FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	7,441.5	7,444.5	3.0	0.0%	7,415.0
High	7,468.0	7,546.5	78.5	1.1%	7,482.0
Low	7,397.0	7,439.0	42.0	0.6%	7,332.0
Close	7,459.0	7,493.0	34.0	0.5%	7,372.0
Range	71.0	107.5	36.5	51.4%	150.0
ATR	87.0	88.5	1.5	1.7%	0.0
Volume	101,699	127,675	25,976	25.5%	441,581

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,815.5	7,761.5	7,552.0
R3	7,708.0	7,654.0	7,522.5
R2	7,600.5	7,600.5	7,512.5
R1	7,546.5	7,546.5	7,503.0	7,573.5
PP	7,493.0	7,493.0	7,493.0	7,506.0
S1	7,439.0	7,439.0	7,483.0	7,466.0
S2	7,385.5	7,385.5	7,473.5
S3	7,278.0	7,331.5	7,463.5
S4	7,170.5	7,224.0	7,434.0

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,845.5	7,758.5	7,454.5
R3	7,695.5	7,608.5	7,413.0
R2	7,545.5	7,545.5	7,399.5
R1	7,458.5	7,458.5	7,386.0	7,427.0
PP	7,395.5	7,395.5	7,395.5	7,379.5
S1	7,308.5	7,308.5	7,358.0	7,277.0
S2	7,245.5	7,245.5	7,344.5
S3	7,095.5	7,158.5	7,331.0
S4	6,945.5	7,008.5	7,289.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,546.5	7,332.0	214.5	2.9%	92.5	1.2%	75%	True	False	101,714
10	7,546.5	7,332.0	214.5	2.9%	80.5	1.1%	75%	True	False	97,939
20	7,618.0	7,274.5	343.5	4.6%	83.5	1.1%	64%	False	False	100,007
40	7,798.0	7,274.5	523.5	7.0%	89.5	1.2%	42%	False	False	98,778
60	7,810.5	7,274.5	536.0	7.2%	82.0	1.1%	41%	False	False	89,921
80	7,810.5	7,274.5	536.0	7.2%	69.5	0.9%	41%	False	False	67,447
100	7,810.5	7,274.5	536.0	7.2%	58.5	0.8%	41%	False	False	53,964
120	7,810.5	7,274.5	536.0	7.2%	49.0	0.7%	41%	False	False	44,970

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	14.8
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	8,003.5
2.618	7,828.0
1.618	7,720.5
1.000	7,654.0
0.618	7,613.0
HIGH	7,546.5
0.618	7,505.5
0.500	7,493.0
0.382	7,480.0
LOW	7,439.0
0.618	7,372.5
1.000	7,331.5
1.618	7,265.0
2.618	7,157.5
4.250	6,982.0

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	7,493.0	7,481.5
PP	7,493.0	7,470.0
S1	7,493.0	7,459.0

Download as Excel Spreadsheet

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

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