FTSE 100 Index Future September 2023


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 7,486.5 7,515.0 28.5 0.4% 7,502.0
High 7,557.0 7,557.5 0.5 0.0% 7,537.5
Low 7,472.0 7,503.0 31.0 0.4% 7,377.5
Close 7,505.5 7,535.5 30.0 0.4% 7,485.0
Range 85.0 54.5 -30.5 -35.9% 160.0
ATR 82.9 80.9 -2.0 -2.4% 0.0
Volume 398,980 310,876 -88,104 -22.1% 503,297
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 7,695.5 7,670.0 7,565.5
R3 7,641.0 7,615.5 7,550.5
R2 7,586.5 7,586.5 7,545.5
R1 7,561.0 7,561.0 7,540.5 7,574.0
PP 7,532.0 7,532.0 7,532.0 7,538.5
S1 7,506.5 7,506.5 7,530.5 7,519.0
S2 7,477.5 7,477.5 7,525.5
S3 7,423.0 7,452.0 7,520.5
S4 7,368.5 7,397.5 7,505.5
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 7,377.5 180.0 2.4% 78.5 1.0% 88% True False 215,264
10 7,557.5 7,377.5 180.0 2.4% 76.0 1.0% 88% True False 154,294
20 7,557.5 7,224.5 333.0 4.4% 81.0 1.1% 93% True False 122,141
40 7,710.0 7,224.5 485.5 6.4% 80.5 1.1% 64% False False 107,264
60 7,710.0 7,223.0 487.0 6.5% 78.0 1.0% 64% False False 99,839
80 7,814.0 7,223.0 591.0 7.8% 74.0 1.0% 53% False False 90,645
100 7,922.5 7,223.0 699.5 9.3% 66.0 0.9% 45% False False 72,542
120 7,944.0 7,223.0 721.0 9.6% 57.5 0.8% 43% False False 60,456
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 25.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7,789.0
2.618 7,700.0
1.618 7,645.5
1.000 7,612.0
0.618 7,591.0
HIGH 7,557.5
0.618 7,536.5
0.500 7,530.0
0.382 7,524.0
LOW 7,503.0
0.618 7,469.5
1.000 7,448.5
1.618 7,415.0
2.618 7,360.5
4.250 7,271.5
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 7,534.0 7,518.0
PP 7,532.0 7,500.0
S1 7,530.0 7,482.0

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

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