FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	7,340.0	7,395.0	55.0	0.7%	7,425.0
High	7,401.0	7,484.0	83.0	1.1%	7,451.5
Low	7,318.5	7,384.5	66.0	0.9%	7,274.5
Close	7,357.0	7,457.0	100.0	1.4%	7,312.5
Range	82.5	99.5	17.0	20.6%	177.0
ATR	89.5	92.2	2.7	3.0%	0.0
Volume	99,913	125,005	25,092	25.1%	499,514

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,740.5	7,698.0	7,511.5
R3	7,641.0	7,598.5	7,484.5
R2	7,541.5	7,541.5	7,475.0
R1	7,499.0	7,499.0	7,466.0	7,520.0
PP	7,442.0	7,442.0	7,442.0	7,452.5
S1	7,399.5	7,399.5	7,448.0	7,421.0
S2	7,342.5	7,342.5	7,439.0
S3	7,243.0	7,300.0	7,429.5
S4	7,143.5	7,200.5	7,402.5

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	7,484.0	7,274.5	209.5	2.8%	88.0	1.2%	87%	True	False	103,129
10	7,516.0	7,274.5	241.5	3.2%	84.5	1.1%	76%	False	False	102,900
20	7,738.0	7,274.5	463.5	6.2%	88.5	1.2%	39%	False	False	96,380
40	7,810.5	7,274.5	536.0	7.2%	90.5	1.2%	34%	False	False	112,415
60	7,810.5	7,274.5	536.0	7.2%	76.5	1.0%	34%	False	False	75,683
80	7,810.5	7,274.5	536.0	7.2%	61.0	0.8%	34%	False	False	56,768
100	7,810.5	7,274.5	536.0	7.2%	51.5	0.7%	34%	False	False	45,421
120	7,848.0	7,274.5	573.5	7.7%	43.0	0.6%	32%	False	False	37,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	18.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,907.0
2.618	7,744.5
1.618	7,645.0
1.000	7,583.5
0.618	7,545.5
HIGH	7,484.0
0.618	7,446.0
0.500	7,434.0
0.382	7,422.5
LOW	7,384.5
0.618	7,323.0
1.000	7,285.0
1.618	7,223.5
2.618	7,124.0
4.250	6,961.5

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	7,449.5	7,438.5
PP	7,442.0	7,420.0
S1	7,434.0	7,401.0

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

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