FTSE 100 Index Future December 2018

Trading Metrics calculated at close of trading on 25-Sep-2018

Day Change Summary
	Previous	Current
	24-Sep-2018	25-Sep-2018	Change	Change %	Previous Week
Open	7,421.0	7,416.0	-5.0	-0.1%	7,271.5
High	7,449.5	7,479.0	29.5	0.4%	7,465.5
Low	7,411.5	7,407.5	-4.0	-0.1%	7,192.0
Close	7,425.0	7,467.5	42.5	0.6%	7,438.5
Range	38.0	71.5	33.5	88.2%	273.5
ATR	69.1	69.3	0.2	0.2%	0.0
Volume	77,362	79,628	2,266	2.9%	1,121,459

Daily Pivots for day following 25-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,666.0	7,638.0	7,507.0
R3	7,594.5	7,566.5	7,487.0
R2	7,523.0	7,523.0	7,480.5
R1	7,495.0	7,495.0	7,474.0	7,509.0
PP	7,451.5	7,451.5	7,451.5	7,458.0
S1	7,423.5	7,423.5	7,461.0	7,437.5
S2	7,380.0	7,380.0	7,454.5
S3	7,308.5	7,352.0	7,448.0
S4	7,237.0	7,280.5	7,428.0

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,186.0	8,085.5	7,589.0
R3	7,912.5	7,812.0	7,513.5
R2	7,639.0	7,639.0	7,488.5
R1	7,538.5	7,538.5	7,463.5	7,589.0
PP	7,365.5	7,365.5	7,365.5	7,390.5
S1	7,265.0	7,265.0	7,413.5	7,315.0
S2	7,092.0	7,092.0	7,388.5
S3	6,818.5	6,991.5	7,363.5
S4	6,545.0	6,718.0	7,288.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,479.0	7,241.5	237.5	3.2%	72.5	1.0%	95%	True	False	126,313
10	7,479.0	7,192.0	287.0	3.8%	67.0	0.9%	96%	True	False	146,195
20	7,596.0	7,184.0	412.0	5.5%	71.0	0.9%	69%	False	False	75,124
40	7,701.0	7,184.0	517.0	6.9%	56.0	0.7%	55%	False	False	37,581
60	7,701.0	7,184.0	517.0	6.9%	47.0	0.6%	55%	False	False	25,057
80	7,701.0	7,184.0	517.0	6.9%	43.5	0.6%	55%	False	False	18,820
100	7,770.5	7,184.0	586.5	7.9%	36.5	0.5%	48%	False	False	15,057

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,783.0
2.618	7,666.0
1.618	7,594.5
1.000	7,550.5
0.618	7,523.0
HIGH	7,479.0
0.618	7,451.5
0.500	7,443.0
0.382	7,435.0
LOW	7,407.5
0.618	7,363.5
1.000	7,336.0
1.618	7,292.0
2.618	7,220.5
4.250	7,103.5

Fisher Pivots for day following 25-Sep-2018
Pivot	1 day	3 day
R1	7,459.5	7,449.0
PP	7,451.5	7,430.0
S1	7,443.0	7,411.5

Download as Excel Spreadsheet

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

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