FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 25-Aug-2021

Day Change Summary
	Previous	Current
	24-Aug-2021	25-Aug-2021	Change	Change %	Previous Week
Open	7,100.0	7,089.0	-11.0	-0.2%	7,173.0
High	7,111.5	7,133.0	21.5	0.3%	7,173.0
Low	7,053.5	7,084.5	31.0	0.4%	6,970.5
Close	7,092.0	7,127.0	35.0	0.5%	7,067.0
Range	58.0	48.5	-9.5	-16.4%	202.5
ATR	75.5	73.5	-1.9	-2.6%	0.0
Volume	73,286	56,016	-17,270	-23.6%	473,207

Daily Pivots for day following 25-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,260.5	7,242.0	7,153.5
R3	7,212.0	7,193.5	7,140.5
R2	7,163.5	7,163.5	7,136.0
R1	7,145.0	7,145.0	7,131.5	7,154.0
PP	7,115.0	7,115.0	7,115.0	7,119.5
S1	7,096.5	7,096.5	7,122.5	7,106.0
S2	7,066.5	7,066.5	7,118.0
S3	7,018.0	7,048.0	7,113.5
S4	6,969.5	6,999.5	7,100.5

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,677.5	7,575.0	7,178.5
R3	7,475.0	7,372.5	7,122.5
R2	7,272.5	7,272.5	7,104.0
R1	7,170.0	7,170.0	7,085.5	7,120.0
PP	7,070.0	7,070.0	7,070.0	7,045.0
S1	6,967.5	6,967.5	7,048.5	6,917.5
S2	6,867.5	6,867.5	7,030.0
S3	6,665.0	6,765.0	7,011.5
S4	6,462.5	6,562.5	6,955.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,133.0	6,970.5	162.5	2.3%	77.5	1.1%	96%	True	False	83,217
10	7,189.0	6,970.5	218.5	3.1%	70.5	1.0%	72%	False	False	79,523
20	7,189.0	6,922.5	266.5	3.7%	64.0	0.9%	77%	False	False	76,455
40	7,189.0	6,735.5	453.5	6.4%	77.0	1.1%	86%	False	False	85,159
60	7,189.0	6,735.5	453.5	6.4%	74.0	1.0%	86%	False	False	88,150
80	7,189.0	6,733.0	456.0	6.4%	67.5	0.9%	86%	False	False	66,235
100	7,189.0	6,655.0	534.0	7.5%	60.0	0.8%	88%	False	False	53,011

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	7,339.0
2.618	7,260.0
1.618	7,211.5
1.000	7,181.5
0.618	7,163.0
HIGH	7,133.0
0.618	7,114.5
0.500	7,109.0
0.382	7,103.0
LOW	7,084.5
0.618	7,054.5
1.000	7,036.0
1.618	7,006.0
2.618	6,957.5
4.250	6,878.5

Fisher Pivots for day following 25-Aug-2021
Pivot	1 day	3 day
R1	7,121.0	7,116.0
PP	7,115.0	7,104.5
S1	7,109.0	7,093.0

Download as Excel Spreadsheet

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

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