FTSE 100 Index Future March 2019

Trading Metrics calculated at close of trading on 17-Jan-2019

Day Change Summary
	Previous	Current
	16-Jan-2019	17-Jan-2019	Change	Change %	Previous Week
Open	6,817.5	6,795.0	-22.5	-0.3%	6,791.0
High	6,851.5	6,799.5	-52.0	-0.8%	6,941.5
Low	6,782.0	6,736.0	-46.0	-0.7%	6,713.5
Close	6,794.5	6,772.0	-22.5	-0.3%	6,851.0
Range	69.5	63.5	-6.0	-8.6%	228.0
ATR	104.5	101.5	-2.9	-2.8%	0.0
Volume	91,838	89,671	-2,167	-2.4%	478,013

Daily Pivots for day following 17-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	6,959.5	6,929.5	6,807.0
R3	6,896.0	6,866.0	6,789.5
R2	6,832.5	6,832.5	6,783.5
R1	6,802.5	6,802.5	6,778.0	6,786.0
PP	6,769.0	6,769.0	6,769.0	6,761.0
S1	6,739.0	6,739.0	6,766.0	6,722.0
S2	6,705.5	6,705.5	6,760.5
S3	6,642.0	6,675.5	6,754.5
S4	6,578.5	6,612.0	6,737.0

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	7,519.5	7,413.0	6,976.5
R3	7,291.5	7,185.0	6,913.5
R2	7,063.5	7,063.5	6,893.0
R1	6,957.0	6,957.0	6,872.0	7,010.0
PP	6,835.5	6,835.5	6,835.5	6,862.0
S1	6,729.0	6,729.0	6,830.0	6,782.0
S2	6,607.5	6,607.5	6,809.0
S3	6,379.5	6,501.0	6,788.5
S4	6,151.5	6,273.0	6,725.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,941.5	6,736.0	205.5	3.0%	80.0	1.2%	18%	False	True	88,155
10	6,941.5	6,618.0	323.5	4.8%	95.0	1.4%	48%	False	False	94,053
20	6,941.5	6,475.0	466.5	6.9%	105.0	1.6%	64%	False	False	115,972
40	7,080.0	6,475.0	605.0	8.9%	94.5	1.4%	49%	False	False	71,817
60	7,082.5	6,475.0	607.5	9.0%	78.0	1.2%	49%	False	False	47,988
80	7,453.5	6,475.0	978.5	14.4%	61.5	0.9%	30%	False	False	36,027

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,069.5
2.618	6,965.5
1.618	6,902.0
1.000	6,863.0
0.618	6,838.5
HIGH	6,799.5
0.618	6,775.0
0.500	6,768.0
0.382	6,760.5
LOW	6,736.0
0.618	6,697.0
1.000	6,672.5
1.618	6,633.5
2.618	6,570.0
4.250	6,466.0

Fisher Pivots for day following 17-Jan-2019
Pivot	1 day	3 day
R1	6,770.5	6,808.0
PP	6,769.0	6,796.0
S1	6,768.0	6,784.0

Download as Excel Spreadsheet

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

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