FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 06-Sep-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.44)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 0.73x
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric03-Sep-202106-Sep-2021ChangeChange %Previous Week
Open7,146.57,134.5-12.0-0.2%7,130.0
High7,180.07,196.016.00.2%7,180.0
Low7,119.57,119.50.00.0%7,076.0
Close7,138.57,189.050.50.7%7,138.5
Range60.576.516.026.4%104.0
ATR(14)69.870.30.50.7%69.8
Volume74,46755,135-19,332-26.0%345,997

Multi-Period Performance

1-Month (21d)

1.8%

3-Month (63d)

2.3%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

9.1%

52-Week Range

52W Low: 6,511.0 (10.4%)

Position (99%)

52W High: 7,196.0 (0.1%)

Daily Pivots for day following 06-Sep-2021

LevelClassicWoodieCamarillaDeMark
R47,397.57,370.07,231.0
R37,321.07,293.57,210.0
R27,244.57,244.57,203.0
R17,217.07,217.07,196.07,231.0
PP7,168.07,168.07,168.07,175.0
S17,140.57,140.57,182.07,154.5
S27,091.57,091.57,175.0
S37,015.07,064.07,168.0
S46,938.56,987.57,147.0

Weekly Pivots for week ending 03-Sep-2021

LevelClassicWoodieCamarillaDeMark
R47,443.57,395.07,195.5
R37,339.57,291.07,167.0
R27,235.57,235.57,157.5
R17,187.07,187.07,148.07,211.5
PP7,131.57,131.57,131.57,143.5
S17,083.07,083.07,129.07,107.5
S27,027.57,027.57,119.5
S36,923.56,979.07,110.0
S46,819.56,875.07,081.5

Fisher Pivots for day following 06-Sep-2021

Pivot1 Day3 Day
R17,178.57,178.5
PP7,168.07,168.0
S17,158.07,158.0

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,521.0
2.6187,396.5
1.6187,320.0
1.0007,272.5
0.6187,243.5
HIGH7,196.0
0.6187,167.0
0.5007,158.0
0.3827,148.5
LOW7,119.5
0.6187,072.0
1.0007,043.0
1.6186,995.5
2.6186,919.0
4.2506,794.5

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,034.5
38.2%6,934.5
50.0%6,853.5
61.8%6,772.5
78.6%6,657.5

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA7,145.044.00.6%Above
10-Day SMA7,128.061.00.9%Above
20-Day SMA7,121.567.50.9%Above
50-Day SMA7,043.0146.02.1%Above
100-Day SMA6,996.5192.52.8%Above
200-Day SMAInsufficient data

Bollinger Bands (20, 2):

Upper: 7,199.0

Middle: 7,121.5

Lower: 7,044.5

Bandwidth: 2.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,125.0

Kijun-sen: 7,059.5

Span A: 7,092.0

Span B: 6,966.0

Chikou Span: 7,007.5

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
60.54
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
32.32
Signal: 29.40 · Hist: 2.92

Stochastic (14, 3)

Neutral
%K: 96.90
%D: 88.62

StochRSI (14)

Neutral
%K: 77.09
%D: 60.57

ADX (14) & Trend

Neutral
11.37
+DI: 17.60 · -DI: 14.60

CCI (20)

Neutral
113.70
Range -100 to +100

Williams %R (14)

Neutral
-3.10
Range -100 to 0

Ultimate Oscillator

Neutral
58.73
Periods: 7, 14, 28

ROC (12)

Bullish
0.85%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
68.43
Bull: 68.43 · Bear: -8.07

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRTrue
Bear HookFalse
Bull HookFalse
Stretch17.0
Widest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,196.07,076.0120.01.7%67.50.9%94%TrueFalse80,226
107,196.07,053.5142.52.0%61.50.9%95%TrueFalse71,225
207,196.06,970.5225.53.1%66.50.9%97%TrueFalse75,786
407,196.06,735.5460.56.4%71.51.0%98%TrueFalse82,140
607,196.06,735.5460.56.4%74.51.0%98%TrueFalse93,236
807,196.06,735.5460.56.4%67.50.9%98%TrueFalse72,662
1007,196.06,733.0463.06.4%62.50.9%98%TrueFalse58,172
1207,196.06,511.0685.09.5%55.50.8%99%TrueFalse48,509