FTSE 100 Index Future June 2024

Trading Metrics calculated at close of trading on 27-Mar-2024

Day Change Summary
	Previous	Current
	26-Mar-2024	27-Mar-2024	Change	Change %	Previous Week
Open	7,948.0	7,951.5	3.5	0.0%	7,765.0
High	7,964.0	7,974.0	10.0	0.1%	7,995.0
Low	7,918.5	7,913.5	-5.0	-0.1%	7,718.5
Close	7,961.0	7,954.5	-6.5	-0.1%	7,967.0
Range	45.5	60.5	15.0	33.0%	276.5
ATR	62.3	62.1	-0.1	-0.2%	0.0
Volume	74,453	79,095	4,642	6.2%	438,636

Daily Pivots for day following 27-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,129.0	8,102.0	7,988.0
R3	8,068.5	8,041.5	7,971.0
R2	8,008.0	8,008.0	7,965.5
R1	7,981.0	7,981.0	7,960.0	7,994.5
PP	7,947.5	7,947.5	7,947.5	7,954.0
S1	7,920.5	7,920.5	7,949.0	7,934.0
S2	7,887.0	7,887.0	7,943.5
S3	7,826.5	7,860.0	7,938.0
S4	7,766.0	7,799.5	7,921.0

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	7,796.0	199.0	2.5%	76.5	1.0%	80%	False	False	94,546
10	7,995.0	7,718.5	276.5	3.5%	66.5	0.8%	85%	False	False	89,857
20	7,995.0	7,611.5	383.5	4.8%	60.5	0.8%	89%	False	False	87,155
40	7,995.0	7,486.0	509.0	6.4%	41.5	0.5%	92%	False	False	43,597
60	7,995.0	7,450.0	545.0	6.9%	33.0	0.4%	93%	False	False	29,071
80	7,995.0	7,450.0	545.0	6.9%	26.0	0.3%	93%	False	False	21,803
100	7,995.0	7,408.5	586.5	7.4%	21.0	0.3%	93%	False	False	17,443
120	7,995.0	7,354.5	640.5	8.1%	17.5	0.2%	94%	False	False	14,539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,231.0
2.618	8,132.5
1.618	8,072.0
1.000	8,034.5
0.618	8,011.5
HIGH	7,974.0
0.618	7,951.0
0.500	7,944.0
0.382	7,936.5
LOW	7,913.5
0.618	7,876.0
1.000	7,853.0
1.618	7,815.5
2.618	7,755.0
4.250	7,656.5

Fisher Pivots for day following 27-Mar-2024
Pivot	1 day	3 day
R1	7,951.0	7,951.0
PP	7,947.5	7,947.5
S1	7,944.0	7,944.0

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

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