FTSE 100 Index Future June 2024

Trading Metrics calculated at close of trading on 21-Mar-2024

Day Change Summary
	Previous	Current
	20-Mar-2024	21-Mar-2024	Change	Change %	Previous Week
Open	7,753.5	7,796.0	42.5	0.5%	7,675.0
High	7,803.0	7,934.5	131.5	1.7%	7,818.0
Low	7,733.0	7,796.0	63.0	0.8%	7,642.0
Close	7,765.0	7,918.5	153.5	2.0%	7,760.0
Range	70.0	138.5	68.5	97.9%	176.0
ATR	54.5	62.7	8.2	15.1%	0.0
Volume	64,014	141,103	77,089	120.4%	974,171

Daily Pivots for day following 21-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,298.5	8,247.0	7,994.5
R3	8,160.0	8,108.5	7,956.5
R2	8,021.5	8,021.5	7,944.0
R1	7,970.0	7,970.0	7,931.0	7,996.0
PP	7,883.0	7,883.0	7,883.0	7,896.0
S1	7,831.5	7,831.5	7,906.0	7,857.0
S2	7,744.5	7,744.5	7,893.0
S3	7,606.0	7,693.0	7,880.5
S4	7,467.5	7,554.5	7,842.5

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	7,934.5	7,718.5	216.0	2.7%	69.0	0.9%	93%	True	False	91,931
10	7,934.5	7,642.0	292.5	3.7%	69.0	0.9%	95%	True	False	138,729
20	7,934.5	7,611.5	323.0	4.1%	53.0	0.7%	95%	True	False	70,601
40	7,934.5	7,486.0	448.5	5.7%	36.5	0.5%	96%	True	False	35,309
60	7,934.5	7,450.0	484.5	6.1%	29.5	0.4%	97%	True	False	23,544
80	7,934.5	7,450.0	484.5	6.1%	23.0	0.3%	97%	True	False	17,658
100	7,934.5	7,368.0	566.5	7.2%	18.5	0.2%	97%	True	False	14,126
120	7,934.5	7,354.5	580.0	7.3%	15.5	0.2%	97%	True	False	11,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.4
Widest range in 174 trading days

Fibonacci Retracements and Extensions
4.250	8,523.0
2.618	8,297.0
1.618	8,158.5
1.000	8,073.0
0.618	8,020.0
HIGH	7,934.5
0.618	7,881.5
0.500	7,865.0
0.382	7,849.0
LOW	7,796.0
0.618	7,710.5
1.000	7,657.5
1.618	7,572.0
2.618	7,433.5
4.250	7,207.5

Fisher Pivots for day following 21-Mar-2024
Pivot	1 day	3 day
R1	7,901.0	7,888.0
PP	7,883.0	7,857.0
S1	7,865.0	7,826.5

Download as Excel Spreadsheet

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

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