FTSE 100 Index Future June 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	7,636.0	7,543.0	-93.0	-1.2%	7,782.0
High	7,646.0	7,545.0	-101.0	-1.3%	7,809.0
Low	7,519.5	7,442.0	-77.5	-1.0%	7,561.0
Close	7,526.5	7,452.0	-74.5	-1.0%	7,637.0
Range	126.5	103.0	-23.5	-18.6%	248.0
ATR	80.6	82.2	1.6	2.0%	0.0
Volume	100,111	155,161	55,050	55.0%	517,110

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,788.5	7,723.5	7,508.5
R3	7,685.5	7,620.5	7,480.5
R2	7,582.5	7,582.5	7,471.0
R1	7,517.5	7,517.5	7,461.5	7,498.5
PP	7,479.5	7,479.5	7,479.5	7,470.0
S1	7,414.5	7,414.5	7,442.5	7,395.5
S2	7,376.5	7,376.5	7,433.0
S3	7,273.5	7,311.5	7,423.5
S4	7,170.5	7,208.5	7,395.5

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,413.0	8,273.0	7,773.5
R3	8,165.0	8,025.0	7,705.0
R2	7,917.0	7,917.0	7,682.5
R1	7,777.0	7,777.0	7,659.5	7,723.0
PP	7,669.0	7,669.0	7,669.0	7,642.0
S1	7,529.0	7,529.0	7,614.5	7,475.0
S2	7,421.0	7,421.0	7,591.5
S3	7,173.0	7,281.0	7,569.0
S4	6,925.0	7,033.0	7,500.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,742.5	7,442.0	300.5	4.0%	108.5	1.5%	3%	False	True	123,815
10	7,809.0	7,442.0	367.0	4.9%	80.5	1.1%	3%	False	True	105,384
20	7,813.5	7,442.0	371.5	5.0%	73.5	1.0%	3%	False	True	87,551
40	7,935.5	7,442.0	493.5	6.6%	69.5	0.9%	2%	False	True	75,573
60	7,967.0	7,198.0	769.0	10.3%	89.5	1.2%	33%	False	False	80,581
80	7,980.0	7,198.0	782.0	10.5%	75.5	1.0%	32%	False	False	60,473

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	12.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,983.0
2.618	7,814.5
1.618	7,711.5
1.000	7,648.0
0.618	7,608.5
HIGH	7,545.0
0.618	7,505.5
0.500	7,493.5
0.382	7,481.5
LOW	7,442.0
0.618	7,378.5
1.000	7,339.0
1.618	7,275.5
2.618	7,172.5
4.250	7,004.0

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	7,493.5	7,546.0
PP	7,479.5	7,515.0
S1	7,466.0	7,483.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols