FTSE 100 Index Future September 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	7,401.0	7,333.0	-68.0	-0.9%	7,519.0
High	7,487.5	7,392.5	-95.0	-1.3%	7,546.5
Low	7,328.5	7,261.0	-67.5	-0.9%	7,391.0
Close	7,357.5	7,287.5	-70.0	-1.0%	7,428.0
Range	159.0	131.5	-27.5	-17.3%	155.5
ATR	91.2	94.1	2.9	3.2%	0.0
Volume	139,680	152,344	12,664	9.1%	441,832

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	7,708.0	7,629.5	7,360.0
R3	7,576.5	7,498.0	7,323.5
R2	7,445.0	7,445.0	7,311.5
R1	7,366.5	7,366.5	7,299.5	7,340.0
PP	7,313.5	7,313.5	7,313.5	7,300.5
S1	7,235.0	7,235.0	7,275.5	7,208.5
S2	7,182.0	7,182.0	7,263.5
S3	7,050.5	7,103.5	7,251.5
S4	6,919.0	6,972.0	7,215.0

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	7,921.5	7,830.5	7,513.5
R3	7,766.0	7,675.0	7,471.0
R2	7,610.5	7,610.5	7,456.5
R1	7,519.5	7,519.5	7,442.5	7,487.0
PP	7,455.0	7,455.0	7,455.0	7,439.0
S1	7,364.0	7,364.0	7,413.5	7,332.0
S2	7,299.5	7,299.5	7,399.5
S3	7,144.0	7,208.5	7,385.0
S4	6,988.5	7,053.0	7,342.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,537.5	7,261.0	276.5	3.8%	118.0	1.6%	10%	False	True	110,295
10	7,575.0	7,261.0	314.0	4.3%	93.5	1.3%	8%	False	True	99,216
20	7,575.0	7,261.0	314.0	4.3%	80.5	1.1%	8%	False	True	89,510
40	7,575.0	6,955.5	619.5	8.5%	92.0	1.3%	54%	False	False	91,764
60	7,575.0	6,910.5	664.5	9.1%	110.5	1.5%	57%	False	False	100,660
80	7,590.0	6,910.5	679.5	9.3%	102.5	1.4%	55%	False	False	75,802

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	24.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,951.5
2.618	7,737.0
1.618	7,605.5
1.000	7,524.0
0.618	7,474.0
HIGH	7,392.5
0.618	7,342.5
0.500	7,327.0
0.382	7,311.0
LOW	7,261.0
0.618	7,179.5
1.000	7,129.5
1.618	7,048.0
2.618	6,916.5
4.250	6,702.0

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	7,327.0	7,396.0
PP	7,313.5	7,360.0
S1	7,300.5	7,323.5

Download as Excel Spreadsheet

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

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