FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	7,780.0	7,723.0	-57.0	-0.7%	7,549.5
High	7,782.0	7,742.0	-40.0	-0.5%	7,810.5
Low	7,700.0	7,699.5	-0.5	0.0%	7,531.0
Close	7,709.0	7,717.5	8.5	0.1%	7,791.5
Range	82.0	42.5	-39.5	-48.2%	279.5
ATR	73.1	70.9	-2.2	-3.0%	0.0
Volume	92,415	73,799	-18,616	-20.1%	1,045,779

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,847.0	7,825.0	7,741.0
R3	7,804.5	7,782.5	7,729.0
R2	7,762.0	7,762.0	7,725.5
R1	7,740.0	7,740.0	7,721.5	7,730.0
PP	7,719.5	7,719.5	7,719.5	7,714.5
S1	7,697.5	7,697.5	7,713.5	7,687.0
S2	7,677.0	7,677.0	7,709.5
S3	7,634.5	7,655.0	7,706.0
S4	7,592.0	7,612.5	7,694.0

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	3.3%	83.5	1.1%	64%	False	False	127,831
10	7,810.5	7,440.5	370.0	4.8%	79.0	1.0%	75%	False	False	134,969
20	7,810.5	7,338.0	472.5	6.1%	63.5	0.8%	80%	False	False	67,618
40	7,810.5	7,285.5	525.0	6.8%	47.5	0.6%	82%	False	False	33,822
60	7,810.5	7,285.5	525.0	6.8%	36.0	0.5%	82%	False	False	22,558
80	7,810.5	7,285.5	525.0	6.8%	27.5	0.4%	82%	False	False	16,919
100	7,936.0	7,285.5	650.5	8.4%	23.0	0.3%	66%	False	False	13,538
120	8,000.0	7,285.5	714.5	9.3%	19.0	0.2%	60%	False	False	11,282

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	14.8
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	7,922.5
2.618	7,853.5
1.618	7,811.0
1.000	7,784.5
0.618	7,768.5
HIGH	7,742.0
0.618	7,726.0
0.500	7,721.0
0.382	7,715.5
LOW	7,699.5
0.618	7,673.0
1.000	7,657.0
1.618	7,630.5
2.618	7,588.0
4.250	7,519.0

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	7,721.0	7,755.0
PP	7,719.5	7,742.5
S1	7,718.5	7,730.0

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

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