FTSE 100 Index Future December 2023

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

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	7,549.5	7,573.5	24.0	0.3%	7,565.0
High	7,614.5	7,616.0	1.5	0.0%	7,595.0
Low	7,531.0	7,562.5	31.5	0.4%	7,440.5
Close	7,564.5	7,594.5	30.0	0.4%	7,543.0
Range	83.5	53.5	-30.0	-35.9%	154.5
ATR	65.5	64.7	-0.9	-1.3%	0.0
Volume	316,616	256,222	-60,394	-19.1%	140,050

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,751.5	7,726.5	7,624.0
R3	7,698.0	7,673.0	7,609.0
R2	7,644.5	7,644.5	7,604.5
R1	7,619.5	7,619.5	7,599.5	7,632.0
PP	7,591.0	7,591.0	7,591.0	7,597.0
S1	7,566.0	7,566.0	7,589.5	7,578.5
S2	7,537.5	7,537.5	7,584.5
S3	7,484.0	7,512.5	7,580.0
S4	7,430.5	7,459.0	7,565.0

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,989.5	7,921.0	7,628.0
R3	7,835.0	7,766.5	7,585.5
R2	7,680.5	7,680.5	7,571.5
R1	7,612.0	7,612.0	7,557.0	7,569.0
PP	7,526.0	7,526.0	7,526.0	7,505.0
S1	7,457.5	7,457.5	7,529.0	7,414.5
S2	7,371.5	7,371.5	7,514.5
S3	7,217.0	7,303.0	7,500.5
S4	7,062.5	7,148.5	7,458.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,616.0	7,440.5	175.5	2.3%	74.5	1.0%	88%	True	False	142,108
10	7,616.0	7,440.5	175.5	2.3%	65.0	0.9%	88%	True	False	71,308
20	7,616.0	7,285.5	330.5	4.4%	54.5	0.7%	93%	True	False	35,663
40	7,769.0	7,285.5	483.5	6.4%	37.5	0.5%	64%	False	False	17,843
60	7,769.0	7,285.5	483.5	6.4%	29.5	0.4%	64%	False	False	11,906
80	7,848.0	7,285.5	562.5	7.4%	22.0	0.3%	55%	False	False	8,930
100	8,000.0	7,285.5	714.5	9.4%	19.0	0.2%	43%	False	False	7,146
120	8,000.0	7,285.5	714.5	9.4%	16.0	0.2%	43%	False	False	5,955

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	13.8
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,843.5
2.618	7,756.0
1.618	7,702.5
1.000	7,669.5
0.618	7,649.0
HIGH	7,616.0
0.618	7,595.5
0.500	7,589.0
0.382	7,583.0
LOW	7,562.5
0.618	7,529.5
1.000	7,509.0
1.618	7,476.0
2.618	7,422.5
4.250	7,335.0

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	7,593.0	7,577.0
PP	7,591.0	7,559.0
S1	7,589.0	7,541.0

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

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