FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	7,444.5	7,493.0	48.5	0.7%	7,415.0
High	7,546.5	7,515.5	-31.0	-0.4%	7,482.0
Low	7,439.0	7,423.5	-15.5	-0.2%	7,332.0
Close	7,493.0	7,430.0	-63.0	-0.8%	7,372.0
Range	107.5	92.0	-15.5	-14.4%	150.0
ATR	88.5	88.7	0.3	0.3%	0.0
Volume	127,675	97,049	-30,626	-24.0%	441,581

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,732.5	7,673.0	7,480.5
R3	7,640.5	7,581.0	7,455.5
R2	7,548.5	7,548.5	7,447.0
R1	7,489.0	7,489.0	7,438.5	7,473.0
PP	7,456.5	7,456.5	7,456.5	7,448.0
S1	7,397.0	7,397.0	7,421.5	7,381.0
S2	7,364.5	7,364.5	7,413.0
S3	7,272.5	7,305.0	7,404.5
S4	7,180.5	7,213.0	7,379.5

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%	90.5	1.2%	46%	False	False	101,186
10	7,546.5	7,332.0	214.5	2.9%	79.5	1.1%	46%	False	False	95,144
20	7,546.5	7,274.5	272.0	3.7%	82.0	1.1%	57%	False	False	99,022
40	7,785.0	7,274.5	510.5	6.9%	89.0	1.2%	30%	False	False	98,408
60	7,810.5	7,274.5	536.0	7.2%	83.0	1.1%	29%	False	False	91,538
80	7,810.5	7,274.5	536.0	7.2%	70.0	0.9%	29%	False	False	68,661
100	7,810.5	7,274.5	536.0	7.2%	59.5	0.8%	29%	False	False	54,934
120	7,810.5	7,274.5	536.0	7.2%	49.5	0.7%	29%	False	False	45,779

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	16.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,906.5
2.618	7,756.5
1.618	7,664.5
1.000	7,607.5
0.618	7,572.5
HIGH	7,515.5
0.618	7,480.5
0.500	7,469.5
0.382	7,458.5
LOW	7,423.5
0.618	7,366.5
1.000	7,331.5
1.618	7,274.5
2.618	7,182.5
4.250	7,032.5

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	7,469.5	7,472.0
PP	7,456.5	7,458.0
S1	7,443.0	7,444.0

Download as Excel Spreadsheet

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

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