FTSE 100 Index Future June 2023

Trading Metrics calculated at close of trading on 20-Apr-2023

Day Change Summary
	Previous	Current
	19-Apr-2023	20-Apr-2023	Change	Change %	Previous Week
Open	7,903.0	7,881.5	-21.5	-0.3%	7,769.5
High	7,912.0	7,914.0	2.0	0.0%	7,903.5
Low	7,868.0	7,872.5	4.5	0.1%	7,752.0
Close	7,895.0	7,896.5	1.5	0.0%	7,873.0
Range	44.0	41.5	-2.5	-5.7%	151.5
ATR	84.2	81.1	-3.0	-3.6%	0.0
Volume	69,224	71,620	2,396	3.5%	302,848

Daily Pivots for day following 20-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,019.0	7,999.0	7,919.5
R3	7,977.5	7,957.5	7,908.0
R2	7,936.0	7,936.0	7,904.0
R1	7,916.0	7,916.0	7,900.5	7,926.0
PP	7,894.5	7,894.5	7,894.5	7,899.0
S1	7,874.5	7,874.5	7,892.5	7,884.5
S2	7,853.0	7,853.0	7,889.0
S3	7,811.5	7,833.0	7,885.0
S4	7,770.0	7,791.5	7,873.5

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,297.5	8,236.5	7,956.5
R3	8,146.0	8,085.0	7,914.5
R2	7,994.5	7,994.5	7,901.0
R1	7,933.5	7,933.5	7,887.0	7,964.0
PP	7,843.0	7,843.0	7,843.0	7,858.0
S1	7,782.0	7,782.0	7,859.0	7,812.5
S2	7,691.5	7,691.5	7,845.0
S3	7,540.0	7,630.5	7,831.5
S4	7,388.5	7,479.0	7,789.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,916.5	7,848.0	68.5	0.9%	44.5	0.6%	71%	False	False	57,069
10	7,916.5	7,631.5	285.0	3.6%	58.0	0.7%	93%	False	False	65,946
20	7,916.5	7,331.0	585.5	7.4%	75.0	0.9%	97%	False	False	68,357
40	7,967.0	7,198.0	769.0	9.7%	91.5	1.2%	91%	False	False	66,117
60	7,980.0	7,198.0	782.0	9.9%	69.5	0.9%	89%	False	False	44,124

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,090.5
2.618	8,022.5
1.618	7,981.0
1.000	7,955.5
0.618	7,939.5
HIGH	7,914.0
0.618	7,898.0
0.500	7,893.0
0.382	7,888.5
LOW	7,872.5
0.618	7,847.0
1.000	7,831.0
1.618	7,805.5
2.618	7,764.0
4.250	7,696.0

Fisher Pivots for day following 20-Apr-2023
Pivot	1 day	3 day
R1	7,895.5	7,895.0
PP	7,894.5	7,893.5
S1	7,893.0	7,892.0

Download as Excel Spreadsheet

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

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