FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 04-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	04-Jul-2023	Change	Change %	Previous Week
Open	7,557.0	7,531.5	-25.5	-0.3%	7,474.0
High	7,570.5	7,553.5	-17.0	-0.2%	7,561.5
Low	7,520.0	7,520.0	0.0	0.0%	7,408.5
Close	7,533.5	7,522.5	-11.0	-0.1%	7,541.5
Range	50.5	33.5	-17.0	-33.7%	153.0
ATR	66.1	63.8	-2.3	-3.5%	0.0
Volume	67,301	42,563	-24,738	-36.8%	395,286

Daily Pivots for day following 04-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,632.5	7,611.0	7,541.0
R3	7,599.0	7,577.5	7,531.5
R2	7,565.5	7,565.5	7,528.5
R1	7,544.0	7,544.0	7,525.5	7,538.0
PP	7,532.0	7,532.0	7,532.0	7,529.0
S1	7,510.5	7,510.5	7,519.5	7,504.5
S2	7,498.5	7,498.5	7,516.5
S3	7,465.0	7,477.0	7,513.5
S4	7,431.5	7,443.5	7,504.0

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,963.0	7,905.0	7,625.5
R3	7,810.0	7,752.0	7,583.5
R2	7,657.0	7,657.0	7,569.5
R1	7,599.0	7,599.0	7,555.5	7,628.0
PP	7,504.0	7,504.0	7,504.0	7,518.0
S1	7,446.0	7,446.0	7,527.5	7,475.0
S2	7,351.0	7,351.0	7,513.5
S3	7,198.0	7,293.0	7,499.5
S4	7,045.0	7,140.0	7,457.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,570.5	7,468.0	102.5	1.4%	53.0	0.7%	53%	False	False	69,744
10	7,591.0	7,408.5	182.5	2.4%	65.0	0.9%	62%	False	False	77,908
20	7,703.5	7,408.5	295.0	3.9%	60.0	0.8%	39%	False	False	104,967
40	7,814.0	7,408.5	405.5	5.4%	56.5	0.7%	28%	False	False	53,112
60	7,944.0	7,408.5	535.5	7.1%	46.0	0.6%	21%	False	False	35,412

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.8
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	7,696.0
2.618	7,641.0
1.618	7,607.5
1.000	7,587.0
0.618	7,574.0
HIGH	7,553.5
0.618	7,540.5
0.500	7,537.0
0.382	7,533.0
LOW	7,520.0
0.618	7,499.5
1.000	7,486.5
1.618	7,466.0
2.618	7,432.5
4.250	7,377.5

Fisher Pivots for day following 04-Jul-2023
Pivot	1 day	3 day
R1	7,537.0	7,528.5
PP	7,532.0	7,526.5
S1	7,527.0	7,524.5

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

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