FTSE 100 Index Future June 2023

Trading Metrics calculated at close of trading on 24-May-2023

Day Change Summary
	Previous	Current
	23-May-2023	24-May-2023	Change	Change %	Previous Week
Open	7,795.0	7,742.5	-52.5	-0.7%	7,755.0
High	7,809.0	7,742.5	-66.5	-0.9%	7,810.0
Low	7,732.5	7,595.0	-137.5	-1.8%	7,713.0
Close	7,767.0	7,621.0	-146.0	-1.9%	7,779.5
Range	76.5	147.5	71.0	92.8%	97.0
ATR	68.7	76.0	7.4	10.8%	0.0
Volume	80,229	156,813	76,584	95.5%	430,392

Daily Pivots for day following 24-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,095.5	8,005.5	7,702.0
R3	7,948.0	7,858.0	7,661.5
R2	7,800.5	7,800.5	7,648.0
R1	7,710.5	7,710.5	7,634.5	7,682.0
PP	7,653.0	7,653.0	7,653.0	7,638.5
S1	7,563.0	7,563.0	7,607.5	7,534.0
S2	7,505.5	7,505.5	7,594.0
S3	7,358.0	7,415.5	7,580.5
S4	7,210.5	7,268.0	7,540.0

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,058.5	8,016.0	7,833.0
R3	7,961.5	7,919.0	7,806.0
R2	7,864.5	7,864.5	7,797.5
R1	7,822.0	7,822.0	7,788.5	7,843.0
PP	7,767.5	7,767.5	7,767.5	7,778.0
S1	7,725.0	7,725.0	7,770.5	7,746.0
S2	7,670.5	7,670.5	7,761.5
S3	7,573.5	7,628.0	7,753.0
S4	7,476.5	7,531.0	7,726.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,809.0	7,595.0	214.0	2.8%	72.0	0.9%	12%	False	True	99,136
10	7,810.0	7,595.0	215.0	2.8%	68.5	0.9%	12%	False	True	93,336
20	7,894.5	7,595.0	299.5	3.9%	72.0	0.9%	9%	False	True	78,351
40	7,935.5	7,423.5	512.0	6.7%	68.5	0.9%	39%	False	False	69,434
60	7,967.0	7,198.0	769.0	10.1%	85.0	1.1%	55%	False	False	72,880
80	7,980.0	7,198.0	782.0	10.3%	71.5	0.9%	54%	False	False	54,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.9
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	8,369.5
2.618	8,128.5
1.618	7,981.0
1.000	7,890.0
0.618	7,833.5
HIGH	7,742.5
0.618	7,686.0
0.500	7,669.0
0.382	7,651.5
LOW	7,595.0
0.618	7,504.0
1.000	7,447.5
1.618	7,356.5
2.618	7,209.0
4.250	6,968.0

Fisher Pivots for day following 24-May-2023
Pivot	1 day	3 day
R1	7,669.0	7,702.0
PP	7,653.0	7,675.0
S1	7,637.0	7,648.0

Download as Excel Spreadsheet

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

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