FTSE 100 Index Future September 2018

Trading Metrics calculated at close of trading on 28-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	28-Aug-2018	Change	Change %	Previous Week
Open	7,543.0	7,599.5	56.5	0.7%	7,551.0
High	7,582.5	7,633.0	50.5	0.7%	7,609.5
Low	7,531.0	7,588.5	57.5	0.8%	7,510.0
Close	7,579.0	7,623.0	44.0	0.6%	7,579.0
Range	51.5	44.5	-7.0	-13.6%	99.5
ATR	81.9	79.9	-2.0	-2.4%	0.0
Volume	55,313	86,718	31,405	56.8%	340,671

Daily Pivots for day following 28-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,748.5	7,730.0	7,647.5
R3	7,704.0	7,685.5	7,635.0
R2	7,659.5	7,659.5	7,631.0
R1	7,641.0	7,641.0	7,627.0	7,650.0
PP	7,615.0	7,615.0	7,615.0	7,619.5
S1	7,596.5	7,596.5	7,619.0	7,606.0
S2	7,570.5	7,570.5	7,615.0
S3	7,526.0	7,552.0	7,611.0
S4	7,481.5	7,507.5	7,598.5

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	7,633.0	7,510.0	123.0	1.6%	60.5	0.8%	92%	True	False	71,011
10	7,652.0	7,451.0	201.0	2.6%	78.0	1.0%	86%	False	False	81,567
20	7,757.5	7,451.0	306.5	4.0%	83.5	1.1%	56%	False	False	88,204
40	7,757.5	7,451.0	306.5	4.0%	77.5	1.0%	56%	False	False	82,315
60	7,757.5	7,421.5	336.0	4.4%	86.5	1.1%	60%	False	False	99,069
80	7,810.0	7,416.0	394.0	5.2%	77.5	1.0%	53%	False	False	74,684
100	7,810.0	6,996.0	814.0	10.7%	68.5	0.9%	77%	False	False	59,845
120	7,810.0	6,720.5	1,089.5	14.3%	62.0	0.8%	83%	False	False	49,873

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	15.5
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	7,822.0
2.618	7,749.5
1.618	7,705.0
1.000	7,677.5
0.618	7,660.5
HIGH	7,633.0
0.618	7,616.0
0.500	7,611.0
0.382	7,605.5
LOW	7,588.5
0.618	7,561.0
1.000	7,544.0
1.618	7,516.5
2.618	7,472.0
4.250	7,399.5

Fisher Pivots for day following 28-Aug-2018
Pivot	1 day	3 day
R1	7,619.0	7,609.5
PP	7,615.0	7,595.5
S1	7,611.0	7,582.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols