FTSE 100 Index Future March 2019

Trading Metrics calculated at close of trading on 27-Dec-2018

Day Change Summary
	Previous	Current
	24-Dec-2018	27-Dec-2018	Change	Change %	Previous Week
Open	6,579.0	6,633.0	54.0	0.8%	6,767.0
High	6,632.5	6,692.5	60.0	0.9%	6,786.0
Low	6,570.0	6,475.0	-95.0	-1.4%	6,560.5
Close	6,611.5	6,529.5	-82.0	-1.2%	6,639.0
Range	62.5	217.5	155.0	248.0%	225.5
ATR	105.0	113.0	8.0	7.7%	0.0
Volume	22,489	137,684	115,195	512.2%	1,118,176

Daily Pivots for day following 27-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,218.0	7,091.5	6,649.0
R3	7,000.5	6,874.0	6,589.5
R2	6,783.0	6,783.0	6,569.5
R1	6,656.5	6,656.5	6,549.5	6,611.0
PP	6,565.5	6,565.5	6,565.5	6,543.0
S1	6,439.0	6,439.0	6,509.5	6,393.5
S2	6,348.0	6,348.0	6,489.5
S3	6,130.5	6,221.5	6,469.5
S4	5,913.0	6,004.0	6,410.0

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,338.5	7,214.0	6,763.0
R3	7,113.0	6,988.5	6,701.0
R2	6,887.5	6,887.5	6,680.5
R1	6,763.0	6,763.0	6,659.5	6,712.5
PP	6,662.0	6,662.0	6,662.0	6,636.5
S1	6,537.5	6,537.5	6,618.5	6,487.0
S2	6,436.5	6,436.5	6,597.5
S3	6,211.0	6,312.0	6,577.0
S4	5,985.5	6,086.5	6,515.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,724.5	6,475.0	249.5	3.8%	132.5	2.0%	22%	False	True	135,139
10	6,842.0	6,475.0	367.0	5.6%	111.0	1.7%	15%	False	True	149,177
20	7,080.0	6,475.0	605.0	9.3%	103.0	1.6%	9%	False	True	78,459
40	7,082.5	6,475.0	607.5	9.3%	73.5	1.1%	9%	False	True	39,463
60	7,425.0	6,475.0	950.0	14.5%	59.5	0.9%	6%	False	True	26,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.3
Widest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	7,617.0
2.618	7,262.0
1.618	7,044.5
1.000	6,910.0
0.618	6,827.0
HIGH	6,692.5
0.618	6,609.5
0.500	6,584.0
0.382	6,558.0
LOW	6,475.0
0.618	6,340.5
1.000	6,257.5
1.618	6,123.0
2.618	5,905.5
4.250	5,550.5

Fisher Pivots for day following 27-Dec-2018
Pivot	1 day	3 day
R1	6,584.0	6,584.0
PP	6,565.5	6,565.5
S1	6,547.5	6,547.5

Download as Excel Spreadsheet

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

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