FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 20-Feb-2024

Day Change Summary
	Previous	Current
	19-Feb-2024	20-Feb-2024	Change	Change %	Previous Week
Open	7,680.0	7,704.5	24.5	0.3%	7,563.0
High	7,715.5	7,722.0	6.5	0.1%	7,697.5
Low	7,664.0	7,674.0	10.0	0.1%	7,431.5
Close	7,703.0	7,690.5	-12.5	-0.2%	7,687.5
Range	51.5	48.0	-3.5	-6.8%	266.0
ATR	77.8	75.7	-2.1	-2.7%	0.0
Volume	52,736	93,937	41,201	78.1%	511,976

Daily Pivots for day following 20-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,839.5	7,813.0	7,717.0
R3	7,791.5	7,765.0	7,703.5
R2	7,743.5	7,743.5	7,699.5
R1	7,717.0	7,717.0	7,695.0	7,706.0
PP	7,695.5	7,695.5	7,695.5	7,690.0
S1	7,669.0	7,669.0	7,686.0	7,658.0
S2	7,647.5	7,647.5	7,681.5
S3	7,599.5	7,621.0	7,677.5
S4	7,551.5	7,573.0	7,664.0

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,403.5	8,311.5	7,834.0
R3	8,137.5	8,045.5	7,760.5
R2	7,871.5	7,871.5	7,736.5
R1	7,779.5	7,779.5	7,712.0	7,825.5
PP	7,605.5	7,605.5	7,605.5	7,628.5
S1	7,513.5	7,513.5	7,663.0	7,559.5
S2	7,339.5	7,339.5	7,638.5
S3	7,073.5	7,247.5	7,614.5
S4	6,807.5	6,981.5	7,541.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,722.0	7,447.5	274.5	3.6%	76.5	1.0%	89%	True	False	95,898
10	7,722.0	7,431.5	290.5	3.8%	75.5	1.0%	89%	True	False	89,689
20	7,722.0	7,431.5	290.5	3.8%	71.0	0.9%	89%	True	False	90,129
40	7,787.0	7,397.5	389.5	5.1%	70.0	0.9%	75%	False	False	85,765
60	7,795.0	7,397.5	397.5	5.2%	68.0	0.9%	74%	False	False	83,041
80	7,795.0	7,319.0	476.0	6.2%	57.0	0.7%	78%	False	False	62,306
100	7,795.0	7,319.0	476.0	6.2%	52.5	0.7%	78%	False	False	49,886
120	7,830.5	7,319.0	511.5	6.7%	44.0	0.6%	73%	False	False	41,589

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	8.7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,926.0
2.618	7,847.5
1.618	7,799.5
1.000	7,770.0
0.618	7,751.5
HIGH	7,722.0
0.618	7,703.5
0.500	7,698.0
0.382	7,692.5
LOW	7,674.0
0.618	7,644.5
1.000	7,626.0
1.618	7,596.5
2.618	7,548.5
4.250	7,470.0

Fisher Pivots for day following 20-Feb-2024
Pivot	1 day	3 day
R1	7,698.0	7,679.5
PP	7,695.5	7,668.5
S1	7,693.0	7,657.0

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