FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	7,338.0	7,287.0	-51.0	-0.7%	7,552.0
High	7,364.5	7,309.0	-55.5	-0.8%	7,560.0
Low	7,287.5	7,224.5	-63.0	-0.9%	7,224.5
Close	7,316.5	7,273.0	-43.5	-0.6%	7,273.0
Range	77.0	84.5	7.5	9.7%	335.5
ATR	84.9	85.4	0.5	0.6%	0.0
Volume	77,943	113,850	35,907	46.1%	487,555

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,522.5	7,482.0	7,319.5
R3	7,438.0	7,397.5	7,296.0
R2	7,353.5	7,353.5	7,288.5
R1	7,313.0	7,313.0	7,280.5	7,291.0
PP	7,269.0	7,269.0	7,269.0	7,258.0
S1	7,228.5	7,228.5	7,265.5	7,206.5
S2	7,184.5	7,184.5	7,257.5
S3	7,100.0	7,144.0	7,250.0
S4	7,015.5	7,059.5	7,226.5

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,359.0	8,151.5	7,457.5
R3	8,023.5	7,816.0	7,365.5
R2	7,688.0	7,688.0	7,334.5
R1	7,480.5	7,480.5	7,304.0	7,416.5
PP	7,352.5	7,352.5	7,352.5	7,320.5
S1	7,145.0	7,145.0	7,242.0	7,081.0
S2	7,017.0	7,017.0	7,211.5
S3	6,681.5	6,809.5	7,180.5
S4	6,346.0	6,474.0	7,088.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,560.0	7,224.5	335.5	4.6%	91.5	1.3%	14%	False	True	97,511
10	7,638.0	7,224.5	413.5	5.7%	82.5	1.1%	12%	False	True	93,250
20	7,710.0	7,224.5	485.5	6.7%	81.0	1.1%	10%	False	True	92,580
40	7,710.0	7,223.0	487.0	6.7%	79.0	1.1%	10%	False	False	90,030
60	7,710.0	7,223.0	487.0	6.7%	74.5	1.0%	10%	False	False	86,963
80	7,899.0	7,223.0	676.0	9.3%	66.0	0.9%	7%	False	False	65,258
100	7,944.0	7,223.0	721.0	9.9%	55.5	0.8%	7%	False	False	52,209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	11.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,668.0
2.618	7,530.0
1.618	7,445.5
1.000	7,393.5
0.618	7,361.0
HIGH	7,309.0
0.618	7,276.5
0.500	7,267.0
0.382	7,257.0
LOW	7,224.5
0.618	7,172.5
1.000	7,140.0
1.618	7,088.0
2.618	7,003.5
4.250	6,865.5

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	7,271.0	7,315.0
PP	7,269.0	7,301.0
S1	7,267.0	7,287.0

Download as Excel Spreadsheet

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

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