FTSE 100 Index Future March 2024

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

Day Change Summary
	Previous	Current
	29-Feb-2024	01-Mar-2024	Change	Change %	Previous Week
Open	7,600.0	7,657.0	57.0	0.8%	7,681.0
High	7,661.0	7,678.5	17.5	0.2%	7,692.5
Low	7,598.5	7,624.5	26.0	0.3%	7,592.0
Close	7,626.5	7,669.5	43.0	0.6%	7,669.5
Range	62.5	54.0	-8.5	-13.6%	100.5
ATR	68.0	67.0	-1.0	-1.5%	0.0
Volume	113,044	97,908	-15,136	-13.4%	418,062

Daily Pivots for day following 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,819.5	7,798.5	7,699.0
R3	7,765.5	7,744.5	7,684.5
R2	7,711.5	7,711.5	7,679.5
R1	7,690.5	7,690.5	7,674.5	7,701.0
PP	7,657.5	7,657.5	7,657.5	7,663.0
S1	7,636.5	7,636.5	7,664.5	7,647.0
S2	7,603.5	7,603.5	7,659.5
S3	7,549.5	7,582.5	7,654.5
S4	7,495.5	7,528.5	7,640.0

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,953.0	7,911.5	7,725.0
R3	7,852.5	7,811.0	7,697.0
R2	7,752.0	7,752.0	7,688.0
R1	7,710.5	7,710.5	7,678.5	7,681.0
PP	7,651.5	7,651.5	7,651.5	7,636.5
S1	7,610.0	7,610.0	7,660.5	7,580.5
S2	7,551.0	7,551.0	7,651.0
S3	7,450.5	7,509.5	7,642.0
S4	7,350.0	7,409.0	7,614.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,692.5	7,592.0	100.5	1.3%	53.0	0.7%	77%	False	False	83,612
10	7,722.0	7,592.0	130.0	1.7%	55.0	0.7%	60%	False	False	85,966
20	7,722.0	7,431.5	290.5	3.8%	68.0	0.9%	82%	False	False	90,552
40	7,732.5	7,397.5	335.0	4.4%	69.0	0.9%	81%	False	False	88,598
60	7,795.0	7,397.5	397.5	5.2%	69.5	0.9%	68%	False	False	93,081
80	7,795.0	7,355.0	440.0	5.7%	61.0	0.8%	71%	False	False	71,218
100	7,795.0	7,319.0	476.0	6.2%	55.0	0.7%	74%	False	False	56,976
120	7,830.5	7,319.0	511.5	6.7%	48.0	0.6%	69%	False	False	47,531

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	True
Bear Hook	False
Bull Hook	False
Stretch	12.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,908.0
2.618	7,820.0
1.618	7,766.0
1.000	7,732.5
0.618	7,712.0
HIGH	7,678.5
0.618	7,658.0
0.500	7,651.5
0.382	7,645.0
LOW	7,624.5
0.618	7,591.0
1.000	7,570.5
1.618	7,537.0
2.618	7,483.0
4.250	7,395.0

Fisher Pivots for day following 01-Mar-2024
Pivot	1 day	3 day
R1	7,663.5	7,658.0
PP	7,657.5	7,646.5
S1	7,651.5	7,635.0

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

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