FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	7,511.5	7,506.0	-5.5	-0.1%	7,529.5
High	7,522.0	7,514.5	-7.5	-0.1%	7,529.5
Low	7,469.0	7,470.5	1.5	0.0%	7,462.5
Close	7,511.5	7,483.0	-28.5	-0.4%	7,511.5
Range	53.0	44.0	-9.0	-17.0%	67.0
ATR	77.9	75.5	-2.4	-3.1%	0.0
Volume	56,862	58,837	1,975	3.5%	316,611

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,621.5	7,596.0	7,507.0
R3	7,577.5	7,552.0	7,495.0
R2	7,533.5	7,533.5	7,491.0
R1	7,508.0	7,508.0	7,487.0	7,499.0
PP	7,489.5	7,489.5	7,489.5	7,484.5
S1	7,464.0	7,464.0	7,479.0	7,455.0
S2	7,445.5	7,445.5	7,475.0
S3	7,401.5	7,420.0	7,471.0
S4	7,357.5	7,376.0	7,459.0

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,702.0	7,674.0	7,548.5
R3	7,635.0	7,607.0	7,530.0
R2	7,568.0	7,568.0	7,524.0
R1	7,540.0	7,540.0	7,517.5	7,520.5
PP	7,501.0	7,501.0	7,501.0	7,491.5
S1	7,473.0	7,473.0	7,505.5	7,453.5
S2	7,434.0	7,434.0	7,499.0
S3	7,367.0	7,406.0	7,493.0
S4	7,300.0	7,339.0	7,474.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,523.5	7,462.5	61.0	0.8%	51.5	0.7%	34%	False	False	60,138
10	7,546.5	7,397.0	149.5	2.0%	66.0	0.9%	58%	False	False	80,432
20	7,546.5	7,318.5	228.0	3.0%	72.0	1.0%	72%	False	False	87,741
40	7,738.0	7,274.5	463.5	6.2%	81.0	1.1%	45%	False	False	92,004
60	7,810.5	7,274.5	536.0	7.2%	84.0	1.1%	39%	False	False	99,494
80	7,810.5	7,274.5	536.0	7.2%	72.5	1.0%	39%	False	False	74,629
100	7,810.5	7,274.5	536.0	7.2%	62.0	0.8%	39%	False	False	59,708
120	7,810.5	7,274.5	536.0	7.2%	53.0	0.7%	39%	False	False	49,762

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	12.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,701.5
2.618	7,629.5
1.618	7,585.5
1.000	7,558.5
0.618	7,541.5
HIGH	7,514.5
0.618	7,497.5
0.500	7,492.5
0.382	7,487.5
LOW	7,470.5
0.618	7,443.5
1.000	7,426.5
1.618	7,399.5
2.618	7,355.5
4.250	7,283.5

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	7,492.5	7,495.5
PP	7,489.5	7,491.5
S1	7,486.0	7,487.0

Download as Excel Spreadsheet

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

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