FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 06-Jul-2021

Day Change Summary
	Previous	Current
	05-Jul-2021	06-Jul-2021	Change	Change %	Previous Week
Open	7,057.0	7,094.0	37.0	0.5%	7,084.5
High	7,099.0	7,102.5	3.5	0.0%	7,095.0
Low	7,040.0	7,004.0	-36.0	-0.5%	6,938.5
Close	7,094.0	7,022.5	-71.5	-1.0%	7,047.0
Range	59.0	98.5	39.5	66.9%	156.5
ATR	69.1	71.2	2.1	3.0%	0.0
Volume	45,689	85,227	39,538	86.5%	434,519

Daily Pivots for day following 06-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,338.5	7,279.0	7,076.5
R3	7,240.0	7,180.5	7,049.5
R2	7,141.5	7,141.5	7,040.5
R1	7,082.0	7,082.0	7,031.5	7,062.5
PP	7,043.0	7,043.0	7,043.0	7,033.0
S1	6,983.5	6,983.5	7,013.5	6,964.0
S2	6,944.5	6,944.5	7,004.5
S3	6,846.0	6,885.0	6,995.5
S4	6,747.5	6,786.5	6,968.5

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,496.5	7,428.0	7,133.0
R3	7,340.0	7,271.5	7,090.0
R2	7,183.5	7,183.5	7,075.5
R1	7,115.0	7,115.0	7,061.5	7,071.0
PP	7,027.0	7,027.0	7,027.0	7,005.0
S1	6,958.5	6,958.5	7,032.5	6,914.5
S2	6,870.5	6,870.5	7,018.5
S3	6,714.0	6,802.0	7,004.0
S4	6,557.5	6,645.5	6,961.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,102.5	6,938.5	164.0	2.3%	81.0	1.2%	51%	True	False	85,931
10	7,102.5	6,938.5	164.0	2.3%	70.5	1.0%	51%	True	False	77,569
20	7,143.0	6,872.0	271.0	3.9%	70.5	1.0%	56%	False	False	109,451
40	7,143.0	6,733.0	410.0	5.8%	60.5	0.9%	71%	False	False	55,020
60	7,143.0	6,733.0	410.0	5.8%	51.5	0.7%	71%	False	False	36,735
80	7,143.0	6,511.0	632.0	9.0%	44.5	0.6%	81%	False	False	27,609

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.3
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,521.0
2.618	7,360.5
1.618	7,262.0
1.000	7,201.0
0.618	7,163.5
HIGH	7,102.5
0.618	7,065.0
0.500	7,053.0
0.382	7,041.5
LOW	7,004.0
0.618	6,943.0
1.000	6,905.5
1.618	6,844.5
2.618	6,746.0
4.250	6,585.5

Fisher Pivots for day following 06-Jul-2021
Pivot	1 day	3 day
R1	7,053.0	7,053.0
PP	7,043.0	7,043.0
S1	7,033.0	7,033.0

Download as Excel Spreadsheet

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

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