FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	7,767.0	7,780.0	13.0	0.2%	7,549.5
High	7,810.5	7,782.0	-28.5	-0.4%	7,810.5
Low	7,757.0	7,700.0	-57.0	-0.7%	7,531.0
Close	7,791.5	7,709.0	-82.5	-1.1%	7,791.5
Range	53.5	82.0	28.5	53.3%	279.5
ATR	71.6	73.1	1.4	2.0%	0.0
Volume	175,423	92,415	-83,008	-47.3%	1,045,779

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,976.5	7,924.5	7,754.0
R3	7,894.5	7,842.5	7,731.5
R2	7,812.5	7,812.5	7,724.0
R1	7,760.5	7,760.5	7,716.5	7,745.5
PP	7,730.5	7,730.5	7,730.5	7,723.0
S1	7,678.5	7,678.5	7,701.5	7,663.5
S2	7,648.5	7,648.5	7,694.0
S3	7,566.5	7,596.5	7,686.5
S4	7,484.5	7,514.5	7,664.0

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,549.5	8,450.0	7,945.0
R3	8,270.0	8,170.5	7,868.5
R2	7,990.5	7,990.5	7,842.5
R1	7,891.0	7,891.0	7,817.0	7,941.0
PP	7,711.0	7,711.0	7,711.0	7,736.0
S1	7,611.5	7,611.5	7,766.0	7,661.0
S2	7,431.5	7,431.5	7,740.5
S3	7,152.0	7,332.0	7,714.5
S4	6,872.5	7,052.5	7,638.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,810.5	7,552.0	258.5	3.4%	85.5	1.1%	61%	False	False	164,315
10	7,810.5	7,440.5	370.0	4.8%	83.5	1.1%	73%	False	False	127,795
20	7,810.5	7,325.0	485.5	6.3%	64.0	0.8%	79%	False	False	63,928
40	7,810.5	7,285.5	525.0	6.8%	46.5	0.6%	81%	False	False	31,977
60	7,810.5	7,285.5	525.0	6.8%	35.5	0.5%	81%	False	False	21,328
80	7,810.5	7,285.5	525.0	6.8%	27.0	0.3%	81%	False	False	15,996
100	7,936.0	7,285.5	650.5	8.4%	22.5	0.3%	65%	False	False	12,800
120	8,000.0	7,285.5	714.5	9.3%	19.0	0.2%	59%	False	False	10,667

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,130.5
2.618	7,996.5
1.618	7,914.5
1.000	7,864.0
0.618	7,832.5
HIGH	7,782.0
0.618	7,750.5
0.500	7,741.0
0.382	7,731.5
LOW	7,700.0
0.618	7,649.5
1.000	7,618.0
1.618	7,567.5
2.618	7,485.5
4.250	7,351.5

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	7,741.0	7,705.0
PP	7,730.5	7,701.5
S1	7,719.5	7,698.0

Download as Excel Spreadsheet

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

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