FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	7,628.5	7,590.5	-38.0	-0.5%	7,649.0
High	7,635.5	7,622.5	-13.0	-0.2%	7,669.0
Low	7,564.5	7,573.5	9.0	0.1%	7,564.5
Close	7,577.5	7,581.0	3.5	0.0%	7,577.5
Range	71.0	49.0	-22.0	-31.0%	104.5
ATR	65.3	64.1	-1.2	-1.8%	0.0
Volume	78,029	307,128	229,099	293.6%	126,151

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,739.5	7,709.0	7,608.0
R3	7,690.5	7,660.0	7,594.5
R2	7,641.5	7,641.5	7,590.0
R1	7,611.0	7,611.0	7,585.5	7,602.0
PP	7,592.5	7,592.5	7,592.5	7,587.5
S1	7,562.0	7,562.0	7,576.5	7,553.0
S2	7,543.5	7,543.5	7,572.0
S3	7,494.5	7,513.0	7,567.5
S4	7,445.5	7,464.0	7,554.0

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,917.0	7,852.0	7,635.0
R3	7,812.5	7,747.5	7,606.0
R2	7,708.0	7,708.0	7,596.5
R1	7,643.0	7,643.0	7,587.0	7,623.0
PP	7,603.5	7,603.5	7,603.5	7,594.0
S1	7,538.5	7,538.5	7,568.0	7,519.0
S2	7,499.0	7,499.0	7,558.5
S3	7,394.5	7,434.0	7,549.0
S4	7,290.0	7,329.5	7,520.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,660.0	7,564.5	95.5	1.3%	57.5	0.8%	17%	False	False	86,035
10	7,669.0	7,455.0	214.0	2.8%	66.0	0.9%	59%	False	False	44,966
20	7,814.0	7,455.0	359.0	4.7%	55.5	0.7%	35%	False	False	22,529
40	7,944.0	7,455.0	489.0	6.5%	43.0	0.6%	26%	False	False	11,318
60	7,944.0	7,319.0	625.0	8.2%	35.0	0.5%	42%	False	False	7,555

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,831.0
2.618	7,751.0
1.618	7,702.0
1.000	7,671.5
0.618	7,653.0
HIGH	7,622.5
0.618	7,604.0
0.500	7,598.0
0.382	7,592.0
LOW	7,573.5
0.618	7,543.0
1.000	7,524.5
1.618	7,494.0
2.618	7,445.0
4.250	7,365.0

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	7,598.0	7,612.0
PP	7,592.5	7,601.5
S1	7,586.5	7,591.0

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