FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	7,266.0	7,258.5	-7.5	-0.1%	7,557.0
High	7,302.5	7,291.0	-11.5	-0.2%	7,570.5
Low	7,223.0	7,232.0	9.0	0.1%	7,223.5
Close	7,269.0	7,272.0	3.0	0.0%	7,249.0
Range	79.5	59.0	-20.5	-25.8%	347.0
ATR	73.7	72.6	-1.0	-1.4%	0.0
Volume	91,740	85,982	-5,758	-6.3%	445,886

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,442.0	7,416.0	7,304.5
R3	7,383.0	7,357.0	7,288.0
R2	7,324.0	7,324.0	7,283.0
R1	7,298.0	7,298.0	7,277.5	7,311.0
PP	7,265.0	7,265.0	7,265.0	7,271.5
S1	7,239.0	7,239.0	7,266.5	7,252.0
S2	7,206.0	7,206.0	7,261.0
S3	7,147.0	7,180.0	7,256.0
S4	7,088.0	7,121.0	7,239.5

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,388.5	8,166.0	7,440.0
R3	8,041.5	7,819.0	7,344.5
R2	7,694.5	7,694.5	7,312.5
R1	7,472.0	7,472.0	7,281.0	7,410.0
PP	7,347.5	7,347.5	7,347.5	7,316.5
S1	7,125.0	7,125.0	7,217.0	7,063.0
S2	7,000.5	7,000.5	7,185.5
S3	6,653.5	6,778.0	7,153.5
S4	6,306.5	6,431.0	7,058.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,527.5	7,223.0	304.5	4.2%	93.5	1.3%	16%	False	False	102,748
10	7,570.5	7,223.0	347.5	4.8%	73.5	1.0%	14%	False	False	86,246
20	7,703.5	7,223.0	480.5	6.6%	70.5	1.0%	10%	False	False	93,639
40	7,814.0	7,223.0	591.0	8.1%	64.0	0.9%	8%	False	False	65,908
60	7,944.0	7,223.0	721.0	9.9%	52.5	0.7%	7%	False	False	43,974
80	7,944.0	7,223.0	721.0	9.9%	43.0	0.6%	7%	False	False	32,988

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,542.0
2.618	7,445.5
1.618	7,386.5
1.000	7,350.0
0.618	7,327.5
HIGH	7,291.0
0.618	7,268.5
0.500	7,261.5
0.382	7,254.5
LOW	7,232.0
0.618	7,195.5
1.000	7,173.0
1.618	7,136.5
2.618	7,077.5
4.250	6,981.0

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	7,268.5	7,269.0
PP	7,265.0	7,266.0
S1	7,261.5	7,263.0

Download as Excel Spreadsheet

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

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