FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 29-Nov-2023

Day Change Summary
	Previous	Current
	28-Nov-2023	29-Nov-2023	Change	Change %	Previous Week
Open	7,480.5	7,460.0	-20.5	-0.3%	7,529.5
High	7,483.5	7,475.5	-8.0	-0.1%	7,529.5
Low	7,419.5	7,424.0	4.5	0.1%	7,462.5
Close	7,476.0	7,443.5	-32.5	-0.4%	7,511.5
Range	64.0	51.5	-12.5	-19.5%	67.0
ATR	74.7	73.0	-1.6	-2.2%	0.0
Volume	82,265	75,551	-6,714	-8.2%	316,611

Daily Pivots for day following 29-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,602.0	7,574.5	7,472.0
R3	7,550.5	7,523.0	7,457.5
R2	7,499.0	7,499.0	7,453.0
R1	7,471.5	7,471.5	7,448.0	7,459.5
PP	7,447.5	7,447.5	7,447.5	7,442.0
S1	7,420.0	7,420.0	7,439.0	7,408.0
S2	7,396.0	7,396.0	7,434.0
S3	7,344.5	7,368.5	7,429.5
S4	7,293.0	7,317.0	7,415.0

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	7,522.0	7,419.5	102.5	1.4%	52.0	0.7%	23%	False	False	65,205
10	7,536.0	7,419.5	116.5	1.6%	60.0	0.8%	21%	False	False	73,276
20	7,546.5	7,332.0	214.5	2.9%	70.0	0.9%	52%	False	False	85,608
40	7,738.0	7,274.5	463.5	6.2%	79.0	1.1%	36%	False	False	90,332
60	7,810.5	7,274.5	536.0	7.2%	83.0	1.1%	32%	False	False	102,040
80	7,810.5	7,274.5	536.0	7.2%	74.0	1.0%	32%	False	False	76,601
100	7,810.5	7,274.5	536.0	7.2%	63.0	0.8%	32%	False	False	61,286
120	7,810.5	7,274.5	536.0	7.2%	54.0	0.7%	32%	False	False	51,077

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,694.5
2.618	7,610.5
1.618	7,559.0
1.000	7,527.0
0.618	7,507.5
HIGH	7,475.5
0.618	7,456.0
0.500	7,450.0
0.382	7,443.5
LOW	7,424.0
0.618	7,392.0
1.000	7,372.5
1.618	7,340.5
2.618	7,289.0
4.250	7,205.0

Fisher Pivots for day following 29-Nov-2023
Pivot	1 day	3 day
R1	7,450.0	7,467.0
PP	7,447.5	7,459.0
S1	7,445.5	7,451.5

Download as Excel Spreadsheet

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

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