FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	7,529.5	7,514.0	-15.5	-0.2%	7,394.0
High	7,529.5	7,518.0	-11.5	-0.2%	7,546.5
Low	7,488.5	7,462.5	-26.0	-0.3%	7,371.0
Close	7,515.5	7,497.0	-18.5	-0.2%	7,522.0
Range	41.0	55.5	14.5	35.4%	175.5
ATR	86.5	84.3	-2.2	-2.6%	0.0
Volume	74,755	63,162	-11,593	-15.5%	504,791

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,659.0	7,633.5	7,527.5
R3	7,603.5	7,578.0	7,512.5
R2	7,548.0	7,548.0	7,507.0
R1	7,522.5	7,522.5	7,502.0	7,507.5
PP	7,492.5	7,492.5	7,492.5	7,485.0
S1	7,467.0	7,467.0	7,492.0	7,452.0
S2	7,437.0	7,437.0	7,487.0
S3	7,381.5	7,411.5	7,481.5
S4	7,326.0	7,356.0	7,466.5

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	7,423.5	123.0	1.6%	77.5	1.0%	60%	False	False	93,019
10	7,546.5	7,332.0	214.5	2.9%	80.5	1.1%	77%	False	False	92,339
20	7,546.5	7,274.5	272.0	3.6%	78.5	1.0%	82%	False	False	94,809
40	7,738.0	7,274.5	463.5	6.2%	86.5	1.2%	48%	False	False	96,645
60	7,810.5	7,274.5	536.0	7.1%	83.5	1.1%	42%	False	False	95,543
80	7,810.5	7,274.5	536.0	7.1%	72.0	1.0%	42%	False	False	71,665
100	7,810.5	7,274.5	536.0	7.1%	61.0	0.8%	42%	False	False	57,338
120	7,810.5	7,274.5	536.0	7.1%	51.0	0.7%	42%	False	False	47,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	13.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,754.0
2.618	7,663.5
1.618	7,608.0
1.000	7,573.5
0.618	7,552.5
HIGH	7,518.0
0.618	7,497.0
0.500	7,490.0
0.382	7,483.5
LOW	7,462.5
0.618	7,428.0
1.000	7,407.0
1.618	7,372.5
2.618	7,317.0
4.250	7,226.5

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	7,495.0	7,494.5
PP	7,492.5	7,492.0
S1	7,490.0	7,490.0

Download as Excel Spreadsheet

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

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