FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	7,659.0	7,669.0	10.0	0.1%	7,680.0
High	7,680.5	7,674.5	-6.0	-0.1%	7,722.0
Low	7,649.5	7,592.0	-57.5	-0.8%	7,610.0
Close	7,666.5	7,604.5	-62.0	-0.8%	7,692.0
Range	31.0	82.5	51.5	166.1%	112.0
ATR	67.3	68.4	1.1	1.6%	0.0
Volume	61,127	84,269	23,142	37.9%	441,601

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,871.0	7,820.5	7,650.0
R3	7,788.5	7,738.0	7,627.0
R2	7,706.0	7,706.0	7,619.5
R1	7,655.5	7,655.5	7,612.0	7,639.5
PP	7,623.5	7,623.5	7,623.5	7,616.0
S1	7,573.0	7,573.0	7,597.0	7,557.0
S2	7,541.0	7,541.0	7,589.5
S3	7,458.5	7,490.5	7,582.0
S4	7,376.0	7,408.0	7,559.0

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	7,592.0	107.5	1.4%	49.0	0.6%	12%	False	True	76,061
10	7,722.0	7,538.0	184.0	2.4%	60.5	0.8%	36%	False	False	87,269
20	7,722.0	7,431.5	290.5	3.8%	69.5	0.9%	60%	False	False	87,715
40	7,738.5	7,397.5	341.0	4.5%	69.0	0.9%	61%	False	False	87,167
60	7,795.0	7,397.5	397.5	5.2%	69.0	0.9%	52%	False	False	89,643
80	7,795.0	7,355.0	440.0	5.8%	60.0	0.8%	57%	False	False	68,581
100	7,795.0	7,319.0	476.0	6.3%	54.0	0.7%	60%	False	False	54,867
120	7,830.5	7,319.0	511.5	6.7%	47.0	0.6%	56%	False	False	45,773

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	8,025.0
2.618	7,890.5
1.618	7,808.0
1.000	7,757.0
0.618	7,725.5
HIGH	7,674.5
0.618	7,643.0
0.500	7,633.0
0.382	7,623.5
LOW	7,592.0
0.618	7,541.0
1.000	7,509.5
1.618	7,458.5
2.618	7,376.0
4.250	7,241.5

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	7,633.0	7,642.0
PP	7,623.5	7,629.5
S1	7,614.0	7,617.0

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

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