0
S1	7,546.0	7,546.0	7,574.5	7,555.0
S2	7,512.5	7,512.5	7,569.5
S3	7,461.0	7,494.5	7,565.0
S4	7,409.5	7,443.0	7,550.5

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,864.5	7,821.5	7,633.5
R3	7,765.0	7,722.0	7,606.5
R2	7,665.5	7,665.5	7,597.0
R1	7,622.5	7,622.5	7,588.0	7,644.0
PP	7,566.0	7,566.0	7,566.0	7,577.0
S1	7,523.0	7,523.0	7,570.0	7,544.5
S2	7,466.5	7,466.5	7,561.0
S3	7,367.0	7,423.5	7,551.5
S4	7,267.5	7,324.0	7,524.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,609.5	7,510.0	99.5	1.3%	65.5	0.9%	69%	False	False	68,134
10	7,652.0	7,451.0	201.0	2.7%	79.0	1.0%	64%	False	False	80,379
20	7,757.5	7,451.0	306.5	4.0%	85.0	1.1%	42%	False	False	86,876
40	7,757.5	7,451.0	306.5	4.0%	79.0	1.0%	42%	False	False	82,993
60	7,757.5	7,421.5	336.0	4.4%	86.5	1.1%	47%	False	False	97,778
80	7,810.0	7,382.0	428.0	5.6%	77.5	1.0%	46%	False	False	73,602
100	7,810.0	6,990.5	819.5	10.8%	68.5	0.9%	72%	False	False	58,978
120	7,810.0	6,720.5	1,089.5	14.4%	61.5	0.8%	79%	False	False	49,150

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	14.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,801.5
2.618	7,717.5
1.618	7,666.0
1.000	7,634.0
0.618	7,614.5
HIGH	7,582.5
0.618	7,563.0
0.500	7,557.0
0.382	7,550.5
LOW	7,531.0
0.618	7,499.0
1.000	7,479.5
1.618	7,447.5
2.618	7,396.0
4.250	7,312.0

Fisher Pivots for day following 24-Aug-2018
Pivot	1 day	3 day
R1	7,571.5	7,571.0
PP	7,564.0	7,563.0
S1	7,557.0	7,555.0

Download as Excel Spreadsheet

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

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