FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 17-Jan-2024

Day Change Summary
	Previous	Current
	16-Jan-2024	17-Jan-2024	Change	Change %	Previous Week
Open	7,575.0	7,530.5	-44.5	-0.6%	7,690.0
High	7,585.0	7,530.5	-54.5	-0.7%	7,732.5
Low	7,527.5	7,397.5	-130.0	-1.7%	7,574.5
Close	7,553.0	7,435.5	-117.5	-1.6%	7,627.0
Range	57.5	133.0	75.5	131.3%	158.0
ATR	71.2	77.2	6.0	8.5%	0.0
Volume	92,166	141,905	49,739	54.0%	389,932

Daily Pivots for day following 17-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,853.5	7,777.5	7,508.5
R3	7,720.5	7,644.5	7,472.0
R2	7,587.5	7,587.5	7,460.0
R1	7,511.5	7,511.5	7,447.5	7,483.0
PP	7,454.5	7,454.5	7,454.5	7,440.0
S1	7,378.5	7,378.5	7,423.5	7,350.0
S2	7,321.5	7,321.5	7,411.0
S3	7,188.5	7,245.5	7,399.0
S4	7,055.5	7,112.5	7,362.5

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,118.5	8,031.0	7,714.0
R3	7,960.5	7,873.0	7,670.5
R2	7,802.5	7,802.5	7,656.0
R1	7,715.0	7,715.0	7,641.5	7,680.0
PP	7,644.5	7,644.5	7,644.5	7,627.0
S1	7,557.0	7,557.0	7,612.5	7,522.0
S2	7,486.5	7,486.5	7,598.0
S3	7,328.5	7,399.0	7,583.5
S4	7,170.5	7,241.0	7,540.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,698.0	7,397.5	300.5	4.0%	88.5	1.2%	13%	False	True	96,088
10	7,738.5	7,397.5	341.0	4.6%	74.5	1.0%	11%	False	True	83,212
20	7,795.0	7,397.5	397.5	5.3%	71.5	1.0%	10%	False	True	81,177
40	7,795.0	7,397.5	397.5	5.3%	61.5	0.8%	10%	False	True	70,794
60	7,795.0	7,319.0	476.0	6.4%	50.0	0.7%	24%	False	False	47,201
80	7,795.0	7,319.0	476.0	6.4%	45.0	0.6%	24%	False	False	35,452
100	7,830.5	7,319.0	511.5	6.9%	36.5	0.5%	23%	False	False	28,382
120	7,830.5	7,319.0	511.5	6.9%	30.0	0.4%	23%	False	False	23,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.0
Widest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	8,096.0
2.618	7,878.5
1.618	7,745.5
1.000	7,663.5
0.618	7,612.5
HIGH	7,530.5
0.618	7,479.5
0.500	7,464.0
0.382	7,448.5
LOW	7,397.5
0.618	7,315.5
1.000	7,264.5
1.618	7,182.5
2.618	7,049.5
4.250	6,832.0

Fisher Pivots for day following 17-Jan-2024
Pivot	1 day	3 day
R1	7,464.0	7,520.0
PP	7,454.5	7,492.0
S1	7,445.0	7,464.0

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

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