FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	7,404.0	7,380.0	-24.0	-0.3%	7,425.0
High	7,418.5	7,399.0	-19.5	-0.3%	7,451.5
Low	7,341.5	7,274.5	-67.0	-0.9%	7,274.5
Close	7,375.5	7,312.5	-63.0	-0.9%	7,312.5
Range	77.0	124.5	47.5	61.7%	177.0
ATR	91.4	93.8	2.4	2.6%	0.0
Volume	102,665	103,530	865	0.8%	499,514

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,702.0	7,632.0	7,381.0
R3	7,577.5	7,507.5	7,346.5
R2	7,453.0	7,453.0	7,335.5
R1	7,383.0	7,383.0	7,324.0	7,356.0
PP	7,328.5	7,328.5	7,328.5	7,315.0
S1	7,258.5	7,258.5	7,301.0	7,231.0
S2	7,204.0	7,204.0	7,289.5
S3	7,079.5	7,134.0	7,278.5
S4	6,955.0	7,009.5	7,244.0

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,877.0	7,772.0	7,410.0
R3	7,700.0	7,595.0	7,361.0
R2	7,523.0	7,523.0	7,345.0
R1	7,418.0	7,418.0	7,328.5	7,382.0
PP	7,346.0	7,346.0	7,346.0	7,328.0
S1	7,241.0	7,241.0	7,296.5	7,205.0
S2	7,169.0	7,169.0	7,280.0
S3	6,992.0	7,064.0	7,264.0
S4	6,815.0	6,887.0	7,215.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,451.5	7,274.5	177.0	2.4%	84.0	1.2%	21%	False	True	99,902
10	7,738.0	7,274.5	463.5	6.3%	94.5	1.3%	8%	False	True	99,774
20	7,738.0	7,274.5	463.5	6.3%	94.0	1.3%	8%	False	True	97,772
40	7,810.5	7,274.5	536.0	7.3%	90.0	1.2%	7%	False	True	103,211
60	7,810.5	7,274.5	536.0	7.3%	71.5	1.0%	7%	False	True	68,821
80	7,810.5	7,274.5	536.0	7.3%	59.0	0.8%	7%	False	True	51,622
100	7,810.5	7,274.5	536.0	7.3%	48.5	0.7%	7%	False	True	41,299
120	7,848.0	7,274.5	573.5	7.8%	40.5	0.6%	7%	False	True	34,416

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.5
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,928.0
2.618	7,725.0
1.618	7,600.5
1.000	7,523.5
0.618	7,476.0
HIGH	7,399.0
0.618	7,351.5
0.500	7,337.0
0.382	7,322.0
LOW	7,274.5
0.618	7,197.5
1.000	7,150.0
1.618	7,073.0
2.618	6,948.5
4.250	6,745.5

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	7,337.0	7,363.0
PP	7,328.5	7,346.0
S1	7,320.5	7,329.5

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

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