FTSE 100 Index Future March 2023

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	7,751.5	7,774.5	23.0	0.3%	7,773.5
High	7,783.0	7,811.5	28.5	0.4%	7,794.0
Low	7,713.5	7,744.5	31.0	0.4%	7,691.5
Close	7,732.0	7,794.0	62.0	0.8%	7,738.0
Range	69.5	67.0	-2.5	-3.6%	102.5
ATR	70.8	71.4	0.6	0.9%	0.0
Volume	106,547	115,656	9,109	8.5%	406,700

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,984.5	7,956.0	7,831.0
R3	7,917.5	7,889.0	7,812.5
R2	7,850.5	7,850.5	7,806.5
R1	7,822.0	7,822.0	7,800.0	7,836.0
PP	7,783.5	7,783.5	7,783.5	7,790.5
S1	7,755.0	7,755.0	7,788.0	7,769.0
S2	7,716.5	7,716.5	7,781.5
S3	7,649.5	7,688.0	7,775.5
S4	7,582.5	7,621.0	7,757.0

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,048.5	7,996.0	7,794.5
R3	7,946.0	7,893.5	7,766.0
R2	7,843.5	7,843.5	7,757.0
R1	7,791.0	7,791.0	7,747.5	7,766.0
PP	7,741.0	7,741.0	7,741.0	7,729.0
S1	7,688.5	7,688.5	7,728.5	7,663.5
S2	7,638.5	7,638.5	7,719.0
S3	7,536.0	7,586.0	7,710.0
S4	7,433.5	7,483.5	7,681.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,811.5	7,682.0	129.5	1.7%	69.5	0.9%	86%	True	False	99,829
10	7,811.5	7,682.0	129.5	1.7%	61.0	0.8%	86%	True	False	94,069
20	7,862.5	7,630.0	232.5	3.0%	62.5	0.8%	71%	False	False	93,371
40	7,862.5	7,292.5	570.0	7.3%	76.0	1.0%	88%	False	False	97,814
60	7,862.5	7,268.0	594.5	7.6%	69.5	0.9%	88%	False	False	65,340
80	7,862.5	6,738.0	1,124.5	14.4%	59.0	0.8%	94%	False	False	49,040

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	19.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,096.0
2.618	7,987.0
1.618	7,920.0
1.000	7,878.5
0.618	7,853.0
HIGH	7,811.5
0.618	7,786.0
0.500	7,778.0
0.382	7,770.0
LOW	7,744.5
0.618	7,703.0
1.000	7,677.5
1.618	7,636.0
2.618	7,569.0
4.250	7,460.0

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	7,788.5	7,778.0
PP	7,783.5	7,762.5
S1	7,778.0	7,747.0

Download as Excel Spreadsheet

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

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