FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	7,687.5	7,641.5	-46.0	-0.6%	7,657.0
High	7,699.5	7,644.0	-55.5	-0.7%	7,705.5
Low	7,633.5	7,502.5	-131.0	-1.7%	7,611.0
Close	7,651.0	7,532.5	-118.5	-1.5%	7,684.5
Range	66.0	141.5	75.5	114.4%	94.5
ATR	71.7	77.2	5.5	7.6%	0.0
Volume	85,242	139,100	53,858	63.2%	408,036

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,984.0	7,900.0	7,610.5
R3	7,842.5	7,758.5	7,571.5
R2	7,701.0	7,701.0	7,558.5
R1	7,617.0	7,617.0	7,545.5	7,588.0
PP	7,559.5	7,559.5	7,559.5	7,545.5
S1	7,475.5	7,475.5	7,519.5	7,447.0
S2	7,418.0	7,418.0	7,506.5
S3	7,276.5	7,334.0	7,493.5
S4	7,135.0	7,192.5	7,454.5

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,950.5	7,912.0	7,736.5
R3	7,856.0	7,817.5	7,710.5
R2	7,761.5	7,761.5	7,702.0
R1	7,723.0	7,723.0	7,693.0	7,742.0
PP	7,667.0	7,667.0	7,667.0	7,676.5
S1	7,628.5	7,628.5	7,676.0	7,648.0
S2	7,572.5	7,572.5	7,667.0
S3	7,478.0	7,534.0	7,658.5
S4	7,383.5	7,439.5	7,632.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,710.0	7,502.5	207.5	2.8%	80.0	1.1%	14%	False	True	98,289
10	7,710.0	7,502.5	207.5	2.8%	70.5	0.9%	14%	False	True	90,799
20	7,710.0	7,223.0	487.0	6.5%	81.0	1.1%	64%	False	False	93,446
40	7,710.0	7,223.0	487.0	6.5%	72.0	1.0%	64%	False	False	101,164
60	7,814.0	7,223.0	591.0	7.8%	66.0	0.9%	52%	False	False	68,142
80	7,944.0	7,223.0	721.0	9.6%	56.0	0.7%	43%	False	False	51,109
100	7,944.0	7,223.0	721.0	9.6%	50.0	0.7%	43%	False	False	40,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.6
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	8,245.5
2.618	8,014.5
1.618	7,873.0
1.000	7,785.5
0.618	7,731.5
HIGH	7,644.0
0.618	7,590.0
0.500	7,573.0
0.382	7,556.5
LOW	7,502.5
0.618	7,415.0
1.000	7,361.0
1.618	7,273.5
2.618	7,132.0
4.250	6,901.0

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	7,573.0	7,606.0
PP	7,559.5	7,581.5
S1	7,546.0	7,557.0

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