FTSE 100 Index Future September 2023

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

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	7,532.0	7,703.0	171.0	2.3%	7,486.5
High	7,707.5	7,750.0	42.5	0.6%	7,750.0
Low	7,526.5	7,701.0	174.5	2.3%	7,472.0
Close	7,690.0	7,720.0	30.0	0.4%	7,720.0
Range	181.0	49.0	-132.0	-72.9%	278.0
ATR	86.5	84.6	-1.9	-2.2%	0.0
Volume	117,510	5,232	-112,278	-95.5%	1,027,894

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,870.5	7,844.5	7,747.0
R3	7,821.5	7,795.5	7,733.5
R2	7,772.5	7,772.5	7,729.0
R1	7,746.5	7,746.5	7,724.5	7,759.5
PP	7,723.5	7,723.5	7,723.5	7,730.0
S1	7,697.5	7,697.5	7,715.5	7,710.5
S2	7,674.5	7,674.5	7,711.0
S3	7,625.5	7,648.5	7,706.5
S4	7,576.5	7,599.5	7,693.0

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,481.5	8,378.5	7,873.0
R3	8,203.5	8,100.5	7,796.5
R2	7,925.5	7,925.5	7,771.0
R1	7,822.5	7,822.5	7,745.5	7,874.0
PP	7,647.5	7,647.5	7,647.5	7,673.0
S1	7,544.5	7,544.5	7,694.5	7,596.0
S2	7,369.5	7,369.5	7,669.0
S3	7,091.5	7,266.5	7,643.5
S4	6,813.5	6,988.5	7,567.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,750.0	7,472.0	278.0	3.6%	85.5	1.1%	89%	True	False	205,578
10	7,750.0	7,377.5	372.5	4.8%	85.0	1.1%	92%	True	False	153,119
20	7,750.0	7,224.5	525.5	6.8%	80.5	1.0%	94%	True	False	123,272
40	7,750.0	7,224.5	525.5	6.8%	79.5	1.0%	94%	True	False	107,145
60	7,750.0	7,223.0	527.0	6.8%	79.5	1.0%	94%	True	False	100,610
80	7,750.0	7,223.0	527.0	6.8%	75.5	1.0%	94%	True	False	94,617
100	7,899.0	7,223.0	676.0	8.8%	68.5	0.9%	74%	False	False	75,723
120	7,944.0	7,223.0	721.0	9.3%	59.0	0.8%	69%	False	False	63,104

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	22.7
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	7,958.0
2.618	7,878.5
1.618	7,829.5
1.000	7,799.0
0.618	7,780.5
HIGH	7,750.0
0.618	7,731.5
0.500	7,725.5
0.382	7,719.5
LOW	7,701.0
0.618	7,670.5
1.000	7,652.0
1.618	7,621.5
2.618	7,572.5
4.250	7,493.0

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	7,725.5	7,687.0
PP	7,723.5	7,654.5
S1	7,722.0	7,621.5

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

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