FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 15-Jul-2021

Day Change Summary
	Previous	Current
	14-Jul-2021	15-Jul-2021	Change	Change %	Previous Week
Open	7,050.5	7,014.0	-36.5	-0.5%	7,057.0
High	7,062.0	7,041.5	-20.5	-0.3%	7,102.5
Low	7,000.5	6,929.5	-71.0	-1.0%	6,911.5
Close	7,028.0	6,937.0	-91.0	-1.3%	7,044.0
Range	61.5	112.0	50.5	82.1%	191.0
ATR	76.3	78.8	2.6	3.3%	0.0
Volume	75,884	114,086	38,202	50.3%	458,358

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,305.5	7,233.0	6,998.5
R3	7,193.5	7,121.0	6,968.0
R2	7,081.5	7,081.5	6,957.5
R1	7,009.0	7,009.0	6,947.5	6,989.0
PP	6,969.5	6,969.5	6,969.5	6,959.5
S1	6,897.0	6,897.0	6,926.5	6,877.0
S2	6,857.5	6,857.5	6,916.5
S3	6,745.5	6,785.0	6,906.0
S4	6,633.5	6,673.0	6,875.5

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,592.5	7,509.0	7,149.0
R3	7,401.5	7,318.0	7,096.5
R2	7,210.5	7,210.5	7,079.0
R1	7,127.0	7,127.0	7,061.5	7,073.0
PP	7,019.5	7,019.5	7,019.5	6,992.5
S1	6,936.0	6,936.0	7,026.5	6,882.0
S2	6,828.5	6,828.5	7,009.0
S3	6,637.5	6,745.0	6,991.5
S4	6,446.5	6,554.0	6,939.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,080.5	6,929.5	151.0	2.2%	80.0	1.2%	5%	False	True	83,287
10	7,102.5	6,911.5	191.0	2.8%	85.5	1.2%	13%	False	False	85,100
20	7,102.5	6,872.0	230.5	3.3%	84.5	1.2%	28%	False	False	86,443
40	7,143.0	6,872.0	271.0	3.9%	65.0	0.9%	24%	False	False	71,052
60	7,143.0	6,733.0	410.0	5.9%	59.5	0.9%	50%	False	False	47,484
80	7,143.0	6,511.0	632.0	9.1%	50.0	0.7%	67%	False	False	35,660

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	13.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,517.5
2.618	7,334.5
1.618	7,222.5
1.000	7,153.5
0.618	7,110.5
HIGH	7,041.5
0.618	6,998.5
0.500	6,985.5
0.382	6,972.5
LOW	6,929.5
0.618	6,860.5
1.000	6,817.5
1.618	6,748.5
2.618	6,636.5
4.250	6,453.5

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	6,985.5	7,005.0
PP	6,969.5	6,982.5
S1	6,953.0	6,959.5

Download as Excel Spreadsheet

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

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