FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	7,552.0	7,531.0	-21.0	-0.3%	7,517.0
High	7,560.0	7,535.5	-24.5	-0.3%	7,638.0
Low	7,485.5	7,377.5	-108.0	-1.4%	7,470.5
Close	7,510.5	7,394.5	-116.0	-1.5%	7,534.5
Range	74.5	158.0	83.5	112.1%	167.5
ATR	81.7	87.1	5.5	6.7%	0.0
Volume	78,276	122,170	43,894	56.1%	444,951

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,910.0	7,810.0	7,481.5
R3	7,752.0	7,652.0	7,438.0
R2	7,594.0	7,594.0	7,423.5
R1	7,494.0	7,494.0	7,409.0	7,465.0
PP	7,436.0	7,436.0	7,436.0	7,421.0
S1	7,336.0	7,336.0	7,380.0	7,307.0
S2	7,278.0	7,278.0	7,365.5
S3	7,120.0	7,178.0	7,351.0
S4	6,962.0	7,020.0	7,307.5

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,050.0	7,960.0	7,626.5
R3	7,882.5	7,792.5	7,580.5
R2	7,715.0	7,715.0	7,565.0
R1	7,625.0	7,625.0	7,550.0	7,670.0
PP	7,547.5	7,547.5	7,547.5	7,570.0
S1	7,457.5	7,457.5	7,519.0	7,502.5
S2	7,380.0	7,380.0	7,504.0
S3	7,212.5	7,290.0	7,488.5
S4	7,045.0	7,122.5	7,442.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,638.0	7,377.5	260.5	3.5%	90.5	1.2%	7%	False	True	97,757
10	7,644.0	7,377.5	266.5	3.6%	95.5	1.3%	6%	False	True	98,403
20	7,710.0	7,377.5	332.5	4.5%	84.5	1.1%	5%	False	True	94,344
40	7,710.0	7,223.0	487.0	6.6%	79.5	1.1%	35%	False	False	89,701
60	7,814.0	7,223.0	591.0	8.0%	74.0	1.0%	29%	False	False	82,182
80	7,903.0	7,223.0	680.0	9.2%	64.5	0.9%	25%	False	False	61,670
100	7,944.0	7,223.0	721.0	9.8%	54.0	0.7%	24%	False	False	49,338

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	9.7
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	8,207.0
2.618	7,949.0
1.618	7,791.0
1.000	7,693.5
0.618	7,633.0
HIGH	7,535.5
0.618	7,475.0
0.500	7,456.5
0.382	7,438.0
LOW	7,377.5
0.618	7,280.0
1.000	7,219.5
1.618	7,122.0
2.618	6,964.0
4.250	6,706.0

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	7,456.5	7,495.0
PP	7,436.0	7,461.5
S1	7,415.0	7,428.0

Download as Excel Spreadsheet

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

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