FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	7,455.0	7,455.0	0.0	0.0%	7,518.0
High	7,493.5	7,533.0	39.5	0.5%	7,535.5
Low	7,455.0	7,455.0	0.0	0.0%	7,499.0
Close	7,465.5	7,482.5	17.0	0.2%	7,531.5
Range	38.5	78.0	39.5	102.6%	36.5
ATR	46.8	49.0	2.2	4.8%	0.0
Volume	135	105,067	104,932	77,727.4%	1,809

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,724.0	7,681.5	7,525.5
R3	7,646.0	7,603.5	7,504.0
R2	7,568.0	7,568.0	7,497.0
R1	7,525.5	7,525.5	7,489.5	7,547.0
PP	7,490.0	7,490.0	7,490.0	7,501.0
S1	7,447.5	7,447.5	7,475.5	7,469.0
S2	7,412.0	7,412.0	7,468.0
S3	7,334.0	7,369.5	7,461.0
S4	7,256.0	7,291.5	7,439.5

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	7,533.0	7,441.0	92.0	1.2%	41.5	0.6%	45%	True	False	21,176
10	7,540.5	7,441.0	99.5	1.3%	34.0	0.5%	42%	False	False	10,769
20	7,540.5	7,355.0	185.5	2.5%	29.5	0.4%	69%	False	False	5,393
40	7,759.0	7,319.0	440.0	5.9%	30.0	0.4%	37%	False	False	2,700
60	7,830.5	7,319.0	511.5	6.8%	24.0	0.3%	32%	False	False	1,901
80	7,830.5	7,319.0	511.5	6.8%	18.0	0.2%	32%	False	False	1,426
100	7,830.5	7,319.0	511.5	6.8%	14.5	0.2%	32%	False	False	1,143
120	7,830.5	7,319.0	511.5	6.8%	13.0	0.2%	32%	False	False	953

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	7,864.5
2.618	7,737.0
1.618	7,659.0
1.000	7,611.0
0.618	7,581.0
HIGH	7,533.0
0.618	7,503.0
0.500	7,494.0
0.382	7,485.0
LOW	7,455.0
0.618	7,407.0
1.000	7,377.0
1.618	7,329.0
2.618	7,251.0
4.250	7,123.5

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	7,494.0	7,487.0
PP	7,490.0	7,485.5
S1	7,486.5	7,484.0

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

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