FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 04-Mar-2024

Day Change Summary
	Previous	Current
	01-Mar-2024	04-Mar-2024	Change	Change %	Previous Week
Open	7,657.0	7,667.5	10.5	0.1%	7,681.0
High	7,678.5	7,667.5	-11.0	-0.1%	7,692.5
Low	7,624.5	7,601.0	-23.5	-0.3%	7,592.0
Close	7,669.5	7,614.0	-55.5	-0.7%	7,669.5
Range	54.0	66.5	12.5	23.1%	100.5
ATR	67.0	67.1	0.1	0.2%	0.0
Volume	97,908	79,778	-18,130	-18.5%	418,062

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,827.0	7,787.0	7,650.5
R3	7,760.5	7,720.5	7,632.5
R2	7,694.0	7,694.0	7,626.0
R1	7,654.0	7,654.0	7,620.0	7,641.0
PP	7,627.5	7,627.5	7,627.5	7,621.0
S1	7,587.5	7,587.5	7,608.0	7,574.0
S2	7,561.0	7,561.0	7,602.0
S3	7,494.5	7,521.0	7,595.5
S4	7,428.0	7,454.5	7,577.5

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	7,680.5	7,592.0	88.5	1.2%	59.5	0.8%	25%	False	False	87,225
10	7,722.0	7,592.0	130.0	1.7%	56.5	0.7%	17%	False	False	88,670
20	7,722.0	7,431.5	290.5	3.8%	67.5	0.9%	63%	False	False	89,375
40	7,727.5	7,397.5	330.0	4.3%	68.0	0.9%	66%	False	False	88,757
60	7,795.0	7,397.5	397.5	5.2%	69.5	0.9%	54%	False	False	94,309
80	7,795.0	7,355.0	440.0	5.8%	62.0	0.8%	59%	False	False	72,215
100	7,795.0	7,319.0	476.0	6.3%	56.0	0.7%	62%	False	False	57,774
120	7,830.5	7,319.0	511.5	6.7%	48.5	0.6%	58%	False	False	48,195

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	11.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,950.0
2.618	7,841.5
1.618	7,775.0
1.000	7,734.0
0.618	7,708.5
HIGH	7,667.5
0.618	7,642.0
0.500	7,634.0
0.382	7,626.5
LOW	7,601.0
0.618	7,560.0
1.000	7,534.5
1.618	7,493.5
2.618	7,427.0
4.250	7,318.5

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	7,634.0	7,638.5
PP	7,627.5	7,630.5
S1	7,621.0	7,622.0

Download as Excel Spreadsheet

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

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