FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	7,484.0	7,451.5	-32.5	-0.4%	7,397.0
High	7,517.0	7,507.5	-9.5	-0.1%	7,519.5
Low	7,434.0	7,443.5	9.5	0.1%	7,378.5
Close	7,462.5	7,481.5	19.0	0.3%	7,481.5
Range	83.0	64.0	-19.0	-22.9%	141.0
ATR	83.0	81.7	-1.4	-1.6%	0.0
Volume	172,289	83,678	-88,611	-51.4%	435,712

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,669.5	7,639.5	7,516.5
R3	7,605.5	7,575.5	7,499.0
R2	7,541.5	7,541.5	7,493.0
R1	7,511.5	7,511.5	7,487.5	7,526.5
PP	7,477.5	7,477.5	7,477.5	7,485.0
S1	7,447.5	7,447.5	7,475.5	7,462.5
S2	7,413.5	7,413.5	7,470.0
S3	7,349.5	7,383.5	7,464.0
S4	7,285.5	7,319.5	7,446.5

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,883.0	7,823.0	7,559.0
R3	7,742.0	7,682.0	7,520.5
R2	7,601.0	7,601.0	7,507.5
R1	7,541.0	7,541.0	7,494.5	7,571.0
PP	7,460.0	7,460.0	7,460.0	7,475.0
S1	7,400.0	7,400.0	7,468.5	7,430.0
S2	7,319.0	7,319.0	7,455.5
S3	7,178.0	7,259.0	7,442.5
S4	7,037.0	7,118.0	7,404.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,519.5	7,322.5	197.0	2.6%	77.0	1.0%	81%	False	False	102,731
10	7,519.5	7,224.5	295.0	3.9%	76.0	1.0%	87%	False	False	93,425
20	7,638.0	7,224.5	413.5	5.5%	79.0	1.1%	62%	False	False	91,699
40	7,710.0	7,223.0	487.0	6.5%	79.0	1.1%	53%	False	False	92,266
60	7,710.0	7,223.0	487.0	6.5%	75.5	1.0%	53%	False	False	99,560
80	7,814.0	7,223.0	591.0	7.9%	70.5	0.9%	44%	False	False	75,512
100	7,944.0	7,223.0	721.0	9.6%	61.5	0.8%	36%	False	False	60,412
120	7,944.0	7,223.0	721.0	9.6%	55.0	0.7%	36%	False	False	50,348

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,779.5
2.618	7,675.0
1.618	7,611.0
1.000	7,571.5
0.618	7,547.0
HIGH	7,507.5
0.618	7,483.0
0.500	7,475.5
0.382	7,468.0
LOW	7,443.5
0.618	7,404.0
1.000	7,379.5
1.618	7,340.0
2.618	7,276.0
4.250	7,171.5

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	7,479.5	7,480.0
PP	7,477.5	7,478.5
S1	7,475.5	7,477.0

Download as Excel Spreadsheet

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

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