FTSE 100 Index Future March 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	6,541.5	6,573.0	31.5	0.5%	6,576.0
High	6,634.5	6,646.0	11.5	0.2%	6,749.5
Low	6,511.5	6,523.0	11.5	0.2%	6,538.5
Close	6,576.0	6,623.0	47.0	0.7%	6,605.5
Range	123.0	123.0	0.0	0.0%	211.0
ATR	101.0	102.6	1.6	1.6%	0.0
Volume	121,802	110,544	-11,258	-9.2%	560,693

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	6,966.5	6,917.5	6,690.5
R3	6,843.5	6,794.5	6,657.0
R2	6,720.5	6,720.5	6,645.5
R1	6,671.5	6,671.5	6,634.5	6,696.0
PP	6,597.5	6,597.5	6,597.5	6,609.5
S1	6,548.5	6,548.5	6,611.5	6,573.0
S2	6,474.5	6,474.5	6,600.5
S3	6,351.5	6,425.5	6,589.0
S4	6,228.5	6,302.5	6,555.5

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,264.0	7,146.0	6,721.5
R3	7,053.0	6,935.0	6,663.5
R2	6,842.0	6,842.0	6,644.0
R1	6,724.0	6,724.0	6,625.0	6,783.0
PP	6,631.0	6,631.0	6,631.0	6,661.0
S1	6,513.0	6,513.0	6,586.0	6,572.0
S2	6,420.0	6,420.0	6,567.0
S3	6,209.0	6,302.0	6,547.5
S4	5,998.0	6,091.0	6,489.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,693.5	6,505.5	188.0	2.8%	107.5	1.6%	63%	False	False	112,513
10	6,749.5	6,431.0	318.5	4.8%	102.0	1.5%	60%	False	False	103,184
20	6,749.5	6,300.0	449.5	6.8%	97.5	1.5%	72%	False	False	103,312
40	6,910.0	6,300.0	610.0	9.2%	103.5	1.6%	53%	False	False	100,887
60	6,910.0	6,216.5	693.5	10.5%	96.5	1.5%	59%	False	False	95,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	23.8

Fibonacci Retracements and Extensions
4.250	7,169.0
2.618	6,968.0
1.618	6,845.0
1.000	6,769.0
0.618	6,722.0
HIGH	6,646.0
0.618	6,599.0
0.500	6,584.5
0.382	6,570.0
LOW	6,523.0
0.618	6,447.0
1.000	6,400.0
1.618	6,324.0
2.618	6,201.0
4.250	6,000.0

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	6,610.0	6,607.0
PP	6,597.5	6,591.5
S1	6,584.5	6,576.0

Download as Excel Spreadsheet

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

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