FTSE 100 Index Future December 2022

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	7,479.0	7,475.5	-3.5	0.0%	7,396.0
High	7,510.0	7,510.0	0.0	0.0%	7,510.0
Low	7,471.0	7,433.0	-38.0	-0.5%	7,348.0
Close	7,500.0	7,493.5	-6.5	-0.1%	7,500.0
Range	39.0	77.0	38.0	97.4%	162.0
ATR	92.0	90.9	-1.1	-1.2%	0.0
Volume	60,264	91,809	31,545	52.3%	343,564

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	7,710.0	7,678.5	7,536.0
R3	7,633.0	7,601.5	7,514.5
R2	7,556.0	7,556.0	7,507.5
R1	7,524.5	7,524.5	7,500.5	7,540.0
PP	7,479.0	7,479.0	7,479.0	7,486.5
S1	7,447.5	7,447.5	7,486.5	7,463.0
S2	7,402.0	7,402.0	7,479.5
S3	7,325.0	7,370.5	7,472.5
S4	7,248.0	7,293.5	7,451.0

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	7,938.5	7,881.5	7,589.0
R3	7,776.5	7,719.5	7,544.5
R2	7,614.5	7,614.5	7,529.5
R1	7,557.5	7,557.5	7,515.0	7,586.0
PP	7,452.5	7,452.5	7,452.5	7,467.0
S1	7,395.5	7,395.5	7,485.0	7,424.0
S2	7,290.5	7,290.5	7,470.5
S3	7,128.5	7,233.5	7,455.5
S4	6,966.5	7,071.5	7,411.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,510.0	7,401.0	109.0	1.5%	57.5	0.8%	85%	True	False	72,691
10	7,510.0	7,300.0	210.0	2.8%	72.0	1.0%	92%	True	False	80,706
20	7,510.0	7,072.0	438.0	5.8%	92.0	1.2%	96%	True	False	95,585
40	7,510.0	6,712.5	797.5	10.6%	104.0	1.4%	98%	True	False	101,850
60	7,529.5	6,712.5	817.0	10.9%	111.0	1.5%	96%	False	False	113,068
80	7,580.0	6,712.5	867.5	11.6%	97.5	1.3%	90%	False	False	84,888
100	7,580.0	6,712.5	867.5	11.6%	80.0	1.1%	90%	False	False	67,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	22.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,837.0
2.618	7,711.5
1.618	7,634.5
1.000	7,587.0
0.618	7,557.5
HIGH	7,510.0
0.618	7,480.5
0.500	7,471.5
0.382	7,462.5
LOW	7,433.0
0.618	7,385.5
1.000	7,356.0
1.618	7,308.5
2.618	7,231.5
4.250	7,106.0

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	7,486.0	7,486.0
PP	7,479.0	7,479.0
S1	7,471.5	7,471.5

Download as Excel Spreadsheet

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

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