FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 11-Jan-2024

Day Change Summary
	Previous	Current
	10-Jan-2024	11-Jan-2024	Change	Change %	Previous Week
Open	7,678.5	7,670.0	-8.5	-0.1%	7,755.5
High	7,686.5	7,698.0	11.5	0.1%	7,785.5
Low	7,648.5	7,574.5	-74.0	-1.0%	7,647.5
Close	7,657.0	7,581.5	-75.5	-1.0%	7,695.5
Range	38.0	123.5	85.5	225.0%	138.0
ATR	68.0	72.0	4.0	5.8%	0.0
Volume	62,280	102,631	40,351	64.8%	347,615

Daily Pivots for day following 11-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,988.5	7,908.5	7,649.5
R3	7,865.0	7,785.0	7,615.5
R2	7,741.5	7,741.5	7,604.0
R1	7,661.5	7,661.5	7,593.0	7,640.0
PP	7,618.0	7,618.0	7,618.0	7,607.0
S1	7,538.0	7,538.0	7,570.0	7,516.0
S2	7,494.5	7,494.5	7,559.0
S3	7,371.0	7,414.5	7,547.5
S4	7,247.5	7,291.0	7,513.5

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	7,732.5	7,574.5	158.0	2.1%	74.5	1.0%	4%	False	True	75,871
10	7,785.5	7,574.5	211.0	2.8%	69.5	0.9%	3%	False	True	75,806
20	7,795.0	7,572.5	222.5	2.9%	74.0	1.0%	4%	False	False	96,937
40	7,795.0	7,441.0	354.0	4.7%	57.0	0.8%	40%	False	False	61,351
60	7,795.0	7,319.0	476.0	6.3%	50.5	0.7%	55%	False	False	40,905
80	7,829.5	7,319.0	510.5	6.7%	41.5	0.5%	51%	False	False	30,729
100	7,830.5	7,319.0	511.5	6.7%	33.0	0.4%	51%	False	False	24,603
120	7,830.5	7,319.0	511.5	6.7%	27.5	0.4%	51%	False	False	20,505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.0
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	8,223.0
2.618	8,021.5
1.618	7,898.0
1.000	7,821.5
0.618	7,774.5
HIGH	7,698.0
0.618	7,651.0
0.500	7,636.0
0.382	7,621.5
LOW	7,574.5
0.618	7,498.0
1.000	7,451.0
1.618	7,374.5
2.618	7,251.0
4.250	7,049.5

Fisher Pivots for day following 11-Jan-2024
Pivot	1 day	3 day
R1	7,636.0	7,651.0
PP	7,618.0	7,628.0
S1	7,600.0	7,604.5

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

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