FTSE 100 Index Future March 2019

Trading Metrics calculated at close of trading on 31-Jan-2019

Day Change Summary
	Previous	Current
	30-Jan-2019	31-Jan-2019	Change	Change %	Previous Week
Open	6,809.0	6,878.5	69.5	1.0%	6,939.0
High	6,907.0	6,933.0	26.0	0.4%	6,939.0
Low	6,789.5	6,869.0	79.5	1.2%	6,731.0
Close	6,872.5	6,902.5	30.0	0.4%	6,748.5
Range	117.5	64.0	-53.5	-45.5%	208.0
ATR	100.8	98.2	-2.6	-2.6%	0.0
Volume	118,659	125,749	7,090	6.0%	444,658

Daily Pivots for day following 31-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	7,093.5	7,062.0	6,937.5
R3	7,029.5	6,998.0	6,920.0
R2	6,965.5	6,965.5	6,914.0
R1	6,934.0	6,934.0	6,908.5	6,950.0
PP	6,901.5	6,901.5	6,901.5	6,909.5
S1	6,870.0	6,870.0	6,896.5	6,886.0
S2	6,837.5	6,837.5	6,891.0
S3	6,773.5	6,806.0	6,885.0
S4	6,709.5	6,742.0	6,867.5

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	7,430.0	7,297.5	6,863.0
R3	7,222.0	7,089.5	6,805.5
R2	7,014.0	7,014.0	6,786.5
R1	6,881.5	6,881.5	6,767.5	6,844.0
PP	6,806.0	6,806.0	6,806.0	6,787.5
S1	6,673.5	6,673.5	6,729.5	6,636.0
S2	6,598.0	6,598.0	6,710.5
S3	6,390.0	6,465.5	6,691.5
S4	6,182.0	6,257.5	6,634.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,933.0	6,671.0	262.0	3.8%	91.5	1.3%	88%	True	False	111,331
10	6,941.5	6,671.0	270.5	3.9%	92.0	1.3%	86%	False	False	101,757
20	6,941.5	6,618.0	323.5	4.7%	93.0	1.4%	88%	False	False	97,905
40	6,998.5	6,475.0	523.5	7.6%	102.0	1.5%	82%	False	False	95,780
60	7,080.0	6,475.0	605.0	8.8%	84.0	1.2%	71%	False	False	64,946
80	7,149.5	6,475.0	674.5	9.8%	72.5	1.0%	63%	False	False	48,711

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,205.0
2.618	7,100.5
1.618	7,036.5
1.000	6,997.0
0.618	6,972.5
HIGH	6,933.0
0.618	6,908.5
0.500	6,901.0
0.382	6,893.5
LOW	6,869.0
0.618	6,829.5
1.000	6,805.0
1.618	6,765.5
2.618	6,701.5
4.250	6,597.0

Fisher Pivots for day following 31-Jan-2019
Pivot	1 day	3 day
R1	6,902.0	6,871.5
PP	6,901.5	6,840.5
S1	6,901.0	6,809.5

Download as Excel Spreadsheet

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

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