FTSE 100 Index Future March 2023

Trading Metrics calculated at close of trading on 30-Dec-2022

Day Change Summary
	Previous	Current
	29-Dec-2022	30-Dec-2022	Change	Change %	Previous Week
Open	7,470.5	7,512.5	42.0	0.6%	7,451.0
High	7,517.0	7,512.5	-4.5	-0.1%	7,542.0
Low	7,424.0	7,444.0	20.0	0.3%	7,424.0
Close	7,502.0	7,466.0	-36.0	-0.5%	7,466.0
Range	93.0	68.5	-24.5	-26.3%	118.0
ATR	81.7	80.7	-0.9	-1.2%	0.0
Volume	60,743	42,794	-17,949	-29.5%	171,294

Daily Pivots for day following 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	7,679.5	7,641.5	7,503.5
R3	7,611.0	7,573.0	7,485.0
R2	7,542.5	7,542.5	7,478.5
R1	7,504.5	7,504.5	7,472.5	7,489.0
PP	7,474.0	7,474.0	7,474.0	7,466.5
S1	7,436.0	7,436.0	7,459.5	7,421.0
S2	7,405.5	7,405.5	7,453.5
S3	7,337.0	7,367.5	7,447.0
S4	7,268.5	7,299.0	7,428.5

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	7,831.5	7,766.5	7,531.0
R3	7,713.5	7,648.5	7,498.5
R2	7,595.5	7,595.5	7,487.5
R1	7,530.5	7,530.5	7,477.0	7,563.0
PP	7,477.5	7,477.5	7,477.5	7,493.5
S1	7,412.5	7,412.5	7,455.0	7,445.0
S2	7,359.5	7,359.5	7,444.5
S3	7,241.5	7,294.5	7,433.5
S4	7,123.5	7,176.5	7,401.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,542.0	7,421.5	120.5	1.6%	82.5	1.1%	37%	False	False	56,871
10	7,542.0	7,292.5	249.5	3.3%	95.5	1.3%	70%	False	False	81,992
20	7,688.0	7,292.5	395.5	5.3%	82.0	1.1%	44%	False	False	84,677
40	7,688.0	7,096.0	592.0	7.9%	67.5	0.9%	63%	False	False	42,351
60	7,688.0	6,738.0	950.0	12.7%	51.5	0.7%	77%	False	False	28,277

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,803.5
2.618	7,692.0
1.618	7,623.5
1.000	7,581.0
0.618	7,555.0
HIGH	7,512.5
0.618	7,486.5
0.500	7,478.0
0.382	7,470.0
LOW	7,444.0
0.618	7,401.5
1.000	7,375.5
1.618	7,333.0
2.618	7,264.5
4.250	7,153.0

Fisher Pivots for day following 30-Dec-2022
Pivot	1 day	3 day
R1	7,478.0	7,483.0
PP	7,474.0	7,477.5
S1	7,470.0	7,471.5

Download as Excel Spreadsheet

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

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