FTSE 100 Index Future June 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	6,654.5	6,672.5	18.0	0.3%	6,649.5
High	6,700.0	6,738.5	38.5	0.6%	6,738.5
Low	6,639.0	6,637.0	-2.0	0.0%	6,540.5
Close	6,672.5	6,699.5	27.0	0.4%	6,699.5
Range	61.0	101.5	40.5	66.4%	198.0
ATR	85.3	86.5	1.2	1.4%	0.0
Volume	26,015	100,828	74,813	287.6%	136,416

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	6,996.0	6,949.5	6,755.5
R3	6,894.5	6,848.0	6,727.5
R2	6,793.0	6,793.0	6,718.0
R1	6,746.5	6,746.5	6,709.0	6,770.0
PP	6,691.5	6,691.5	6,691.5	6,703.5
S1	6,645.0	6,645.0	6,690.0	6,668.0
S2	6,590.0	6,590.0	6,681.0
S3	6,488.5	6,543.5	6,671.5
S4	6,387.0	6,442.0	6,643.5

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,253.5	7,174.5	6,808.5
R3	7,055.5	6,976.5	6,754.0
R2	6,857.5	6,857.5	6,736.0
R1	6,778.5	6,778.5	6,717.5	6,818.0
PP	6,659.5	6,659.5	6,659.5	6,679.0
S1	6,580.5	6,580.5	6,681.5	6,620.0
S2	6,461.5	6,461.5	6,663.0
S3	6,263.5	6,382.5	6,645.0
S4	6,065.5	6,184.5	6,590.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,738.5	6,540.5	198.0	3.0%	83.5	1.2%	80%	True	False	27,283
10	6,738.5	6,441.5	297.0	4.4%	89.5	1.3%	87%	True	False	13,985
20	6,738.5	6,380.0	358.5	5.4%	87.0	1.3%	89%	True	False	7,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,170.0
2.618	7,004.0
1.618	6,902.5
1.000	6,840.0
0.618	6,801.0
HIGH	6,738.5
0.618	6,699.5
0.500	6,688.0
0.382	6,676.0
LOW	6,637.0
0.618	6,574.5
1.000	6,535.5
1.618	6,473.0
2.618	6,371.5
4.250	6,205.5

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	6,695.5	6,692.5
PP	6,691.5	6,685.5
S1	6,688.0	6,679.0

Download as Excel Spreadsheet

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

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