FTSE 100 Index Future March 2021

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	6,548.5	6,501.0	-47.5	-0.7%	6,586.0
High	6,618.0	6,585.0	-33.0	-0.5%	6,675.5
Low	6,432.0	6,488.5	56.5	0.9%	6,432.0
Close	6,439.5	6,550.5	111.0	1.7%	6,439.5
Range	186.0	96.5	-89.5	-48.1%	243.5
ATR	111.4	113.8	2.4	2.2%	0.0
Volume	243,890	134,280	-109,610	-44.9%	677,572

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	6,831.0	6,787.0	6,603.5
R3	6,734.5	6,690.5	6,577.0
R2	6,638.0	6,638.0	6,568.0
R1	6,594.0	6,594.0	6,559.5	6,616.0
PP	6,541.5	6,541.5	6,541.5	6,552.0
S1	6,497.5	6,497.5	6,541.5	6,519.5
S2	6,445.0	6,445.0	6,533.0
S3	6,348.5	6,401.0	6,524.0
S4	6,252.0	6,304.5	6,497.5

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,246.0	7,086.5	6,573.5
R3	7,002.5	6,843.0	6,506.5
R2	6,759.0	6,759.0	6,484.0
R1	6,599.5	6,599.5	6,462.0	6,557.5
PP	6,515.5	6,515.5	6,515.5	6,495.0
S1	6,356.0	6,356.0	6,417.0	6,314.0
S2	6,272.0	6,272.0	6,395.0
S3	6,028.5	6,112.5	6,372.5
S4	5,785.0	5,869.0	6,305.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,675.5	6,432.0	243.5	3.7%	133.0	2.0%	49%	False	False	144,664
10	6,749.5	6,432.0	317.5	4.8%	109.5	1.7%	37%	False	False	126,396
20	6,749.5	6,406.0	343.5	5.2%	97.5	1.5%	42%	False	False	106,757
40	6,910.0	6,300.0	610.0	9.3%	103.5	1.6%	41%	False	False	106,079
60	6,910.0	6,265.0	645.0	9.8%	99.0	1.5%	44%	False	False	103,286
80	6,910.0	5,839.5	1,070.5	16.3%	88.5	1.3%	66%	False	False	77,587

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	29.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,995.0
2.618	6,837.5
1.618	6,741.0
1.000	6,681.5
0.618	6,644.5
HIGH	6,585.0
0.618	6,548.0
0.500	6,537.0
0.382	6,525.5
LOW	6,488.5
0.618	6,429.0
1.000	6,392.0
1.618	6,332.5
2.618	6,236.0
4.250	6,078.5

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	6,546.0	6,554.0
PP	6,541.5	6,552.5
S1	6,537.0	6,551.5

Download as Excel Spreadsheet

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

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