FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	7,514.0	7,501.5	-12.5	-0.2%	7,394.0
High	7,518.0	7,523.5	5.5	0.1%	7,546.5
Low	7,462.5	7,467.0	4.5	0.1%	7,371.0
Close	7,497.0	7,482.0	-15.0	-0.2%	7,522.0
Range	55.5	56.5	1.0	1.8%	175.5
ATR	84.3	82.3	-2.0	-2.4%	0.0
Volume	63,162	69,318	6,156	9.7%	504,791

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,660.5	7,627.5	7,513.0
R3	7,604.0	7,571.0	7,497.5
R2	7,547.5	7,547.5	7,492.5
R1	7,514.5	7,514.5	7,487.0	7,503.0
PP	7,491.0	7,491.0	7,491.0	7,485.0
S1	7,458.0	7,458.0	7,477.0	7,446.0
S2	7,434.5	7,434.5	7,471.5
S3	7,378.0	7,401.5	7,466.5
S4	7,321.5	7,345.0	7,451.0

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	7,536.0	7,423.5	112.5	1.5%	67.5	0.9%	52%	False	False	81,348
10	7,546.5	7,332.0	214.5	2.9%	80.0	1.1%	70%	False	False	91,531
20	7,546.5	7,274.5	272.0	3.6%	78.0	1.0%	76%	False	False	93,972
40	7,738.0	7,274.5	463.5	6.2%	86.0	1.1%	45%	False	False	96,313
60	7,810.5	7,274.5	536.0	7.2%	84.5	1.1%	39%	False	False	96,696
80	7,810.5	7,274.5	536.0	7.2%	72.5	1.0%	39%	False	False	72,532
100	7,810.5	7,274.5	536.0	7.2%	61.5	0.8%	39%	False	False	58,031
120	7,810.5	7,274.5	536.0	7.2%	51.5	0.7%	39%	False	False	48,360

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,763.5
2.618	7,671.5
1.618	7,615.0
1.000	7,580.0
0.618	7,558.5
HIGH	7,523.5
0.618	7,502.0
0.500	7,495.0
0.382	7,488.5
LOW	7,467.0
0.618	7,432.0
1.000	7,410.5
1.618	7,375.5
2.618	7,319.0
4.250	7,227.0

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	7,495.0	7,496.0
PP	7,491.0	7,491.5
S1	7,486.5	7,486.5

Download as Excel Spreadsheet

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

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