FTSE 100 Index Future March 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 7,717.5 7,752.5 35.0 0.5% 7,589.5
High 7,742.5 7,787.0 44.5 0.6% 7,795.0
Low 7,687.5 7,734.0 46.5 0.6% 7,580.5
Close 7,732.0 7,754.5 22.5 0.3% 7,732.0
Range 55.0 53.0 -2.0 -3.6% 214.5
ATR 70.4 69.3 -1.1 -1.6% 0.0
Volume 72,605 69,608 -2,997 -4.1% 418,071
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 7,917.5 7,889.0 7,783.5
R3 7,864.5 7,836.0 7,769.0
R2 7,811.5 7,811.5 7,764.0
R1 7,783.0 7,783.0 7,759.5 7,797.0
PP 7,758.5 7,758.5 7,758.5 7,765.5
S1 7,730.0 7,730.0 7,749.5 7,744.0
S2 7,705.5 7,705.5 7,745.0
S3 7,652.5 7,677.0 7,740.0
S4 7,599.5 7,624.0 7,725.5
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 8,346.0 8,253.5 7,850.0
R3 8,131.5 8,039.0 7,791.0
R2 7,917.0 7,917.0 7,771.5
R1 7,824.5 7,824.5 7,751.5 7,871.0
PP 7,702.5 7,702.5 7,702.5 7,725.5
S1 7,610.0 7,610.0 7,712.5 7,656.0
S2 7,488.0 7,488.0 7,692.5
S3 7,273.5 7,395.5 7,673.0
S4 7,059.0 7,181.0 7,614.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,795.0 7,630.5 164.5 2.1% 67.0 0.9% 75% False False 81,328
10 7,795.0 7,572.5 222.5 2.9% 78.5 1.0% 82% False False 118,068
20 7,795.0 7,441.0 354.0 4.6% 67.5 0.9% 89% False False 84,701
40 7,795.0 7,349.5 445.5 5.7% 46.0 0.6% 91% False False 42,402
60 7,795.0 7,319.0 476.0 6.1% 41.5 0.5% 91% False False 28,338
80 7,830.5 7,319.0 511.5 6.6% 32.5 0.4% 85% False False 21,279
100 7,830.5 7,319.0 511.5 6.6% 26.0 0.3% 85% False False 17,023
120 7,830.5 7,319.0 511.5 6.6% 22.0 0.3% 85% False False 14,188
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 15.3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 8,012.0
2.618 7,926.0
1.618 7,873.0
1.000 7,840.0
0.618 7,820.0
HIGH 7,787.0
0.618 7,767.0
0.500 7,760.5
0.382 7,754.0
LOW 7,734.0
0.618 7,701.0
1.000 7,681.0
1.618 7,648.0
2.618 7,595.0
4.250 7,509.0
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 7,760.5 7,749.0
PP 7,758.5 7,743.0
S1 7,756.5 7,737.0

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

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