FTSE 100 Index Future June 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	7,688.0	7,693.0	5.0	0.1%	7,709.0
High	7,693.0	7,693.0	0.0	0.0%	7,728.0
Low	7,688.0	7,691.0	3.0	0.0%	7,644.0
Close	7,693.0	7,692.0	-1.0	0.0%	7,718.0
Range	5.0	2.0	-3.0	-60.0%	84.0
ATR	43.0	40.1	-2.9	-6.8%	0.0
Volume	13	78	65	500.0%	570

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,698.0	7,697.0	7,693.0
R3	7,696.0	7,695.0	7,692.5
R2	7,694.0	7,694.0	7,692.5
R1	7,693.0	7,693.0	7,692.0	7,692.5
PP	7,692.0	7,692.0	7,692.0	7,692.0
S1	7,691.0	7,691.0	7,692.0	7,690.5
S2	7,690.0	7,690.0	7,691.5
S3	7,688.0	7,689.0	7,691.5
S4	7,686.0	7,687.0	7,691.0

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,948.5	7,917.5	7,764.0
R3	7,864.5	7,833.5	7,741.0
R2	7,780.5	7,780.5	7,733.5
R1	7,749.5	7,749.5	7,725.5	7,765.0
PP	7,696.5	7,696.5	7,696.5	7,704.5
S1	7,665.5	7,665.5	7,710.5	7,681.0
S2	7,612.5	7,612.5	7,702.5
S3	7,528.5	7,581.5	7,695.0
S4	7,444.5	7,497.5	7,672.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,718.0	7,644.0	74.0	1.0%	25.5	0.3%	65%	False	False	130
10	7,728.0	7,543.0	185.0	2.4%	22.5	0.3%	81%	False	False	68
20	7,728.0	7,486.0	242.0	3.1%	21.0	0.3%	85%	False	False	41
40	7,750.5	7,450.0	300.5	3.9%	18.0	0.2%	81%	False	False	28
60	7,790.0	7,450.0	340.0	4.4%	13.5	0.2%	71%	False	False	19
80	7,790.0	7,408.5	381.5	5.0%	10.0	0.1%	74%	False	False	14
100	7,790.0	7,354.5	435.5	5.7%	8.0	0.1%	77%	False	False	15
120	7,867.5	7,354.5	513.0	6.7%	7.0	0.1%	66%	False	False	13

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.1
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7,701.5
2.618	7,698.0
1.618	7,696.0
1.000	7,695.0
0.618	7,694.0
HIGH	7,693.0
0.618	7,692.0
0.500	7,692.0
0.382	7,692.0
LOW	7,691.0
0.618	7,690.0
1.000	7,689.0
1.618	7,688.0
2.618	7,686.0
4.250	7,682.5

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	7,692.0	7,703.0
PP	7,692.0	7,699.5
S1	7,692.0	7,695.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols