FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 18-Jan-2024

Day Change Summary
	Previous	Current
	17-Jan-2024	18-Jan-2024	Change	Change %	Previous Week
Open	7,530.5	7,438.0	-92.5	-1.2%	7,690.0
High	7,530.5	7,476.0	-54.5	-0.7%	7,732.5
Low	7,397.5	7,421.0	23.5	0.3%	7,574.5
Close	7,435.5	7,454.0	18.5	0.2%	7,627.0
Range	133.0	55.0	-78.0	-58.6%	158.0
ATR	77.2	75.6	-1.6	-2.1%	0.0
Volume	141,905	104,166	-37,739	-26.6%	389,932

Daily Pivots for day following 18-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,615.5	7,589.5	7,484.0
R3	7,560.5	7,534.5	7,469.0
R2	7,505.5	7,505.5	7,464.0
R1	7,479.5	7,479.5	7,459.0	7,492.5
PP	7,450.5	7,450.5	7,450.5	7,457.0
S1	7,424.5	7,424.5	7,449.0	7,437.5
S2	7,395.5	7,395.5	7,444.0
S3	7,340.5	7,369.5	7,439.0
S4	7,285.5	7,314.5	7,424.0

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	7,658.0	7,397.5	260.5	3.5%	75.0	1.0%	22%	False	False	96,395
10	7,732.5	7,397.5	335.0	4.5%	74.5	1.0%	17%	False	False	86,133
20	7,795.0	7,397.5	397.5	5.3%	70.5	0.9%	14%	False	False	82,334
40	7,795.0	7,397.5	397.5	5.3%	62.5	0.8%	14%	False	False	73,354
60	7,795.0	7,319.0	476.0	6.4%	50.5	0.7%	28%	False	False	48,936
80	7,795.0	7,319.0	476.0	6.4%	45.5	0.6%	28%	False	False	36,754
100	7,830.5	7,319.0	511.5	6.9%	37.0	0.5%	26%	False	False	29,423
120	7,830.5	7,319.0	511.5	6.9%	30.5	0.4%	26%	False	False	24,519

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	12.1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,710.0
2.618	7,620.0
1.618	7,565.0
1.000	7,531.0
0.618	7,510.0
HIGH	7,476.0
0.618	7,455.0
0.500	7,448.5
0.382	7,442.0
LOW	7,421.0
0.618	7,387.0
1.000	7,366.0
1.618	7,332.0
2.618	7,277.0
4.250	7,187.0

Fisher Pivots for day following 18-Jan-2024
Pivot	1 day	3 day
R1	7,452.0	7,491.0
PP	7,450.5	7,479.0
S1	7,448.5	7,466.5

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

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