FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	7,515.0	7,526.5	11.5	0.2%	7,502.0
High	7,557.5	7,550.5	-7.0	-0.1%	7,537.5
Low	7,503.0	7,493.0	-10.0	-0.1%	7,377.5
Close	7,535.5	7,541.0	5.5	0.1%	7,485.0
Range	54.5	57.5	3.0	5.5%	160.0
ATR	80.9	79.2	-1.7	-2.1%	0.0
Volume	310,876	195,296	-115,580	-37.2%	503,297

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,700.5	7,678.5	7,572.5
R3	7,643.0	7,621.0	7,557.0
R2	7,585.5	7,585.5	7,551.5
R1	7,563.5	7,563.5	7,546.5	7,574.5
PP	7,528.0	7,528.0	7,528.0	7,534.0
S1	7,506.0	7,506.0	7,535.5	7,517.0
S2	7,470.5	7,470.5	7,530.5
S3	7,413.0	7,448.5	7,525.0
S4	7,355.5	7,391.0	7,509.5

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,946.5	7,876.0	7,573.0
R3	7,786.5	7,716.0	7,529.0
R2	7,626.5	7,626.5	7,514.5
R1	7,556.0	7,556.0	7,499.5	7,511.0
PP	7,466.5	7,466.5	7,466.5	7,444.5
S1	7,396.0	7,396.0	7,470.5	7,351.0
S2	7,306.5	7,306.5	7,455.5
S3	7,146.5	7,236.0	7,441.0
S4	6,986.5	7,076.0	7,397.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,557.5	7,391.0	166.5	2.2%	73.5	1.0%	90%	False	False	237,544
10	7,557.5	7,377.5	180.0	2.4%	77.0	1.0%	91%	False	False	166,441
20	7,557.5	7,224.5	333.0	4.4%	76.0	1.0%	95%	False	False	125,797
40	7,710.0	7,224.5	485.5	6.4%	80.5	1.1%	65%	False	False	110,071
60	7,710.0	7,223.0	487.0	6.5%	78.5	1.0%	65%	False	False	101,733
80	7,814.0	7,223.0	591.0	7.8%	74.5	1.0%	54%	False	False	93,086
100	7,903.0	7,223.0	680.0	9.0%	66.5	0.9%	47%	False	False	74,495
120	7,944.0	7,223.0	721.0	9.6%	57.5	0.8%	44%	False	False	62,081

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,795.0
2.618	7,701.0
1.618	7,643.5
1.000	7,608.0
0.618	7,586.0
HIGH	7,550.5
0.618	7,528.5
0.500	7,522.0
0.382	7,515.0
LOW	7,493.0
0.618	7,457.5
1.000	7,435.5
1.618	7,400.0
2.618	7,342.5
4.250	7,248.5

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	7,534.5	7,532.0
PP	7,528.0	7,523.5
S1	7,522.0	7,515.0

Download as Excel Spreadsheet

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

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