FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 02-Jan-2024

Day Change Summary
	Previous	Current
	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	7,736.5	7,755.5	19.0	0.2%	7,752.5
High	7,766.5	7,785.5	19.0	0.2%	7,787.0
Low	7,736.5	7,701.5	-35.0	-0.5%	7,727.5
Close	7,756.5	7,725.5	-31.0	-0.4%	7,756.5
Range	30.0	84.0	54.0	180.0%	59.5
ATR	65.6	66.9	1.3	2.0%	0.0
Volume	54,915	98,124	43,209	78.7%	179,438

Daily Pivots for day following 02-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,989.5	7,941.5	7,771.5
R3	7,905.5	7,857.5	7,748.5
R2	7,821.5	7,821.5	7,741.0
R1	7,773.5	7,773.5	7,733.0	7,755.5
PP	7,737.5	7,737.5	7,737.5	7,728.5
S1	7,689.5	7,689.5	7,718.0	7,671.5
S2	7,653.5	7,653.5	7,710.0
S3	7,569.5	7,605.5	7,702.5
S4	7,485.5	7,521.5	7,679.5

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,935.5	7,905.5	7,789.0
R3	7,876.0	7,846.0	7,773.0
R2	7,816.5	7,816.5	7,767.5
R1	7,786.5	7,786.5	7,762.0	7,801.5
PP	7,757.0	7,757.0	7,757.0	7,764.5
S1	7,727.0	7,727.0	7,751.0	7,742.0
S2	7,697.5	7,697.5	7,745.5
S3	7,638.0	7,667.5	7,740.0
S4	7,578.5	7,608.0	7,724.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,787.0	7,687.5	99.5	1.3%	55.5	0.7%	38%	False	False	70,033
10	7,795.0	7,577.0	218.0	2.8%	70.5	0.9%	68%	False	False	84,039
20	7,795.0	7,496.0	299.0	3.9%	67.0	0.9%	77%	False	False	89,809
40	7,795.0	7,355.0	440.0	5.7%	48.5	0.6%	84%	False	False	47,601
60	7,795.0	7,319.0	476.0	6.2%	42.5	0.5%	85%	False	False	31,737
80	7,830.5	7,319.0	511.5	6.6%	34.5	0.4%	79%	False	False	23,878
100	7,830.5	7,319.0	511.5	6.6%	28.0	0.4%	79%	False	False	19,102
120	7,830.5	7,319.0	511.5	6.6%	23.0	0.3%	79%	False	False	15,921

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	8,142.5
2.618	8,005.5
1.618	7,921.5
1.000	7,869.5
0.618	7,837.5
HIGH	7,785.5
0.618	7,753.5
0.500	7,743.5
0.382	7,733.5
LOW	7,701.5
0.618	7,649.5
1.000	7,617.5
1.618	7,565.5
2.618	7,481.5
4.250	7,344.5

Fisher Pivots for day following 02-Jan-2024
Pivot	1 day	3 day
R1	7,743.5	7,743.5
PP	7,737.5	7,737.5
S1	7,731.5	7,731.5

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

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