FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	7,532.5	7,564.0	31.5	0.4%	7,660.5
High	7,578.0	7,680.0	102.0	1.3%	7,677.5
Low	7,506.0	7,561.5	55.5	0.7%	7,423.0
Close	7,527.5	7,672.5	145.0	1.9%	7,533.0
Range	72.0	118.5	46.5	64.6%	254.5
ATR	88.8	93.4	4.5	5.1%	0.0
Volume	72,713	104,538	31,825	43.8%	532,333

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,993.5	7,951.5	7,737.5
R3	7,875.0	7,833.0	7,705.0
R2	7,756.5	7,756.5	7,694.0
R1	7,714.5	7,714.5	7,683.5	7,735.5
PP	7,638.0	7,638.0	7,638.0	7,648.5
S1	7,596.0	7,596.0	7,661.5	7,617.0
S2	7,519.5	7,519.5	7,651.0
S3	7,401.0	7,477.5	7,640.0
S4	7,282.5	7,359.0	7,607.5

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,308.0	8,175.0	7,673.0
R3	8,053.5	7,920.5	7,603.0
R2	7,799.0	7,799.0	7,579.5
R1	7,666.0	7,666.0	7,556.5	7,605.0
PP	7,544.5	7,544.5	7,544.5	7,514.0
S1	7,411.5	7,411.5	7,509.5	7,351.0
S2	7,290.0	7,290.0	7,486.5
S3	7,035.5	7,157.0	7,463.0
S4	6,781.0	6,902.5	7,393.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,680.0	7,423.0	257.0	3.3%	98.5	1.3%	97%	True	False	97,698
10	7,722.5	7,423.0	299.5	3.9%	102.0	1.3%	83%	False	False	101,602
20	7,810.5	7,423.0	387.5	5.1%	96.0	1.3%	64%	False	False	108,485
40	7,810.5	7,285.5	525.0	6.8%	75.5	1.0%	74%	False	False	72,074
60	7,810.5	7,285.5	525.0	6.8%	57.0	0.7%	74%	False	False	48,057
80	7,810.5	7,285.5	525.0	6.8%	46.0	0.6%	74%	False	False	36,051
100	7,848.0	7,285.5	562.5	7.3%	37.0	0.5%	69%	False	False	28,841
120	8,000.0	7,285.5	714.5	9.3%	32.0	0.4%	54%	False	False	24,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	8,183.5
2.618	7,990.0
1.618	7,871.5
1.000	7,798.5
0.618	7,753.0
HIGH	7,680.0
0.618	7,634.5
0.500	7,621.0
0.382	7,607.0
LOW	7,561.5
0.618	7,488.5
1.000	7,443.0
1.618	7,370.0
2.618	7,251.5
4.250	7,058.0

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	7,655.0	7,638.0
PP	7,638.0	7,604.0
S1	7,621.0	7,569.5

Download as Excel Spreadsheet

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

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