FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	7,743.0	7,688.0	-55.0	-0.7%	7,780.0
High	7,798.0	7,785.0	-13.0	-0.2%	7,799.5
Low	7,690.5	7,684.0	-6.5	-0.1%	7,684.0
Close	7,730.5	7,740.0	9.5	0.1%	7,740.0
Range	107.5	101.0	-6.5	-6.0%	115.5
ATR	75.8	77.6	1.8	2.4%	0.0
Volume	111,852	124,310	12,458	11.1%	494,165

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,039.5	7,990.5	7,795.5
R3	7,938.5	7,889.5	7,768.0
R2	7,837.5	7,837.5	7,758.5
R1	7,788.5	7,788.5	7,749.5	7,813.0
PP	7,736.5	7,736.5	7,736.5	7,748.5
S1	7,687.5	7,687.5	7,730.5	7,712.0
S2	7,635.5	7,635.5	7,721.5
S3	7,534.5	7,586.5	7,712.0
S4	7,433.5	7,485.5	7,684.5

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,087.5	8,029.5	7,803.5
R3	7,972.0	7,914.0	7,772.0
R2	7,856.5	7,856.5	7,761.0
R1	7,798.5	7,798.5	7,750.5	7,770.0
PP	7,741.0	7,741.0	7,741.0	7,727.0
S1	7,683.0	7,683.0	7,729.5	7,654.0
S2	7,625.5	7,625.5	7,719.0
S3	7,510.0	7,567.5	7,708.0
S4	7,394.5	7,452.0	7,676.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,799.5	7,684.0	115.5	1.5%	87.5	1.1%	48%	False	True	98,833
10	7,810.5	7,531.0	279.5	3.6%	87.0	1.1%	75%	False	False	153,994
20	7,810.5	7,400.0	410.5	5.3%	74.5	1.0%	83%	False	False	84,013
40	7,810.5	7,285.5	525.0	6.8%	54.0	0.7%	87%	False	False	42,021
60	7,810.5	7,285.5	525.0	6.8%	41.5	0.5%	87%	False	False	28,023
80	7,810.5	7,285.5	525.0	6.8%	31.5	0.4%	87%	False	False	21,018
100	7,848.0	7,285.5	562.5	7.3%	25.5	0.3%	81%	False	False	16,815
120	8,000.0	7,285.5	714.5	9.2%	22.0	0.3%	64%	False	False	14,015

Crabel Price Patterns
NR	True
NR4	False
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	True
Bull Hook	False
Stretch	17.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,214.0
2.618	8,049.5
1.618	7,948.5
1.000	7,886.0
0.618	7,847.5
HIGH	7,785.0
0.618	7,746.5
0.500	7,734.5
0.382	7,722.5
LOW	7,684.0
0.618	7,621.5
1.000	7,583.0
1.618	7,520.5
2.618	7,419.5
4.250	7,255.0

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	7,738.0	7,742.0
PP	7,736.5	7,741.0
S1	7,734.5	7,740.5

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

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