FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	7,449.0	7,529.5	80.5	1.1%	7,394.0
High	7,536.0	7,529.5	-6.5	-0.1%	7,546.5
Low	7,443.5	7,488.5	45.0	0.6%	7,371.0
Close	7,522.0	7,515.5	-6.5	-0.1%	7,522.0
Range	92.5	41.0	-51.5	-55.7%	175.5
ATR	90.0	86.5	-3.5	-3.9%	0.0
Volume	102,456	74,755	-27,701	-27.0%	504,791

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,634.0	7,616.0	7,538.0
R3	7,593.0	7,575.0	7,527.0
R2	7,552.0	7,552.0	7,523.0
R1	7,534.0	7,534.0	7,519.5	7,522.5
PP	7,511.0	7,511.0	7,511.0	7,505.5
S1	7,493.0	7,493.0	7,511.5	7,481.5
S2	7,470.0	7,470.0	7,508.0
S3	7,429.0	7,452.0	7,504.0
S4	7,388.0	7,411.0	7,493.0

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,006.5	7,939.5	7,618.5
R3	7,831.0	7,764.0	7,570.5
R2	7,655.5	7,655.5	7,554.0
R1	7,588.5	7,588.5	7,538.0	7,622.0
PP	7,480.0	7,480.0	7,480.0	7,496.5
S1	7,413.0	7,413.0	7,506.0	7,446.5
S2	7,304.5	7,304.5	7,490.0
S3	7,129.0	7,237.5	7,473.5
S4	6,953.5	7,062.0	7,425.5

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	7,397.0	149.5	2.0%	81.0	1.1%	79%	False	False	100,726
10	7,546.5	7,332.0	214.5	2.9%	79.0	1.0%	86%	False	False	94,352
20	7,546.5	7,274.5	272.0	3.6%	80.0	1.1%	89%	False	False	96,651
40	7,738.0	7,274.5	463.5	6.2%	87.0	1.2%	52%	False	False	97,337
60	7,810.5	7,274.5	536.0	7.1%	84.0	1.1%	45%	False	False	94,491
80	7,810.5	7,274.5	536.0	7.1%	71.5	1.0%	45%	False	False	70,876
100	7,810.5	7,274.5	536.0	7.1%	60.5	0.8%	45%	False	False	56,706
120	7,810.5	7,274.5	536.0	7.1%	51.0	0.7%	45%	False	False	47,256

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.9
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7,704.0
2.618	7,637.0
1.618	7,596.0
1.000	7,570.5
0.618	7,555.0
HIGH	7,529.5
0.618	7,514.0
0.500	7,509.0
0.382	7,504.0
LOW	7,488.5
0.618	7,463.0
1.000	7,447.5
1.618	7,422.0
2.618	7,381.0
4.250	7,314.0

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	7,513.5	7,503.5
PP	7,511.0	7,491.5
S1	7,509.0	7,480.0

Download as Excel Spreadsheet

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

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