FTSE 100 Index Future June 2024

Trading Metrics calculated at close of trading on 20-Mar-2024

Day Change Summary
	Previous	Current
	19-Mar-2024	20-Mar-2024	Change	Change %	Previous Week
Open	7,734.0	7,753.5	19.5	0.3%	7,675.0
High	7,769.0	7,803.0	34.0	0.4%	7,818.0
Low	7,718.5	7,733.0	14.5	0.2%	7,642.0
Close	7,761.5	7,765.0	3.5	0.0%	7,760.0
Range	50.5	70.0	19.5	38.6%	176.0
ATR	53.3	54.5	1.2	2.2%	0.0
Volume	74,015	64,014	-10,001	-13.5%	974,171

Daily Pivots for day following 20-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	7,977.0	7,941.0	7,803.5
R3	7,907.0	7,871.0	7,784.0
R2	7,837.0	7,837.0	7,778.0
R1	7,801.0	7,801.0	7,771.5	7,819.0
PP	7,767.0	7,767.0	7,767.0	7,776.0
S1	7,731.0	7,731.0	7,758.5	7,749.0
S2	7,697.0	7,697.0	7,752.0
S3	7,627.0	7,661.0	7,746.0
S4	7,557.0	7,591.0	7,726.5

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,268.0	8,190.0	7,857.0
R3	8,092.0	8,014.0	7,808.5
R2	7,916.0	7,916.0	7,792.5
R1	7,838.0	7,838.0	7,776.0	7,877.0
PP	7,740.0	7,740.0	7,740.0	7,759.5
S1	7,662.0	7,662.0	7,744.0	7,701.0
S2	7,564.0	7,564.0	7,727.5
S3	7,388.0	7,486.0	7,711.5
S4	7,212.0	7,310.0	7,663.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,815.5	7,718.5	97.0	1.2%	56.0	0.7%	48%	False	False	85,168
10	7,818.0	7,642.0	176.0	2.3%	61.5	0.8%	70%	False	False	126,571
20	7,818.0	7,611.5	206.5	2.7%	47.5	0.6%	74%	False	False	63,546
40	7,818.0	7,486.0	332.0	4.3%	33.0	0.4%	84%	False	False	31,782
60	7,818.0	7,450.0	368.0	4.7%	28.0	0.4%	86%	False	False	21,192
80	7,818.0	7,450.0	368.0	4.7%	21.0	0.3%	86%	False	False	15,894
100	7,818.0	7,368.0	450.0	5.8%	17.0	0.2%	88%	False	False	12,715
120	7,818.0	7,354.5	463.5	6.0%	14.0	0.2%	89%	False	False	10,600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	14.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,100.5
2.618	7,986.5
1.618	7,916.5
1.000	7,873.0
0.618	7,846.5
HIGH	7,803.0
0.618	7,776.5
0.500	7,768.0
0.382	7,759.5
LOW	7,733.0
0.618	7,689.5
1.000	7,663.0
1.618	7,619.5
2.618	7,549.5
4.250	7,435.5

Fisher Pivots for day following 20-Mar-2024
Pivot	1 day	3 day
R1	7,768.0	7,763.5
PP	7,767.0	7,762.0
S1	7,766.0	7,761.0

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

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