FTSE 100 Index Future March 2019

Trading Metrics calculated at close of trading on 21-Jan-2019

Day Change Summary
	Previous	Current
	18-Jan-2019	21-Jan-2019	Change	Change %	Previous Week
Open	6,793.5	6,939.0	145.5	2.1%	6,837.0
High	6,941.5	6,939.0	-2.5	0.0%	6,941.5
Low	6,793.5	6,895.0	101.5	1.5%	6,736.0
Close	6,914.5	6,901.5	-13.0	-0.2%	6,914.5
Range	148.0	44.0	-104.0	-70.3%	205.5
ATR	106.4	101.9	-4.5	-4.2%	0.0
Volume	120,440	55,827	-64,613	-53.6%	468,735

Daily Pivots for day following 21-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	7,044.0	7,016.5	6,925.5
R3	7,000.0	6,972.5	6,913.5
R2	6,956.0	6,956.0	6,909.5
R1	6,928.5	6,928.5	6,905.5	6,920.0
PP	6,912.0	6,912.0	6,912.0	6,907.5
S1	6,884.5	6,884.5	6,897.5	6,876.0
S2	6,868.0	6,868.0	6,893.5
S3	6,824.0	6,840.5	6,889.5
S4	6,780.0	6,796.5	6,877.5

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	7,480.5	7,403.0	7,027.5
R3	7,275.0	7,197.5	6,971.0
R2	7,069.5	7,069.5	6,952.0
R1	6,992.0	6,992.0	6,933.5	7,031.0
PP	6,864.0	6,864.0	6,864.0	6,883.5
S1	6,786.5	6,786.5	6,895.5	6,825.0
S2	6,658.5	6,658.5	6,877.0
S3	6,453.0	6,581.0	6,858.0
S4	6,247.5	6,375.5	6,801.5

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%	84.0	1.2%	81%	False	False	88,670
10	6,941.5	6,736.0	205.5	3.0%	86.0	1.2%	81%	False	False	91,178
20	6,941.5	6,475.0	466.5	6.8%	104.5	1.5%	91%	False	False	99,100
40	7,080.0	6,475.0	605.0	8.8%	96.0	1.4%	70%	False	False	76,222
60	7,082.5	6,475.0	607.5	8.8%	79.5	1.2%	70%	False	False	50,926
80	7,453.5	6,475.0	978.5	14.2%	64.0	0.9%	44%	False	False	38,229

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.1
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	7,126.0
2.618	7,054.0
1.618	7,010.0
1.000	6,983.0
0.618	6,966.0
HIGH	6,939.0
0.618	6,922.0
0.500	6,917.0
0.382	6,912.0
LOW	6,895.0
0.618	6,868.0
1.000	6,851.0
1.618	6,824.0
2.618	6,780.0
4.250	6,708.0

Fisher Pivots for day following 21-Jan-2019
Pivot	1 day	3 day
R1	6,917.0	6,880.5
PP	6,912.0	6,859.5
S1	6,906.5	6,839.0

Download as Excel Spreadsheet

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

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