FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 08-Jul-2021

Day Change Summary
	Previous	Current
	07-Jul-2021	08-Jul-2021	Change	Change %	Previous Week
Open	7,025.5	7,083.0	57.5	0.8%	7,084.5
High	7,090.5	7,083.0	-7.5	-0.1%	7,095.0
Low	7,018.0	6,911.5	-106.5	-1.5%	6,938.5
Close	7,079.0	6,960.5	-118.5	-1.7%	7,047.0
Range	72.5	171.5	99.0	136.6%	156.5
ATR	71.3	78.5	7.2	10.0%	0.0
Volume	79,665	148,879	69,214	86.9%	434,519

Daily Pivots for day following 08-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,499.5	7,401.5	7,055.0
R3	7,328.0	7,230.0	7,007.5
R2	7,156.5	7,156.5	6,992.0
R1	7,058.5	7,058.5	6,976.0	7,022.0
PP	6,985.0	6,985.0	6,985.0	6,966.5
S1	6,887.0	6,887.0	6,945.0	6,850.0
S2	6,813.5	6,813.5	6,929.0
S3	6,642.0	6,715.5	6,913.5
S4	6,470.5	6,544.0	6,866.0

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	6,911.5	191.0	2.7%	91.5	1.3%	26%	False	True	86,912
10	7,102.5	6,911.5	191.0	2.7%	83.5	1.2%	26%	False	True	84,849
20	7,143.0	6,872.0	271.0	3.9%	78.5	1.1%	33%	False	False	118,050
40	7,143.0	6,733.0	410.0	5.9%	63.5	0.9%	55%	False	False	60,712
60	7,143.0	6,733.0	410.0	5.9%	55.0	0.8%	55%	False	False	40,544
80	7,143.0	6,511.0	632.0	9.1%	47.0	0.7%	71%	False	False	30,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.3
Widest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	7,812.0
2.618	7,532.0
1.618	7,360.5
1.000	7,254.5
0.618	7,189.0
HIGH	7,083.0
0.618	7,017.5
0.500	6,997.0
0.382	6,977.0
LOW	6,911.5
0.618	6,805.5
1.000	6,740.0
1.618	6,634.0
2.618	6,462.5
4.250	6,182.5

Fisher Pivots for day following 08-Jul-2021
Pivot	1 day	3 day
R1	6,997.0	7,007.0
PP	6,985.0	6,991.5
S1	6,973.0	6,976.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols