FTSE 100 Index Future June 2024

Trading Metrics calculated at close of trading on 25-Mar-2024

Day Change Summary
	Previous	Current
	22-Mar-2024	25-Mar-2024	Change	Change %	Previous Week
Open	7,915.0	7,964.0	49.0	0.6%	7,765.0
High	7,995.0	7,971.5	-23.5	-0.3%	7,995.0
Low	7,907.0	7,920.5	13.5	0.2%	7,718.5
Close	7,967.0	7,949.5	-17.5	-0.2%	7,967.0
Range	88.0	51.0	-37.0	-42.0%	276.5
ATR	64.5	63.5	-1.0	-1.5%	0.0
Volume	101,803	76,277	-25,526	-25.1%	438,636

Daily Pivots for day following 25-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,100.0	8,076.0	7,977.5
R3	8,049.0	8,025.0	7,963.5
R2	7,998.0	7,998.0	7,959.0
R1	7,974.0	7,974.0	7,954.0	7,960.5
PP	7,947.0	7,947.0	7,947.0	7,940.5
S1	7,923.0	7,923.0	7,945.0	7,909.5
S2	7,896.0	7,896.0	7,940.0
S3	7,845.0	7,872.0	7,935.5
S4	7,794.0	7,821.0	7,921.5

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,723.0	8,621.5	8,119.0
R3	8,446.5	8,345.0	8,043.0
R2	8,170.0	8,170.0	8,017.5
R1	8,068.5	8,068.5	7,992.5	8,119.0
PP	7,893.5	7,893.5	7,893.5	7,919.0
S1	7,792.0	7,792.0	7,941.5	7,843.0
S2	7,617.0	7,617.0	7,916.5
S3	7,340.5	7,515.5	7,891.0
S4	7,064.0	7,239.0	7,815.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,995.0	7,718.5	276.5	3.5%	79.5	1.0%	84%	False	False	91,442
10	7,995.0	7,718.5	276.5	3.5%	67.5	0.8%	84%	False	False	118,844
20	7,995.0	7,611.5	383.5	4.8%	58.0	0.7%	88%	False	False	79,483
40	7,995.0	7,486.0	509.0	6.4%	39.5	0.5%	91%	False	False	39,761
60	7,995.0	7,450.0	545.0	6.9%	32.0	0.4%	92%	False	False	26,512
80	7,995.0	7,450.0	545.0	6.9%	24.5	0.3%	92%	False	False	19,884
100	7,995.0	7,408.5	586.5	7.4%	19.5	0.2%	92%	False	False	15,907
120	7,995.0	7,354.5	640.5	8.1%	16.5	0.2%	93%	False	False	13,259

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,188.0
2.618	8,105.0
1.618	8,054.0
1.000	8,022.5
0.618	8,003.0
HIGH	7,971.5
0.618	7,952.0
0.500	7,946.0
0.382	7,940.0
LOW	7,920.5
0.618	7,889.0
1.000	7,869.5
1.618	7,838.0
2.618	7,787.0
4.250	7,704.0

Fisher Pivots for day following 25-Mar-2024
Pivot	1 day	3 day
R1	7,948.5	7,931.5
PP	7,947.0	7,913.5
S1	7,946.0	7,895.5

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

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