FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 01-Feb-2024

Day Change Summary
	Previous	Current
	31-Jan-2024	01-Feb-2024	Change	Change %	Previous Week
Open	7,659.5	7,599.5	-60.0	-0.8%	7,501.0
High	7,674.0	7,655.0	-19.0	-0.2%	7,641.0
Low	7,587.5	7,582.5	-5.0	-0.1%	7,447.0
Close	7,629.0	7,594.5	-34.5	-0.5%	7,632.5
Range	86.5	72.5	-14.0	-16.2%	194.0
ATR	70.8	70.9	0.1	0.2%	0.0
Volume	112,843	73,423	-39,420	-34.9%	438,139

Daily Pivots for day following 01-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,828.0	7,784.0	7,634.5
R3	7,755.5	7,711.5	7,614.5
R2	7,683.0	7,683.0	7,608.0
R1	7,639.0	7,639.0	7,601.0	7,625.0
PP	7,610.5	7,610.5	7,610.5	7,603.5
S1	7,566.5	7,566.5	7,588.0	7,552.0
S2	7,538.0	7,538.0	7,581.0
S3	7,465.5	7,494.0	7,574.5
S4	7,393.0	7,421.5	7,554.5

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	7,674.0	7,537.5	136.5	1.8%	68.5	0.9%	42%	False	False	90,647
10	7,674.0	7,443.0	231.0	3.0%	63.5	0.8%	66%	False	False	86,950
20	7,732.5	7,397.5	335.0	4.4%	69.0	0.9%	59%	False	False	86,541
40	7,795.0	7,397.5	397.5	5.2%	69.0	0.9%	50%	False	False	92,436
60	7,795.0	7,355.0	440.0	5.8%	57.5	0.8%	54%	False	False	63,427
80	7,795.0	7,319.0	476.0	6.3%	51.0	0.7%	58%	False	False	47,572
100	7,830.5	7,319.0	511.5	6.7%	43.0	0.6%	54%	False	False	38,118
120	7,830.5	7,319.0	511.5	6.7%	36.0	0.5%	54%	False	False	31,765

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,963.0
2.618	7,845.0
1.618	7,772.5
1.000	7,727.5
0.618	7,700.0
HIGH	7,655.0
0.618	7,627.5
0.500	7,619.0
0.382	7,610.0
LOW	7,582.5
0.618	7,537.5
1.000	7,510.0
1.618	7,465.0
2.618	7,392.5
4.250	7,274.5

Fisher Pivots for day following 01-Feb-2024
Pivot	1 day	3 day
R1	7,619.0	7,628.0
PP	7,610.5	7,617.0
S1	7,602.5	7,606.0

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