FTSE 100 Index Future March 2024

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	7,480.0	7,455.0	-25.0	-0.3%	7,518.0
High	7,498.0	7,493.5	-4.5	-0.1%	7,535.5
Low	7,441.0	7,455.0	14.0	0.2%	7,499.0
Close	7,497.0	7,465.5	-31.5	-0.4%	7,531.5
Range	57.0	38.5	-18.5	-32.5%	36.5
ATR	47.2	46.8	-0.4	-0.8%	0.0
Volume	591	135	-456	-77.2%	1,809

Daily Pivots for day following 29-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,587.0	7,564.5	7,486.5
R3	7,548.5	7,526.0	7,476.0
R2	7,510.0	7,510.0	7,472.5
R1	7,487.5	7,487.5	7,469.0	7,499.0
PP	7,471.5	7,471.5	7,471.5	7,477.0
S1	7,449.0	7,449.0	7,462.0	7,460.0
S2	7,433.0	7,433.0	7,458.5
S3	7,394.5	7,410.5	7,455.0
S4	7,356.0	7,372.0	7,444.5

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,631.5	7,618.0	7,551.5
R3	7,595.0	7,581.5	7,541.5
R2	7,558.5	7,558.5	7,538.0
R1	7,545.0	7,545.0	7,535.0	7,552.0
PP	7,522.0	7,522.0	7,522.0	7,525.5
S1	7,508.5	7,508.5	7,528.0	7,515.0
S2	7,485.5	7,485.5	7,525.0
S3	7,449.0	7,472.0	7,521.5
S4	7,412.5	7,435.5	7,511.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,531.5	7,441.0	90.5	1.2%	30.0	0.4%	27%	False	False	163
10	7,540.5	7,441.0	99.5	1.3%	30.5	0.4%	25%	False	False	265
20	7,540.5	7,355.0	185.5	2.5%	29.0	0.4%	60%	False	False	140
40	7,759.0	7,319.0	440.0	5.9%	28.0	0.4%	33%	False	False	74
60	7,830.5	7,319.0	511.5	6.9%	22.5	0.3%	29%	False	False	150
80	7,830.5	7,319.0	511.5	6.9%	17.0	0.2%	29%	False	False	112
100	7,830.5	7,319.0	511.5	6.9%	13.5	0.2%	29%	False	False	92
120	7,830.5	7,319.0	511.5	6.9%	12.5	0.2%	29%	False	False	77

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	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,657.0
2.618	7,594.5
1.618	7,556.0
1.000	7,532.0
0.618	7,517.5
HIGH	7,493.5
0.618	7,479.0
0.500	7,474.0
0.382	7,469.5
LOW	7,455.0
0.618	7,431.0
1.000	7,416.5
1.618	7,392.5
2.618	7,354.0
4.250	7,291.5

Fisher Pivots for day following 29-Nov-2023
Pivot	1 day	3 day
R1	7,474.0	7,474.0
PP	7,471.5	7,471.0
S1	7,468.5	7,468.5

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

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