FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	7,717.5	7,752.5	35.0	0.5%	7,589.5
High	7,742.5	7,787.0	44.5	0.6%	7,795.0
Low	7,687.5	7,734.0	46.5	0.6%	7,580.5
Close	7,732.0	7,754.5	22.5	0.3%	7,732.0
Range	55.0	53.0	-2.0	-3.6%	214.5
ATR	70.4	69.3	-1.1	-1.6%	0.0
Volume	72,605	69,608	-2,997	-4.1%	418,071

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,917.5	7,889.0	7,783.5
R3	7,864.5	7,836.0	7,769.0
R2	7,811.5	7,811.5	7,764.0
R1	7,783.0	7,783.0	7,759.5	7,797.0
PP	7,758.5	7,758.5	7,758.5	7,765.5
S1	7,730.0	7,730.0	7,749.5	7,744.0
S2	7,705.5	7,705.5	7,745.0
S3	7,652.5	7,677.0	7,740.0
S4	7,599.5	7,624.0	7,725.5

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,346.0	8,253.5	7,850.0
R3	8,131.5	8,039.0	7,791.0
R2	7,917.0	7,917.0	7,771.5
R1	7,824.5	7,824.5	7,751.5	7,871.0
PP	7,702.5	7,702.5	7,702.5	7,725.5
S1	7,610.0	7,610.0	7,712.5	7,656.0
S2	7,488.0	7,488.0	7,692.5
S3	7,273.5	7,395.5	7,673.0
S4	7,059.0	7,181.0	7,614.0

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	7,630.5	164.5	2.1%	67.0	0.9%	75%	False	False	81,328
10	7,795.0	7,572.5	222.5	2.9%	78.5	1.0%	82%	False	False	118,068
20	7,795.0	7,441.0	354.0	4.6%	67.5	0.9%	89%	False	False	84,701
40	7,795.0	7,349.5	445.5	5.7%	46.0	0.6%	91%	False	False	42,402
60	7,795.0	7,319.0	476.0	6.1%	41.5	0.5%	91%	False	False	28,338
80	7,830.5	7,319.0	511.5	6.6%	32.5	0.4%	85%	False	False	21,279
100	7,830.5	7,319.0	511.5	6.6%	26.0	0.3%	85%	False	False	17,023
120	7,830.5	7,319.0	511.5	6.6%	22.0	0.3%	85%	False	False	14,188

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	15.3
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	8,012.0
2.618	7,926.0
1.618	7,873.0
1.000	7,840.0
0.618	7,820.0
HIGH	7,787.0
0.618	7,767.0
0.500	7,760.5
0.382	7,754.0
LOW	7,734.0
0.618	7,701.0
1.000	7,681.0
1.618	7,648.0
2.618	7,595.0
4.250	7,509.0

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	7,760.5	7,749.0
PP	7,758.5	7,743.0
S1	7,756.5	7,737.0

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

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