FTSE 100 Index Future December 2022

Trading Metrics calculated at close of trading on 24-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	24-Nov-2022	Change	Change %	Previous Week
Open	7,466.5	7,482.0	15.5	0.2%	7,338.0
High	7,505.5	7,501.5	-4.0	-0.1%	7,432.0
Low	7,457.5	7,456.0	-1.5	0.0%	7,300.0
Close	7,479.0	7,485.0	6.0	0.1%	7,390.5
Range	48.0	45.5	-2.5	-5.2%	132.0
ATR	99.9	96.1	-3.9	-3.9%	0.0
Volume	82,603	54,423	-28,180	-34.1%	467,309

Daily Pivots for day following 24-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	7,617.5	7,596.5	7,510.0
R3	7,572.0	7,551.0	7,497.5
R2	7,526.5	7,526.5	7,493.5
R1	7,505.5	7,505.5	7,489.0	7,516.0
PP	7,481.0	7,481.0	7,481.0	7,486.0
S1	7,460.0	7,460.0	7,481.0	7,470.5
S2	7,435.5	7,435.5	7,476.5
S3	7,390.0	7,414.5	7,472.5
S4	7,344.5	7,369.0	7,460.0

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	7,770.0	7,712.5	7,463.0
R3	7,638.0	7,580.5	7,427.0
R2	7,506.0	7,506.0	7,414.5
R1	7,448.5	7,448.5	7,402.5	7,477.0
PP	7,374.0	7,374.0	7,374.0	7,388.5
S1	7,316.5	7,316.5	7,378.5	7,345.0
S2	7,242.0	7,242.0	7,366.5
S3	7,110.0	7,184.5	7,354.0
S4	6,978.0	7,052.5	7,318.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,505.5	7,348.0	157.5	2.1%	65.0	0.9%	87%	False	False	77,191
10	7,505.5	7,300.0	205.5	2.7%	80.0	1.1%	90%	False	False	87,216
20	7,505.5	6,993.5	512.0	6.8%	96.0	1.3%	96%	False	False	98,280
40	7,505.5	6,712.5	793.0	10.6%	108.5	1.4%	97%	False	False	105,817
60	7,529.5	6,712.5	817.0	10.9%	112.5	1.5%	95%	False	False	110,628
80	7,580.0	6,712.5	867.5	11.6%	96.5	1.3%	89%	False	False	82,987
100	7,580.0	6,712.5	867.5	11.6%	79.0	1.1%	89%	False	False	66,391

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.4
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	7,695.0
2.618	7,620.5
1.618	7,575.0
1.000	7,547.0
0.618	7,529.5
HIGH	7,501.5
0.618	7,484.0
0.500	7,479.0
0.382	7,473.5
LOW	7,456.0
0.618	7,428.0
1.000	7,410.5
1.618	7,382.5
2.618	7,337.0
4.250	7,262.5

Fisher Pivots for day following 24-Nov-2022
Pivot	1 day	3 day
R1	7,483.0	7,474.5
PP	7,481.0	7,464.0
S1	7,479.0	7,453.0

Download as Excel Spreadsheet

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

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