FTSE 100 Index Future June 2024

Trading Metrics calculated at close of trading on 15-May-2024

Day Change Summary
	Previous	Current
	14-May-2024	15-May-2024	Change	Change %	Previous Week
Open	8,424.5	8,451.0	26.5	0.3%	8,283.5
High	8,460.0	8,489.0	29.0	0.3%	8,469.5
Low	8,403.0	8,440.0	37.0	0.4%	8,283.5
Close	8,442.0	8,451.5	9.5	0.1%	8,451.0
Range	57.0	49.0	-8.0	-14.0%	186.0
ATR	80.4	78.2	-2.2	-2.8%	0.0
Volume	76,840	79,399	2,559	3.3%	367,699

Daily Pivots for day following 15-May-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,607.0	8,578.5	8,478.5
R3	8,558.0	8,529.5	8,465.0
R2	8,509.0	8,509.0	8,460.5
R1	8,480.5	8,480.5	8,456.0	8,495.0
PP	8,460.0	8,460.0	8,460.0	8,467.5
S1	8,431.5	8,431.5	8,447.0	8,446.0
S2	8,411.0	8,411.0	8,442.5
S3	8,362.0	8,382.5	8,438.0
S4	8,313.0	8,333.5	8,424.5

Weekly Pivots for week ending 10-May-2024
	Classic	Woodie	Camarilla	DeMark
R4	8,959.5	8,891.0	8,553.5
R3	8,773.5	8,705.0	8,502.0
R2	8,587.5	8,587.5	8,485.0
R1	8,519.0	8,519.0	8,468.0	8,553.0
PP	8,401.5	8,401.5	8,401.5	8,418.5
S1	8,333.0	8,333.0	8,434.0	8,367.0
S2	8,215.5	8,215.5	8,417.0
S3	8,029.5	8,147.0	8,400.0
S4	7,843.5	7,961.0	8,348.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,489.0	8,363.0	126.0	1.5%	56.0	0.7%	70%	True	False	77,236
10	8,489.0	8,109.0	380.0	4.5%	60.5	0.7%	90%	True	False	81,528
20	8,489.0	7,766.5	722.5	8.5%	76.0	0.9%	95%	True	False	87,636
40	8,489.0	7,718.5	770.5	9.1%	77.5	0.9%	95%	True	False	91,308
60	8,489.0	7,611.5	877.5	10.4%	66.5	0.8%	96%	True	False	78,794
80	8,489.0	7,486.0	1,003.0	11.9%	53.5	0.6%	96%	True	False	59,099
100	8,489.0	7,450.0	1,039.0	12.3%	46.5	0.5%	96%	True	False	47,282
120	8,489.0	7,450.0	1,039.0	12.3%	38.5	0.5%	96%	True	False	39,401

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	8,697.0
2.618	8,617.5
1.618	8,568.5
1.000	8,538.0
0.618	8,519.5
HIGH	8,489.0
0.618	8,470.5
0.500	8,464.5
0.382	8,458.5
LOW	8,440.0
0.618	8,409.5
1.000	8,391.0
1.618	8,360.5
2.618	8,311.5
4.250	8,232.0

Fisher Pivots for day following 15-May-2024
Pivot	1 day	3 day
R1	8,464.5	8,449.5
PP	8,460.0	8,448.0
S1	8,456.0	8,446.0

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

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