FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 23-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	23-Nov-2023	Change	Change %	Previous Week
Open	7,501.5	7,489.5	-12.0	-0.2%	7,394.0
High	7,523.5	7,518.0	-5.5	-0.1%	7,546.5
Low	7,467.0	7,470.0	3.0	0.0%	7,371.0
Close	7,482.0	7,510.5	28.5	0.4%	7,522.0
Range	56.5	48.0	-8.5	-15.0%	175.5
ATR	82.3	79.8	-2.4	-3.0%	0.0
Volume	69,318	52,514	-16,804	-24.2%	504,791

Daily Pivots for day following 23-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,643.5	7,625.0	7,537.0
R3	7,595.5	7,577.0	7,523.5
R2	7,547.5	7,547.5	7,519.5
R1	7,529.0	7,529.0	7,515.0	7,538.0
PP	7,499.5	7,499.5	7,499.5	7,504.0
S1	7,481.0	7,481.0	7,506.0	7,490.0
S2	7,451.5	7,451.5	7,501.5
S3	7,403.5	7,433.0	7,497.5
S4	7,355.5	7,385.0	7,484.0

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	7,443.5	92.5	1.2%	58.5	0.8%	72%	False	False	72,441
10	7,546.5	7,332.0	214.5	2.9%	74.5	1.0%	83%	False	False	86,813
20	7,546.5	7,274.5	272.0	3.6%	76.5	1.0%	87%	False	False	91,464
40	7,738.0	7,274.5	463.5	6.2%	84.5	1.1%	51%	False	False	95,098
60	7,810.5	7,274.5	536.0	7.1%	84.0	1.1%	44%	False	False	97,571
80	7,810.5	7,274.5	536.0	7.1%	72.0	1.0%	44%	False	False	73,188
100	7,810.5	7,274.5	536.0	7.1%	62.0	0.8%	44%	False	False	58,556
120	7,810.5	7,274.5	536.0	7.1%	52.0	0.7%	44%	False	False	48,797

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	13.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,722.0
2.618	7,643.5
1.618	7,595.5
1.000	7,566.0
0.618	7,547.5
HIGH	7,518.0
0.618	7,499.5
0.500	7,494.0
0.382	7,488.5
LOW	7,470.0
0.618	7,440.5
1.000	7,422.0
1.618	7,392.5
2.618	7,344.5
4.250	7,266.0

Fisher Pivots for day following 23-Nov-2023
Pivot	1 day	3 day
R1	7,505.0	7,504.5
PP	7,499.5	7,499.0
S1	7,494.0	7,493.0

Download as Excel Spreadsheet

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

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