FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 25-Jul-2023

Day Change Summary
	Previous	Current
	24-Jul-2023	25-Jul-2023	Change	Change %	Previous Week
Open	7,657.0	7,671.0	14.0	0.2%	7,406.5
High	7,680.5	7,692.0	11.5	0.1%	7,667.0
Low	7,611.0	7,661.0	50.0	0.7%	7,390.0
Close	7,676.5	7,683.5	7.0	0.1%	7,652.5
Range	69.5	31.0	-38.5	-55.4%	277.0
ATR	77.2	73.9	-3.3	-4.3%	0.0
Volume	75,899	68,200	-7,699	-10.1%	480,324

Daily Pivots for day following 25-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,772.0	7,758.5	7,700.5
R3	7,741.0	7,727.5	7,692.0
R2	7,710.0	7,710.0	7,689.0
R1	7,696.5	7,696.5	7,686.5	7,703.0
PP	7,679.0	7,679.0	7,679.0	7,682.0
S1	7,665.5	7,665.5	7,680.5	7,672.0
S2	7,648.0	7,648.0	7,678.0
S3	7,617.0	7,634.5	7,675.0
S4	7,586.0	7,603.5	7,666.5

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,401.0	8,303.5	7,805.0
R3	8,124.0	8,026.5	7,728.5
R2	7,847.0	7,847.0	7,703.5
R1	7,749.5	7,749.5	7,678.0	7,798.0
PP	7,570.0	7,570.0	7,570.0	7,594.0
S1	7,472.5	7,472.5	7,627.0	7,521.0
S2	7,293.0	7,293.0	7,601.5
S3	7,016.0	7,195.5	7,576.5
S4	6,739.0	6,918.5	7,500.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,692.0	7,448.5	243.5	3.2%	80.5	1.0%	97%	True	False	93,299
10	7,692.0	7,285.0	407.0	5.3%	76.5	1.0%	98%	True	False	87,483
20	7,692.0	7,223.0	469.0	6.1%	75.0	1.0%	98%	True	False	86,864
40	7,703.5	7,223.0	480.5	6.3%	69.5	0.9%	96%	False	False	87,753
60	7,899.0	7,223.0	676.0	8.8%	61.5	0.8%	68%	False	False	58,551
80	7,944.0	7,223.0	721.0	9.4%	50.5	0.7%	64%	False	False	43,917

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	7,824.0
2.618	7,773.0
1.618	7,742.0
1.000	7,723.0
0.618	7,711.0
HIGH	7,692.0
0.618	7,680.0
0.500	7,676.5
0.382	7,673.0
LOW	7,661.0
0.618	7,642.0
1.000	7,630.0
1.618	7,611.0
2.618	7,580.0
4.250	7,529.0

Fisher Pivots for day following 25-Jul-2023
Pivot	1 day	3 day
R1	7,681.0	7,673.0
PP	7,679.0	7,662.0
S1	7,676.5	7,651.5

Download as Excel Spreadsheet

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

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