FTSE 100 Index Future December 2018

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

Day Change Summary
	Previous	Current
	12-Sep-2018	13-Sep-2018	Change	Change %	Previous Week
Open	7,235.5	7,268.0	32.5	0.4%	7,395.0
High	7,288.0	7,280.0	-8.0	-0.1%	7,488.0
Low	7,214.5	7,237.5	23.0	0.3%	7,195.5
Close	7,271.5	7,241.0	-30.5	-0.4%	7,240.0
Range	73.5	42.5	-31.0	-42.2%	292.5
ATR	68.7	66.9	-1.9	-2.7%	0.0
Volume	25,833	54,383	28,550	110.5%	23,211

Daily Pivots for day following 13-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,380.5	7,353.0	7,264.5
R3	7,338.0	7,310.5	7,252.5
R2	7,295.5	7,295.5	7,249.0
R1	7,268.0	7,268.0	7,245.0	7,260.5
PP	7,253.0	7,253.0	7,253.0	7,249.0
S1	7,225.5	7,225.5	7,237.0	7,218.0
S2	7,210.5	7,210.5	7,233.0
S3	7,168.0	7,183.0	7,229.5
S4	7,125.5	7,140.5	7,217.5

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,185.5	8,005.0	7,401.0
R3	7,893.0	7,712.5	7,320.5
R2	7,600.5	7,600.5	7,293.5
R1	7,420.0	7,420.0	7,267.0	7,364.0
PP	7,308.0	7,308.0	7,308.0	7,280.0
S1	7,127.5	7,127.5	7,213.0	7,071.5
S2	7,015.5	7,015.5	7,186.5
S3	6,723.0	6,835.0	7,159.5
S4	6,430.5	6,542.5	7,079.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,292.0	7,184.0	108.0	1.5%	65.0	0.9%	53%	False	False	20,211
10	7,488.0	7,184.0	304.0	4.2%	75.0	1.0%	19%	False	False	12,013
20	7,596.0	7,184.0	412.0	5.7%	55.0	0.8%	14%	False	False	6,048
40	7,701.0	7,184.0	517.0	7.1%	47.0	0.7%	11%	False	False	3,040
60	7,701.0	7,184.0	517.0	7.1%	44.0	0.6%	11%	False	False	2,040
80	7,701.0	7,184.0	517.0	7.1%	37.0	0.5%	11%	False	False	1,549
100	7,770.5	7,184.0	586.5	8.1%	31.0	0.4%	10%	False	False	1,243

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,460.5
2.618	7,391.5
1.618	7,349.0
1.000	7,322.5
0.618	7,306.5
HIGH	7,280.0
0.618	7,264.0
0.500	7,259.0
0.382	7,253.5
LOW	7,237.5
0.618	7,211.0
1.000	7,195.0
1.618	7,168.5
2.618	7,126.0
4.250	7,057.0

Fisher Pivots for day following 13-Sep-2018
Pivot	1 day	3 day
R1	7,259.0	7,239.5
PP	7,253.0	7,237.5
S1	7,247.0	7,236.0

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