FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	7,130.0	7,108.0	-22.0	-0.3%	7,090.0
High	7,163.5	7,174.0	10.5	0.1%	7,144.5
Low	7,076.0	7,108.0	32.0	0.5%	7,053.5
Close	7,096.5	7,137.5	41.0	0.6%	7,134.0
Range	87.5	66.0	-21.5	-24.6%	91.0
ATR	71.9	72.3	0.4	0.6%	0.0
Volume	108,146	91,314	-16,832	-15.6%	311,122

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,338.0	7,303.5	7,174.0
R3	7,272.0	7,237.5	7,155.5
R2	7,206.0	7,206.0	7,149.5
R1	7,171.5	7,171.5	7,143.5	7,189.0
PP	7,140.0	7,140.0	7,140.0	7,148.5
S1	7,105.5	7,105.5	7,131.5	7,123.0
S2	7,074.0	7,074.0	7,125.5
S3	7,008.0	7,039.5	7,119.5
S4	6,942.0	6,973.5	7,101.0

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,383.5	7,350.0	7,184.0
R3	7,292.5	7,259.0	7,159.0
R2	7,201.5	7,201.5	7,150.5
R1	7,168.0	7,168.0	7,142.5	7,185.0
PP	7,110.5	7,110.5	7,110.5	7,119.0
S1	7,077.0	7,077.0	7,125.5	7,094.0
S2	7,019.5	7,019.5	7,117.5
S3	6,928.5	6,986.0	7,109.0
S4	6,837.5	6,895.0	7,084.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,174.0	7,076.0	98.0	1.4%	61.5	0.9%	63%	True	False	74,487
10	7,174.0	6,970.5	203.5	2.9%	73.0	1.0%	82%	True	False	79,960
20	7,189.0	6,970.5	218.5	3.1%	62.5	0.9%	76%	False	False	74,648
40	7,189.0	6,735.5	453.5	6.4%	76.0	1.1%	89%	False	False	85,284
60	7,189.0	6,735.5	453.5	6.4%	74.0	1.0%	89%	False	False	93,340
80	7,189.0	6,733.0	456.0	6.4%	68.0	1.0%	89%	False	False	70,152
100	7,189.0	6,733.0	456.0	6.4%	61.5	0.9%	89%	False	False	56,155
120	7,189.0	6,511.0	678.0	9.5%	55.0	0.8%	92%	False	False	46,834

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	19.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,454.5
2.618	7,347.0
1.618	7,281.0
1.000	7,240.0
0.618	7,215.0
HIGH	7,174.0
0.618	7,149.0
0.500	7,141.0
0.382	7,133.0
LOW	7,108.0
0.618	7,067.0
1.000	7,042.0
1.618	7,001.0
2.618	6,935.0
4.250	6,827.5

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	7,141.0	7,133.5
PP	7,140.0	7,129.0
S1	7,138.5	7,125.0

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

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