FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	7,593.5	7,604.5	11.0	0.1%	7,649.0
High	7,628.5	7,656.5	28.0	0.4%	7,669.0
Low	7,572.0	7,591.0	19.0	0.3%	7,564.5
Close	7,616.0	7,630.5	14.5	0.2%	7,577.5
Range	56.5	65.5	9.0	15.9%	104.5
ATR	63.6	63.7	0.1	0.2%	0.0
Volume	312,959	198,509	-114,450	-36.6%	126,151

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,822.5	7,792.0	7,666.5
R3	7,757.0	7,726.5	7,648.5
R2	7,691.5	7,691.5	7,642.5
R1	7,661.0	7,661.0	7,636.5	7,676.0
PP	7,626.0	7,626.0	7,626.0	7,633.5
S1	7,595.5	7,595.5	7,624.5	7,611.0
S2	7,560.5	7,560.5	7,618.5
S3	7,495.0	7,530.0	7,612.5
S4	7,429.5	7,464.5	7,594.5

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	7,659.0	7,564.5	94.5	1.2%	59.0	0.8%	70%	False	False	184,405
10	7,669.0	7,465.0	204.0	2.7%	60.5	0.8%	81%	False	False	95,795
20	7,814.0	7,455.0	359.0	4.7%	57.5	0.8%	49%	False	False	48,077
40	7,944.0	7,455.0	489.0	6.4%	45.0	0.6%	36%	False	False	24,104
60	7,944.0	7,328.5	615.5	8.1%	35.0	0.5%	49%	False	False	16,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	14.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,935.0
2.618	7,828.0
1.618	7,762.5
1.000	7,722.0
0.618	7,697.0
HIGH	7,656.5
0.618	7,631.5
0.500	7,624.0
0.382	7,616.0
LOW	7,591.0
0.618	7,550.5
1.000	7,525.5
1.618	7,485.0
2.618	7,419.5
4.250	7,312.5

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	7,628.0	7,625.0
PP	7,626.0	7,619.5
S1	7,624.0	7,614.0

Download as Excel Spreadsheet

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

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