FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	7,643.0	7,680.5	37.5	0.5%	7,593.0
High	7,684.5	7,795.0	110.5	1.4%	7,758.5
Low	7,630.5	7,676.0	45.5	0.6%	7,524.0
Close	7,670.0	7,752.0	82.0	1.1%	7,604.5
Range	54.0	119.0	65.0	120.4%	234.5
ATR	68.1	72.2	4.1	6.0%	0.0
Volume	71,437	120,387	48,950	68.5%	958,458

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,098.0	8,044.0	7,817.5
R3	7,979.0	7,925.0	7,784.5
R2	7,860.0	7,860.0	7,774.0
R1	7,806.0	7,806.0	7,763.0	7,833.0
PP	7,741.0	7,741.0	7,741.0	7,754.5
S1	7,687.0	7,687.0	7,741.0	7,714.0
S2	7,622.0	7,622.0	7,730.0
S3	7,503.0	7,568.0	7,719.5
S4	7,384.0	7,449.0	7,686.5

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,332.5	8,203.0	7,733.5
R3	8,098.0	7,968.5	7,669.0
R2	7,863.5	7,863.5	7,647.5
R1	7,734.0	7,734.0	7,626.0	7,799.0
PP	7,629.0	7,629.0	7,629.0	7,661.5
S1	7,499.5	7,499.5	7,583.0	7,564.0
S2	7,394.5	7,394.5	7,561.5
S3	7,160.0	7,265.0	7,540.0
S4	6,925.5	7,030.5	7,475.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,795.0	7,577.0	218.0	2.8%	99.5	1.3%	80%	True	False	112,303
10	7,795.0	7,514.5	280.5	3.6%	80.5	1.0%	85%	True	False	136,256
20	7,795.0	7,441.0	354.0	4.6%	62.0	0.8%	88%	True	False	73,964
40	7,795.0	7,319.0	476.0	6.1%	43.5	0.6%	91%	True	False	37,032
60	7,795.0	7,319.0	476.0	6.1%	39.5	0.5%	91%	True	False	24,758
80	7,830.5	7,319.0	511.5	6.6%	30.5	0.4%	85%	False	False	18,593
100	7,830.5	7,319.0	511.5	6.6%	24.5	0.3%	85%	False	False	14,875
120	7,830.5	7,319.0	511.5	6.6%	21.5	0.3%	85%	False	False	12,398

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,301.0
2.618	8,106.5
1.618	7,987.5
1.000	7,914.0
0.618	7,868.5
HIGH	7,795.0
0.618	7,749.5
0.500	7,735.5
0.382	7,721.5
LOW	7,676.0
0.618	7,602.5
1.000	7,557.0
1.618	7,483.5
2.618	7,364.5
4.250	7,170.0

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	7,746.5	7,730.5
PP	7,741.0	7,709.0
S1	7,735.5	7,688.0

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

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