FTSE 100 Index Future June 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	7,702.5	7,688.0	-14.5	-0.2%	7,688.0
High	7,703.5	7,688.0	-15.5	-0.2%	7,703.5
Low	7,677.0	7,639.0	-38.0	-0.5%	7,622.0
Close	7,696.0	7,641.0	-55.0	-0.7%	7,696.0
Range	26.5	49.0	22.5	84.9%	81.5
ATR	43.2	44.2	1.0	2.3%	0.0
Volume	143	1,285	1,142	798.6%	346

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,803.0	7,771.0	7,668.0
R3	7,754.0	7,722.0	7,654.5
R2	7,705.0	7,705.0	7,650.0
R1	7,673.0	7,673.0	7,645.5	7,664.5
PP	7,656.0	7,656.0	7,656.0	7,652.0
S1	7,624.0	7,624.0	7,636.5	7,615.5
S2	7,607.0	7,607.0	7,632.0
S3	7,558.0	7,575.0	7,627.5
S4	7,509.0	7,526.0	7,614.0

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,918.5	7,888.5	7,741.0
R3	7,837.0	7,807.0	7,718.5
R2	7,755.5	7,755.5	7,711.0
R1	7,725.5	7,725.5	7,703.5	7,740.5
PP	7,674.0	7,674.0	7,674.0	7,681.0
S1	7,644.0	7,644.0	7,688.5	7,659.0
S2	7,592.5	7,592.5	7,681.0
S3	7,511.0	7,562.5	7,673.5
S4	7,429.5	7,481.0	7,651.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,703.5	7,622.0	81.5	1.1%	33.5	0.4%	23%	False	False	323
10	7,724.0	7,622.0	102.0	1.3%	30.5	0.4%	19%	False	False	219
20	7,728.0	7,486.0	242.0	3.2%	26.0	0.3%	64%	False	False	115
40	7,728.0	7,450.0	278.0	3.6%	20.0	0.3%	69%	False	False	62
60	7,790.0	7,450.0	340.0	4.4%	16.5	0.2%	56%	False	False	45
80	7,790.0	7,408.5	381.5	5.0%	12.0	0.2%	61%	False	False	33
100	7,790.0	7,354.5	435.5	5.7%	10.0	0.1%	66%	False	False	27
120	7,867.5	7,354.5	513.0	6.7%	8.0	0.1%	56%	False	False	26

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,896.0
2.618	7,816.5
1.618	7,767.5
1.000	7,737.0
0.618	7,718.5
HIGH	7,688.0
0.618	7,669.5
0.500	7,663.5
0.382	7,657.5
LOW	7,639.0
0.618	7,608.5
1.000	7,590.0
1.618	7,559.5
2.618	7,510.5
4.250	7,431.0

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	7,663.5	7,671.0
PP	7,656.0	7,661.0
S1	7,648.5	7,651.0

Download as Excel Spreadsheet

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

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