FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 26-Jan-2024

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	7,508.5	7,540.5	32.0	0.4%	7,501.0
High	7,547.0	7,641.0	94.0	1.2%	7,641.0
Low	7,493.5	7,537.5	44.0	0.6%	7,447.0
Close	7,520.5	7,632.5	112.0	1.5%	7,632.5
Range	53.5	103.5	50.0	93.5%	194.0
ATR	70.2	73.8	3.6	5.1%	0.0
Volume	88,742	115,328	26,586	30.0%	438,139

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,914.0	7,877.0	7,689.5
R3	7,810.5	7,773.5	7,661.0
R2	7,707.0	7,707.0	7,651.5
R1	7,670.0	7,670.0	7,642.0	7,688.5
PP	7,603.5	7,603.5	7,603.5	7,613.0
S1	7,566.5	7,566.5	7,623.0	7,585.0
S2	7,500.0	7,500.0	7,613.5
S3	7,396.5	7,463.0	7,604.0
S4	7,293.0	7,359.5	7,575.5

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,155.5	8,088.0	7,739.0
R3	7,961.5	7,894.0	7,686.0
R2	7,767.5	7,767.5	7,668.0
R1	7,700.0	7,700.0	7,650.5	7,734.0
PP	7,573.5	7,573.5	7,573.5	7,590.5
S1	7,506.0	7,506.0	7,614.5	7,540.0
S2	7,379.5	7,379.5	7,597.0
S3	7,185.5	7,312.0	7,579.0
S4	6,991.5	7,118.0	7,526.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,641.0	7,447.0	194.0	2.5%	65.0	0.8%	96%	True	False	87,627
10	7,643.0	7,397.5	245.5	3.2%	71.0	0.9%	96%	False	False	92,425
20	7,785.5	7,397.5	388.0	5.1%	70.5	0.9%	61%	False	False	85,835
40	7,795.0	7,397.5	397.5	5.2%	69.0	0.9%	59%	False	False	86,626
60	7,795.0	7,355.0	440.0	5.8%	55.0	0.7%	63%	False	False	57,795
80	7,795.0	7,319.0	476.0	6.2%	49.0	0.6%	66%	False	False	43,348
100	7,830.5	7,319.0	511.5	6.7%	41.0	0.5%	61%	False	False	34,739
120	7,830.5	7,319.0	511.5	6.7%	34.0	0.4%	61%	False	False	28,949

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	13.8
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	8,081.0
2.618	7,912.0
1.618	7,808.5
1.000	7,744.5
0.618	7,705.0
HIGH	7,641.0
0.618	7,601.5
0.500	7,589.0
0.382	7,577.0
LOW	7,537.5
0.618	7,473.5
1.000	7,434.0
1.618	7,370.0
2.618	7,266.5
4.250	7,097.5

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	7,618.0	7,609.5
PP	7,603.5	7,586.5
S1	7,589.0	7,564.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols