FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 05-Aug-2021

Day Change Summary
	Previous	Current
	04-Aug-2021	05-Aug-2021	Change	Change %	Previous Week
Open	7,035.0	7,050.0	15.0	0.2%	6,961.5
High	7,072.0	7,068.5	-3.5	0.0%	7,022.0
Low	7,034.0	7,033.5	-0.5	0.0%	6,857.0
Close	7,051.5	7,059.5	8.0	0.1%	6,966.5
Range	38.0	35.0	-3.0	-7.9%	165.0
ATR	80.8	77.5	-3.3	-4.0%	0.0
Volume	60,717	64,574	3,857	6.4%	414,049

Daily Pivots for day following 05-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,159.0	7,144.0	7,079.0
R3	7,124.0	7,109.0	7,069.0
R2	7,089.0	7,089.0	7,066.0
R1	7,074.0	7,074.0	7,062.5	7,081.5
PP	7,054.0	7,054.0	7,054.0	7,057.5
S1	7,039.0	7,039.0	7,056.5	7,046.5
S2	7,019.0	7,019.0	7,053.0
S3	6,984.0	7,004.0	7,050.0
S4	6,949.0	6,969.0	7,040.0

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,443.5	7,370.0	7,057.0
R3	7,278.5	7,205.0	7,012.0
R2	7,113.5	7,113.5	6,997.0
R1	7,040.0	7,040.0	6,981.5	7,077.0
PP	6,948.5	6,948.5	6,948.5	6,967.0
S1	6,875.0	6,875.0	6,951.5	6,912.0
S2	6,783.5	6,783.5	6,936.0
S3	6,618.5	6,710.0	6,921.0
S4	6,453.5	6,545.0	6,876.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,072.0	6,922.5	149.5	2.1%	54.5	0.8%	92%	False	False	78,381
10	7,072.0	6,857.0	215.0	3.0%	65.0	0.9%	94%	False	False	77,485
20	7,080.5	6,735.5	345.0	4.9%	80.5	1.1%	94%	False	False	90,757
40	7,143.0	6,735.5	407.5	5.8%	79.5	1.1%	80%	False	False	104,403
60	7,143.0	6,733.0	410.0	5.8%	69.5	1.0%	80%	False	False	70,727
80	7,143.0	6,733.0	410.0	5.8%	61.5	0.9%	80%	False	False	53,097
100	7,143.0	6,511.0	632.0	9.0%	53.5	0.8%	87%	False	False	42,520

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.9
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	7,217.0
2.618	7,160.0
1.618	7,125.0
1.000	7,103.5
0.618	7,090.0
HIGH	7,068.5
0.618	7,055.0
0.500	7,051.0
0.382	7,047.0
LOW	7,033.5
0.618	7,012.0
1.000	6,998.5
1.618	6,977.0
2.618	6,942.0
4.250	6,885.0

Fisher Pivots for day following 05-Aug-2021
Pivot	1 day	3 day
R1	7,056.5	7,050.0
PP	7,054.0	7,041.0
S1	7,051.0	7,031.5

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

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