FTSE 100 Index Future September 2023


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
04-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 7,531.5 7,524.0 -7.5 -0.1% 7,474.0
High 7,553.5 7,527.5 -26.0 -0.3% 7,561.5
Low 7,520.0 7,435.0 -85.0 -1.1% 7,408.5
Close 7,522.5 7,444.0 -78.5 -1.0% 7,541.5
Range 33.5 92.5 59.0 176.1% 153.0
ATR 63.8 65.9 2.0 3.2% 0.0
Volume 42,563 95,111 52,548 123.5% 395,286
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 7,746.5 7,687.5 7,495.0
R3 7,654.0 7,595.0 7,469.5
R2 7,561.5 7,561.5 7,461.0
R1 7,502.5 7,502.5 7,452.5 7,486.0
PP 7,469.0 7,469.0 7,469.0 7,460.5
S1 7,410.0 7,410.0 7,435.5 7,393.0
S2 7,376.5 7,376.5 7,427.0
S3 7,284.0 7,317.5 7,418.5
S4 7,191.5 7,225.0 7,393.0
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 7,963.0 7,905.0 7,625.5
R3 7,810.0 7,752.0 7,583.5
R2 7,657.0 7,657.0 7,569.5
R1 7,599.0 7,599.0 7,555.5 7,628.0
PP 7,504.0 7,504.0 7,504.0 7,518.0
S1 7,446.0 7,446.0 7,527.5 7,475.0
S2 7,351.0 7,351.0 7,513.5
S3 7,198.0 7,293.0 7,499.5
S4 7,045.0 7,140.0 7,457.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,570.5 7,435.0 135.5 1.8% 62.5 0.8% 7% False True 73,116
10 7,570.5 7,408.5 162.0 2.2% 68.0 0.9% 22% False False 79,436
20 7,703.5 7,408.5 295.0 4.0% 63.0 0.8% 12% False False 108,883
40 7,814.0 7,408.5 405.5 5.4% 58.0 0.8% 9% False False 55,490
60 7,944.0 7,408.5 535.5 7.2% 47.5 0.6% 7% False False 36,997
80 7,944.0 7,319.0 625.0 8.4% 42.0 0.6% 20% False False 27,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7,920.5
2.618 7,769.5
1.618 7,677.0
1.000 7,620.0
0.618 7,584.5
HIGH 7,527.5
0.618 7,492.0
0.500 7,481.0
0.382 7,470.5
LOW 7,435.0
0.618 7,378.0
1.000 7,342.5
1.618 7,285.5
2.618 7,193.0
4.250 7,042.0
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 7,481.0 7,503.0
PP 7,469.0 7,483.0
S1 7,456.5 7,463.5

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

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