FTSE 100 Index Future June 2023

Trading Metrics calculated at close of trading on 11-May-2023

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	7,758.5	7,747.0	-11.5	-0.1%	7,848.5
High	7,776.0	7,791.0	15.0	0.2%	7,894.5
Low	7,702.5	7,683.5	-19.0	-0.2%	7,687.5
Close	7,736.0	7,731.0	-5.0	-0.1%	7,779.0
Range	73.5	107.5	34.0	46.3%	207.0
ATR	75.7	78.0	2.3	3.0%	0.0
Volume	79,339	110,128	30,789	38.8%	276,065

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,057.5	8,002.0	7,790.0
R3	7,950.0	7,894.5	7,760.5
R2	7,842.5	7,842.5	7,750.5
R1	7,787.0	7,787.0	7,741.0	7,761.0
PP	7,735.0	7,735.0	7,735.0	7,722.0
S1	7,679.5	7,679.5	7,721.0	7,653.5
S2	7,627.5	7,627.5	7,711.5
S3	7,520.0	7,572.0	7,701.5
S4	7,412.5	7,464.5	7,672.0

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,408.0	8,300.5	7,893.0
R3	8,201.0	8,093.5	7,836.0
R2	7,994.0	7,994.0	7,817.0
R1	7,886.5	7,886.5	7,798.0	7,837.0
PP	7,787.0	7,787.0	7,787.0	7,762.0
S1	7,679.5	7,679.5	7,760.0	7,630.0
S2	7,580.0	7,580.0	7,741.0
S3	7,373.0	7,472.5	7,722.0
S4	7,166.0	7,265.5	7,665.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,808.0	7,683.5	124.5	1.6%	70.0	0.9%	38%	False	True	54,371
10	7,894.5	7,683.5	211.0	2.7%	78.5	1.0%	23%	False	True	64,508
20	7,935.5	7,683.5	252.0	3.3%	66.0	0.9%	19%	False	True	63,073
40	7,935.5	7,198.0	737.5	9.5%	93.0	1.2%	72%	False	False	83,751
60	7,980.0	7,198.0	782.0	10.1%	79.5	1.0%	68%	False	False	59,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.8
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	8,248.0
2.618	8,072.5
1.618	7,965.0
1.000	7,898.5
0.618	7,857.5
HIGH	7,791.0
0.618	7,750.0
0.500	7,737.0
0.382	7,724.5
LOW	7,683.5
0.618	7,617.0
1.000	7,576.0
1.618	7,509.5
2.618	7,402.0
4.250	7,226.5

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	7,737.0	7,746.0
PP	7,735.0	7,741.0
S1	7,733.0	7,736.0

Download as Excel Spreadsheet

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

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