FTSE 100 Index Future March 2024

Trading Metrics calculated at close of trading on 15-Mar-2024

Day Change Summary
	Previous	Current
	14-Mar-2024	15-Mar-2024	Change	Change %	Previous Week
Open	7,779.0	7,732.0	-47.0	-0.6%	7,646.5
High	7,781.5	7,761.0	-20.5	-0.3%	7,785.0
Low	7,709.5	7,728.5	19.0	0.2%	7,611.5
Close	7,742.0	7,734.0	-8.0	-0.1%	7,734.0
Range	72.0	32.5	-39.5	-54.9%	173.5
ATR	69.0	66.4	-2.6	-3.8%	0.0
Volume	109,218	4,766	-104,452	-95.6%	1,094,703

Daily Pivots for day following 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,838.5	7,819.0	7,752.0
R3	7,806.0	7,786.5	7,743.0
R2	7,773.5	7,773.5	7,740.0
R1	7,754.0	7,754.0	7,737.0	7,764.0
PP	7,741.0	7,741.0	7,741.0	7,746.0
S1	7,721.5	7,721.5	7,731.0	7,731.0
S2	7,708.5	7,708.5	7,728.0
S3	7,676.0	7,689.0	7,725.0
S4	7,643.5	7,656.5	7,716.0

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,230.5	8,156.0	7,829.5
R3	8,057.0	7,982.5	7,781.5
R2	7,883.5	7,883.5	7,766.0
R1	7,809.0	7,809.0	7,750.0	7,846.0
PP	7,710.0	7,710.0	7,710.0	7,729.0
S1	7,635.5	7,635.5	7,718.0	7,673.0
S2	7,536.5	7,536.5	7,702.0
S3	7,363.0	7,462.0	7,686.5
S4	7,189.5	7,288.5	7,638.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,785.0	7,611.5	173.5	2.2%	61.0	0.8%	71%	False	False	218,940
10	7,785.0	7,575.0	210.0	2.7%	64.0	0.8%	76%	False	False	165,061
20	7,785.0	7,575.0	210.0	2.7%	59.5	0.8%	76%	False	False	125,513
40	7,785.0	7,431.5	353.5	4.6%	66.0	0.9%	86%	False	False	107,962
60	7,795.0	7,397.5	397.5	5.1%	67.5	0.9%	85%	False	False	99,786
80	7,795.0	7,397.5	397.5	5.1%	65.0	0.8%	85%	False	False	91,826
100	7,795.0	7,319.0	476.0	6.2%	57.0	0.7%	87%	False	False	73,481
120	7,795.0	7,319.0	476.0	6.2%	53.0	0.7%	87%	False	False	61,269

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.3
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	7,899.0
2.618	7,846.0
1.618	7,813.5
1.000	7,793.5
0.618	7,781.0
HIGH	7,761.0
0.618	7,748.5
0.500	7,745.0
0.382	7,741.0
LOW	7,728.5
0.618	7,708.5
1.000	7,696.0
1.618	7,676.0
2.618	7,643.5
4.250	7,590.5

Fisher Pivots for day following 15-Mar-2024
Pivot	1 day	3 day
R1	7,745.0	7,747.0
PP	7,741.0	7,743.0
S1	7,737.5	7,738.5

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

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