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

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

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