FTSE 100 Index Future December 2023

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	7,536.0	7,517.0	-19.0	-0.3%	7,506.0
High	7,552.5	7,518.0	-34.5	-0.5%	7,558.5
Low	7,488.5	7,471.0	-17.5	-0.2%	7,400.0
Close	7,521.5	7,502.0	-19.5	-0.3%	7,545.5
Range	64.0	47.0	-17.0	-26.6%	158.5
ATR	76.5	74.7	-1.9	-2.4%	0.0
Volume	84,378	87,342	2,964	3.5%	463,528

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,638.0	7,617.0	7,528.0
R3	7,591.0	7,570.0	7,515.0
R2	7,544.0	7,544.0	7,510.5
R1	7,523.0	7,523.0	7,506.5	7,510.0
PP	7,497.0	7,497.0	7,497.0	7,490.5
S1	7,476.0	7,476.0	7,497.5	7,463.0
S2	7,450.0	7,450.0	7,493.5
S3	7,403.0	7,429.0	7,489.0
S4	7,356.0	7,382.0	7,476.0

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,977.0	7,919.5	7,632.5
R3	7,818.5	7,761.0	7,589.0
R2	7,660.0	7,660.0	7,574.5
R1	7,602.5	7,602.5	7,560.0	7,631.0
PP	7,501.5	7,501.5	7,501.5	7,515.5
S1	7,444.0	7,444.0	7,531.0	7,473.0
S2	7,343.0	7,343.0	7,516.5
S3	7,184.5	7,285.5	7,502.0
S4	7,026.0	7,127.0	7,458.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,558.5	7,400.0	158.5	2.1%	71.0	0.9%	64%	False	False	98,829
10	7,558.5	7,400.0	158.5	2.1%	62.0	0.8%	64%	False	False	81,394
20	7,558.5	7,332.0	226.5	3.0%	71.5	1.0%	75%	False	False	86,866
40	7,738.0	7,274.5	463.5	6.2%	77.0	1.0%	49%	False	False	91,593
60	7,810.5	7,274.5	536.0	7.1%	83.0	1.1%	42%	False	False	97,224
80	7,810.5	7,274.5	536.0	7.1%	76.0	1.0%	42%	False	False	81,834
100	7,810.5	7,274.5	536.0	7.1%	65.0	0.9%	42%	False	False	65,472
120	7,810.5	7,274.5	536.0	7.1%	56.5	0.8%	42%	False	False	54,565

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	14.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,718.0
2.618	7,641.0
1.618	7,594.0
1.000	7,565.0
0.618	7,547.0
HIGH	7,518.0
0.618	7,500.0
0.500	7,494.5
0.382	7,489.0
LOW	7,471.0
0.618	7,442.0
1.000	7,424.0
1.618	7,395.0
2.618	7,348.0
4.250	7,271.0

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	7,499.5	7,515.0
PP	7,497.0	7,510.5
S1	7,494.5	7,506.0

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

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