FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	7,648.0	7,644.5	-3.5	0.0%	7,780.0
High	7,690.0	7,669.5	-20.5	-0.3%	7,799.5
Low	7,603.0	7,569.0	-34.0	-0.4%	7,684.0
Close	7,633.0	7,651.5	18.5	0.2%	7,740.0
Range	87.0	100.5	13.5	15.5%	115.5
ATR	79.9	81.3	1.5	1.8%	0.0
Volume	82,584	101,137	18,553	22.5%	494,165

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,931.5	7,892.0	7,707.0
R3	7,831.0	7,791.5	7,679.0
R2	7,730.5	7,730.5	7,670.0
R1	7,691.0	7,691.0	7,660.5	7,711.0
PP	7,630.0	7,630.0	7,630.0	7,640.0
S1	7,590.5	7,590.5	7,642.5	7,610.0
S2	7,529.5	7,529.5	7,633.0
S3	7,429.0	7,490.0	7,624.0
S4	7,328.5	7,389.5	7,596.0

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	7,785.0	7,569.0	216.0	2.8%	92.5	1.2%	38%	False	True	98,923
10	7,810.5	7,569.0	241.5	3.2%	85.5	1.1%	34%	False	True	103,989
20	7,810.5	7,440.5	370.0	4.8%	83.0	1.1%	57%	False	False	102,517
40	7,810.5	7,285.5	525.0	6.9%	60.0	0.8%	70%	False	False	51,278
60	7,810.5	7,285.5	525.0	6.9%	46.5	0.6%	70%	False	False	34,194
80	7,810.5	7,285.5	525.0	6.9%	36.0	0.5%	70%	False	False	25,647
100	7,848.0	7,285.5	562.5	7.4%	29.0	0.4%	65%	False	False	20,518
120	8,000.0	7,285.5	714.5	9.3%	25.0	0.3%	51%	False	False	17,101

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	21.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,096.5
2.618	7,932.5
1.618	7,832.0
1.000	7,770.0
0.618	7,731.5
HIGH	7,669.5
0.618	7,631.0
0.500	7,619.0
0.382	7,607.5
LOW	7,569.0
0.618	7,507.0
1.000	7,468.5
1.618	7,406.5
2.618	7,306.0
4.250	7,142.0

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	7,641.0	7,646.5
PP	7,630.0	7,641.5
S1	7,619.0	7,636.0

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

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