FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 09-Jan-2024

Day Change Summary
	Previous	Current
	08-Jan-2024	09-Jan-2024	Change	Change %	Previous Week
Open	7,690.0	7,719.0	29.0	0.4%	7,755.5
High	7,732.5	7,727.5	-5.0	-0.1%	7,785.5
Low	7,640.5	7,674.0	33.5	0.4%	7,647.5
Close	7,693.5	7,691.0	-2.5	0.0%	7,695.5
Range	92.0	53.5	-38.5	-41.8%	138.0
ATR	71.3	70.0	-1.3	-1.8%	0.0
Volume	73,412	62,295	-11,117	-15.1%	347,615

Daily Pivots for day following 09-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,858.0	7,828.0	7,720.5
R3	7,804.5	7,774.5	7,705.5
R2	7,751.0	7,751.0	7,701.0
R1	7,721.0	7,721.0	7,696.0	7,709.0
PP	7,697.5	7,697.5	7,697.5	7,691.5
S1	7,667.5	7,667.5	7,686.0	7,656.0
S2	7,644.0	7,644.0	7,681.0
S3	7,590.5	7,614.0	7,676.5
S4	7,537.0	7,560.5	7,661.5

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,123.5	8,047.5	7,771.5
R3	7,985.5	7,909.5	7,733.5
R2	7,847.5	7,847.5	7,721.0
R1	7,771.5	7,771.5	7,708.0	7,740.5
PP	7,709.5	7,709.5	7,709.5	7,694.0
S1	7,633.5	7,633.5	7,683.0	7,602.5
S2	7,571.5	7,571.5	7,670.0
S3	7,433.5	7,495.5	7,657.5
S4	7,295.5	7,357.5	7,619.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,759.0	7,640.5	118.5	1.5%	73.0	0.9%	43%	False	False	77,039
10	7,787.0	7,640.5	146.5	1.9%	64.5	0.8%	34%	False	False	73,536
20	7,795.0	7,524.0	271.0	3.5%	73.0	1.0%	62%	False	False	107,217
40	7,795.0	7,355.0	440.0	5.7%	57.0	0.7%	76%	False	False	57,229
60	7,795.0	7,319.0	476.0	6.2%	48.0	0.6%	78%	False	False	38,156
80	7,830.5	7,319.0	511.5	6.7%	39.5	0.5%	73%	False	False	28,693
100	7,830.5	7,319.0	511.5	6.7%	31.5	0.4%	73%	False	False	22,954
120	7,830.5	7,319.0	511.5	6.7%	26.0	0.3%	73%	False	False	19,131

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,955.0
2.618	7,867.5
1.618	7,814.0
1.000	7,781.0
0.618	7,760.5
HIGH	7,727.5
0.618	7,707.0
0.500	7,701.0
0.382	7,694.5
LOW	7,674.0
0.618	7,641.0
1.000	7,620.5
1.618	7,587.5
2.618	7,534.0
4.250	7,446.5

Fisher Pivots for day following 09-Jan-2024
Pivot	1 day	3 day
R1	7,701.0	7,689.5
PP	7,697.5	7,688.0
S1	7,694.0	7,686.5

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

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