FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	7,681.0	7,659.0	-22.0	-0.3%	7,680.0
High	7,692.5	7,680.5	-12.0	-0.2%	7,722.0
Low	7,657.0	7,649.5	-7.5	-0.1%	7,610.0
Close	7,667.5	7,666.5	-1.0	0.0%	7,692.0
Range	35.5	31.0	-4.5	-12.7%	112.0
ATR	70.1	67.3	-2.8	-4.0%	0.0
Volume	61,714	61,127	-587	-1.0%	441,601

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,758.5	7,743.5	7,683.5
R3	7,727.5	7,712.5	7,675.0
R2	7,696.5	7,696.5	7,672.0
R1	7,681.5	7,681.5	7,669.5	7,689.0
PP	7,665.5	7,665.5	7,665.5	7,669.0
S1	7,650.5	7,650.5	7,663.5	7,658.0
S2	7,634.5	7,634.5	7,661.0
S3	7,603.5	7,619.5	7,658.0
S4	7,572.5	7,588.5	7,649.5

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,010.5	7,963.5	7,753.5
R3	7,898.5	7,851.5	7,723.0
R2	7,786.5	7,786.5	7,712.5
R1	7,739.5	7,739.5	7,702.5	7,763.0
PP	7,674.5	7,674.5	7,674.5	7,686.5
S1	7,627.5	7,627.5	7,681.5	7,651.0
S2	7,562.5	7,562.5	7,671.5
S3	7,450.5	7,515.5	7,661.0
S4	7,338.5	7,403.5	7,630.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,699.5	7,610.0	89.5	1.2%	50.0	0.7%	63%	False	False	83,553
10	7,722.0	7,447.5	274.5	3.6%	63.0	0.8%	80%	False	False	89,726
20	7,722.0	7,431.5	290.5	3.8%	69.5	0.9%	81%	False	False	89,144
40	7,759.0	7,397.5	361.5	4.7%	69.5	0.9%	74%	False	False	87,455
60	7,795.0	7,397.5	397.5	5.2%	68.5	0.9%	68%	False	False	88,239
80	7,795.0	7,355.0	440.0	5.7%	59.0	0.8%	71%	False	False	67,528
100	7,795.0	7,319.0	476.0	6.2%	53.0	0.7%	73%	False	False	54,024
120	7,830.5	7,319.0	511.5	6.7%	46.0	0.6%	68%	False	False	45,070

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.0
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	7,812.0
2.618	7,761.5
1.618	7,730.5
1.000	7,711.5
0.618	7,699.5
HIGH	7,680.5
0.618	7,668.5
0.500	7,665.0
0.382	7,661.5
LOW	7,649.5
0.618	7,630.5
1.000	7,618.5
1.618	7,599.5
2.618	7,568.5
4.250	7,518.0

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	7,666.0	7,674.5
PP	7,665.5	7,672.0
S1	7,665.0	7,669.0

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

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