FTSE 100 Index Future June 2024

Trading Metrics calculated at close of trading on 13-Mar-2024

Day Change Summary
	Previous	Current
	12-Mar-2024	13-Mar-2024	Change	Change %	Previous Week
Open	7,731.5	7,785.5	54.0	0.7%	7,688.0
High	7,795.0	7,818.0	23.0	0.3%	7,743.5
Low	7,729.5	7,766.0	36.5	0.5%	7,611.5
Close	7,781.5	7,805.0	23.5	0.3%	7,691.5
Range	65.5	52.0	-13.5	-20.6%	132.0
ATR	53.9	53.8	-0.1	-0.3%	0.0
Volume	302,510	140,909	-161,601	-53.4%	100,254

Daily Pivots for day following 13-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,952.5	7,930.5	7,833.5
R3	7,900.5	7,878.5	7,819.5
R2	7,848.5	7,848.5	7,814.5
R1	7,826.5	7,826.5	7,810.0	7,837.5
PP	7,796.5	7,796.5	7,796.5	7,802.0
S1	7,774.5	7,774.5	7,800.0	7,785.5
S2	7,744.5	7,744.5	7,795.5
S3	7,692.5	7,722.5	7,790.5
S4	7,640.5	7,670.5	7,776.5

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,078.0	8,017.0	7,764.0
R3	7,946.0	7,885.0	7,728.0
R2	7,814.0	7,814.0	7,715.5
R1	7,753.0	7,753.0	7,703.5	7,783.5
PP	7,682.0	7,682.0	7,682.0	7,697.5
S1	7,621.0	7,621.0	7,679.5	7,651.5
S2	7,550.0	7,550.0	7,667.5
S3	7,418.0	7,489.0	7,655.0
S4	7,286.0	7,357.0	7,619.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,818.0	7,642.0	176.0	2.3%	67.0	0.9%	93%	True	False	167,974
10	7,818.0	7,611.5	206.5	2.6%	55.0	0.7%	94%	True	False	84,453
20	7,818.0	7,585.0	233.0	3.0%	41.5	0.5%	94%	True	False	42,262
40	7,818.0	7,471.5	346.5	4.4%	27.0	0.3%	96%	True	False	21,137
60	7,818.0	7,450.0	368.0	4.7%	23.5	0.3%	96%	True	False	14,095
80	7,818.0	7,450.0	368.0	4.7%	17.5	0.2%	96%	True	False	10,571
100	7,818.0	7,354.5	463.5	5.9%	14.0	0.2%	97%	True	False	8,457
120	7,818.0	7,354.5	463.5	5.9%	12.0	0.2%	97%	True	False	7,051

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	9.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	8,039.0
2.618	7,954.0
1.618	7,902.0
1.000	7,870.0
0.618	7,850.0
HIGH	7,818.0
0.618	7,798.0
0.500	7,792.0
0.382	7,786.0
LOW	7,766.0
0.618	7,734.0
1.000	7,714.0
1.618	7,682.0
2.618	7,630.0
4.250	7,545.0

Fisher Pivots for day following 13-Mar-2024
Pivot	1 day	3 day
R1	7,800.5	7,780.0
PP	7,796.5	7,755.0
S1	7,792.0	7,730.0

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

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