FTSE 100 Index Future March 2023

Trading Metrics calculated at close of trading on 12-Jan-2023

Day Change Summary
	Previous	Current
	11-Jan-2023	12-Jan-2023	Change	Change %	Previous Week
Open	7,709.0	7,741.0	32.0	0.4%	7,491.5
High	7,759.5	7,802.5	43.0	0.6%	7,709.0
Low	7,685.0	7,726.0	41.0	0.5%	7,405.0
Close	7,715.5	7,793.0	77.5	1.0%	7,687.5
Range	74.5	76.5	2.0	2.7%	304.0
ATR	83.3	83.6	0.3	0.3%	0.0
Volume	91,492	106,264	14,772	16.1%	443,309

Daily Pivots for day following 12-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,003.5	7,974.5	7,835.0
R3	7,927.0	7,898.0	7,814.0
R2	7,850.5	7,850.5	7,807.0
R1	7,821.5	7,821.5	7,800.0	7,836.0
PP	7,774.0	7,774.0	7,774.0	7,781.0
S1	7,745.0	7,745.0	7,786.0	7,759.5
S2	7,697.5	7,697.5	7,779.0
S3	7,621.0	7,668.5	7,772.0
S4	7,544.5	7,592.0	7,751.0

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,512.5	8,404.0	7,854.5
R3	8,208.5	8,100.0	7,771.0
R2	7,904.5	7,904.5	7,743.0
R1	7,796.0	7,796.0	7,715.5	7,850.0
PP	7,600.5	7,600.5	7,600.5	7,627.5
S1	7,492.0	7,492.0	7,659.5	7,546.0
S2	7,296.5	7,296.5	7,632.0
S3	6,992.5	7,188.0	7,604.0
S4	6,688.5	6,884.0	7,520.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,802.5	7,630.0	172.5	2.2%	67.0	0.9%	94%	True	False	95,216
10	7,802.5	7,405.0	397.5	5.1%	87.0	1.1%	98%	True	False	93,878
20	7,802.5	7,292.5	510.0	6.5%	92.0	1.2%	98%	True	False	107,844
40	7,802.5	7,292.5	510.0	6.5%	73.0	0.9%	98%	True	False	63,224
60	7,802.5	6,931.0	871.5	11.2%	59.0	0.8%	99%	True	False	42,197
80	7,802.5	6,738.0	1,064.5	13.7%	55.0	0.7%	99%	True	False	31,650

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,127.5
2.618	8,003.0
1.618	7,926.5
1.000	7,879.0
0.618	7,850.0
HIGH	7,802.5
0.618	7,773.5
0.500	7,764.0
0.382	7,755.0
LOW	7,726.0
0.618	7,678.5
1.000	7,649.5
1.618	7,602.0
2.618	7,525.5
4.250	7,401.0

Fisher Pivots for day following 12-Jan-2023
Pivot	1 day	3 day
R1	7,783.5	7,771.5
PP	7,774.0	7,750.0
S1	7,764.0	7,728.5

Download as Excel Spreadsheet

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

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