FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 22-Feb-2024

Day Change Summary
	Previous	Current
	21-Feb-2024	22-Feb-2024	Change	Change %	Previous Week
Open	7,687.5	7,652.0	-35.5	-0.5%	7,563.0
High	7,697.0	7,687.0	-10.0	-0.1%	7,697.5
Low	7,610.0	7,634.0	24.0	0.3%	7,431.5
Close	7,630.5	7,674.0	43.5	0.6%	7,687.5
Range	87.0	53.0	-34.0	-39.1%	266.0
ATR	76.5	75.1	-1.4	-1.9%	0.0
Volume	121,731	97,438	-24,293	-20.0%	511,976

Daily Pivots for day following 22-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,824.0	7,802.0	7,703.0
R3	7,771.0	7,749.0	7,688.5
R2	7,718.0	7,718.0	7,683.5
R1	7,696.0	7,696.0	7,679.0	7,707.0
PP	7,665.0	7,665.0	7,665.0	7,670.5
S1	7,643.0	7,643.0	7,669.0	7,654.0
S2	7,612.0	7,612.0	7,664.5
S3	7,559.0	7,590.0	7,659.5
S4	7,506.0	7,537.0	7,645.0

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	7,592.5	129.5	1.7%	69.0	0.9%	63%	False	False	99,879
10	7,722.0	7,431.5	290.5	3.8%	74.5	1.0%	83%	False	False	95,124
20	7,722.0	7,431.5	290.5	3.8%	73.5	1.0%	83%	False	False	92,563
40	7,785.5	7,397.5	388.0	5.1%	71.0	0.9%	71%	False	False	87,689
60	7,795.0	7,397.5	397.5	5.2%	69.5	0.9%	70%	False	False	86,693
80	7,795.0	7,349.5	445.5	5.8%	58.5	0.8%	73%	False	False	65,046
100	7,795.0	7,319.0	476.0	6.2%	53.0	0.7%	75%	False	False	52,078
120	7,830.5	7,319.0	511.5	6.7%	45.5	0.6%	69%	False	False	43,415

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,912.0
2.618	7,826.0
1.618	7,773.0
1.000	7,740.0
0.618	7,720.0
HIGH	7,687.0
0.618	7,667.0
0.500	7,660.5
0.382	7,654.0
LOW	7,634.0
0.618	7,601.0
1.000	7,581.0
1.618	7,548.0
2.618	7,495.0
4.250	7,409.0

Fisher Pivots for day following 22-Feb-2024
Pivot	1 day	3 day
R1	7,669.5	7,671.5
PP	7,665.0	7,668.5
S1	7,660.5	7,666.0

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

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