FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 04-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	04-Sep-2023	Change	Change %	Previous Week
Open	7,451.5	7,502.0	50.5	0.7%	7,397.0
High	7,507.5	7,537.5	30.0	0.4%	7,519.5
Low	7,443.5	7,459.0	15.5	0.2%	7,378.5
Close	7,481.5	7,463.5	-18.0	-0.2%	7,481.5
Range	64.0	78.5	14.5	22.7%	141.0
ATR	81.7	81.4	-0.2	-0.3%	0.0
Volume	83,678	49,862	-33,816	-40.4%	435,712

Daily Pivots for day following 04-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,722.0	7,671.5	7,506.5
R3	7,643.5	7,593.0	7,485.0
R2	7,565.0	7,565.0	7,478.0
R1	7,514.5	7,514.5	7,470.5	7,500.5
PP	7,486.5	7,486.5	7,486.5	7,480.0
S1	7,436.0	7,436.0	7,456.5	7,422.0
S2	7,408.0	7,408.0	7,449.0
S3	7,329.5	7,357.5	7,442.0
S4	7,251.0	7,279.0	7,420.5

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,883.0	7,823.0	7,559.0
R3	7,742.0	7,682.0	7,520.5
R2	7,601.0	7,601.0	7,507.5
R1	7,541.0	7,541.0	7,494.5	7,571.0
PP	7,460.0	7,460.0	7,460.0	7,475.0
S1	7,400.0	7,400.0	7,468.5	7,430.0
S2	7,319.0	7,319.0	7,455.5
S3	7,178.0	7,259.0	7,442.5
S4	7,037.0	7,118.0	7,404.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,537.5	7,378.5	159.0	2.1%	77.0	1.0%	53%	True	False	97,114
10	7,537.5	7,258.5	279.0	3.7%	75.5	1.0%	73%	True	False	87,026
20	7,638.0	7,224.5	413.5	5.5%	79.0	1.1%	58%	False	False	90,138
40	7,710.0	7,223.0	487.0	6.5%	79.5	1.1%	49%	False	False	90,758
60	7,710.0	7,223.0	487.0	6.5%	76.0	1.0%	49%	False	False	99,091
80	7,814.0	7,223.0	591.0	7.9%	70.0	0.9%	41%	False	False	76,135
100	7,944.0	7,223.0	721.0	9.7%	62.5	0.8%	33%	False	False	60,910
120	7,944.0	7,223.0	721.0	9.7%	55.5	0.7%	33%	False	False	50,764

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	16.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,871.0
2.618	7,743.0
1.618	7,664.5
1.000	7,616.0
0.618	7,586.0
HIGH	7,537.5
0.618	7,507.5
0.500	7,498.0
0.382	7,489.0
LOW	7,459.0
0.618	7,410.5
1.000	7,380.5
1.618	7,332.0
2.618	7,253.5
4.250	7,125.5

Fisher Pivots for day following 04-Sep-2023
Pivot	1 day	3 day
R1	7,498.0	7,486.0
PP	7,486.5	7,478.5
S1	7,475.0	7,471.0

Download as Excel Spreadsheet

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

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