FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	7,552.0	7,518.5	-33.5	-0.4%	7,721.0
High	7,589.5	7,531.5	-58.0	-0.8%	7,732.5
Low	7,501.0	7,423.0	-78.0	-1.0%	7,569.0
Close	7,517.5	7,448.5	-69.0	-0.9%	7,671.0
Range	88.5	108.5	20.0	22.6%	163.5
ATR	87.5	89.0	1.5	1.7%	0.0
Volume	104,369	120,332	15,963	15.3%	493,027

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,793.0	7,729.5	7,508.0
R3	7,684.5	7,621.0	7,478.5
R2	7,576.0	7,576.0	7,468.5
R1	7,512.5	7,512.5	7,458.5	7,490.0
PP	7,467.5	7,467.5	7,467.5	7,456.5
S1	7,404.0	7,404.0	7,438.5	7,381.5
S2	7,359.0	7,359.0	7,428.5
S3	7,250.5	7,295.5	7,418.5
S4	7,142.0	7,187.0	7,389.0

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,148.0	8,073.0	7,761.0
R3	7,984.5	7,909.5	7,716.0
R2	7,821.0	7,821.0	7,701.0
R1	7,746.0	7,746.0	7,686.0	7,702.0
PP	7,657.5	7,657.5	7,657.5	7,635.5
S1	7,582.5	7,582.5	7,656.0	7,538.0
S2	7,494.0	7,494.0	7,641.0
S3	7,330.5	7,419.0	7,626.0
S4	7,167.0	7,255.5	7,581.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,722.5	7,423.0	299.5	4.0%	109.0	1.5%	9%	False	True	113,056
10	7,798.0	7,423.0	375.0	5.0%	101.5	1.4%	7%	False	True	107,061
20	7,810.5	7,423.0	387.5	5.2%	92.0	1.2%	7%	False	True	125,455
40	7,810.5	7,285.5	525.0	7.0%	68.5	0.9%	31%	False	False	62,871
60	7,810.5	7,285.5	525.0	7.0%	52.5	0.7%	31%	False	False	41,922
80	7,810.5	7,285.5	525.0	7.0%	41.5	0.6%	31%	False	False	31,449
100	7,848.0	7,285.5	562.5	7.6%	33.5	0.4%	29%	False	False	25,159
120	8,000.0	7,285.5	714.5	9.6%	28.5	0.4%	23%	False	False	20,968

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	25.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,992.5
2.618	7,815.5
1.618	7,707.0
1.000	7,640.0
0.618	7,598.5
HIGH	7,531.5
0.618	7,490.0
0.500	7,477.0
0.382	7,464.5
LOW	7,423.0
0.618	7,356.0
1.000	7,314.5
1.618	7,247.5
2.618	7,139.0
4.250	6,962.0

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	7,477.0	7,550.0
PP	7,467.5	7,516.5
S1	7,458.0	7,482.5

Download as Excel Spreadsheet

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

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