FTSE 100 Index Future December 2018

Trading Metrics calculated at close of trading on 26-Oct-2018

Day Change Summary
	Previous	Current
	25-Oct-2018	26-Oct-2018	Change	Change %	Previous Week
Open	6,879.0	6,900.0	21.0	0.3%	6,991.5
High	7,003.0	6,954.5	-48.5	-0.7%	7,088.0
Low	6,860.5	6,824.0	-36.5	-0.5%	6,824.0
Close	6,974.0	6,875.0	-99.0	-1.4%	6,875.0
Range	142.5	130.5	-12.0	-8.4%	264.0
ATR	102.6	106.0	3.4	3.3%	0.0
Volume	136,190	186,631	50,441	37.0%	692,674

Daily Pivots for day following 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,276.0	7,206.0	6,947.0
R3	7,145.5	7,075.5	6,911.0
R2	7,015.0	7,015.0	6,899.0
R1	6,945.0	6,945.0	6,887.0	6,915.0
PP	6,884.5	6,884.5	6,884.5	6,869.5
S1	6,814.5	6,814.5	6,863.0	6,784.0
S2	6,754.0	6,754.0	6,851.0
S3	6,623.5	6,684.0	6,839.0
S4	6,493.0	6,553.5	6,803.0

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,721.0	7,562.0	7,020.0
R3	7,457.0	7,298.0	6,947.5
R2	7,193.0	7,193.0	6,923.5
R1	7,034.0	7,034.0	6,899.0	6,981.5
PP	6,929.0	6,929.0	6,929.0	6,903.0
S1	6,770.0	6,770.0	6,851.0	6,717.5
S2	6,665.0	6,665.0	6,826.5
S3	6,401.0	6,506.0	6,802.5
S4	6,137.0	6,242.0	6,730.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,088.0	6,824.0	264.0	3.8%	130.0	1.9%	19%	False	True	138,534
10	7,088.0	6,824.0	264.0	3.8%	106.0	1.5%	19%	False	True	123,893
20	7,500.0	6,824.0	676.0	9.8%	107.0	1.6%	8%	False	True	127,138
40	7,523.0	6,824.0	699.0	10.2%	89.0	1.3%	7%	False	True	108,276
60	7,701.0	6,824.0	877.0	12.8%	73.0	1.1%	6%	False	True	72,239
80	7,701.0	6,824.0	877.0	12.8%	64.0	0.9%	6%	False	True	54,186
100	7,701.0	6,824.0	877.0	12.8%	58.0	0.8%	6%	False	True	43,371
120	7,770.5	6,824.0	946.5	13.8%	49.0	0.7%	5%	False	True	36,143

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,509.0
2.618	7,296.0
1.618	7,165.5
1.000	7,085.0
0.618	7,035.0
HIGH	6,954.5
0.618	6,904.5
0.500	6,889.0
0.382	6,874.0
LOW	6,824.0
0.618	6,743.5
1.000	6,693.5
1.618	6,613.0
2.618	6,482.5
4.250	6,269.5

Fisher Pivots for day following 26-Oct-2018
Pivot	1 day	3 day
R1	6,889.0	6,924.0
PP	6,884.5	6,907.5
S1	6,880.0	6,891.0

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