FTSE 100 Index Future September 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 8,275.5 8,248.5 -27.0 -0.3% 8,221.5
High 8,341.5 8,281.0 -60.5 -0.7% 8,335.5
Low 8,241.0 8,204.5 -36.5 -0.4% 8,168.5
Close 8,270.5 8,220.0 -50.5 -0.6% 8,280.0
Range 100.5 76.5 -24.0 -23.9% 167.0
ATR 78.5 78.4 -0.1 -0.2% 0.0
Volume 83,684 85,980 2,296 2.7% 826,145
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 8,464.5 8,419.0 8,262.0
R3 8,388.0 8,342.5 8,241.0
R2 8,311.5 8,311.5 8,234.0
R1 8,266.0 8,266.0 8,227.0 8,250.5
PP 8,235.0 8,235.0 8,235.0 8,227.5
S1 8,189.5 8,189.5 8,213.0 8,174.0
S2 8,158.5 8,158.5 8,206.0
S3 8,082.0 8,113.0 8,199.0
S4 8,005.5 8,036.5 8,178.0
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 8,762.5 8,688.0 8,372.0
R3 8,595.5 8,521.0 8,326.0
R2 8,428.5 8,428.5 8,310.5
R1 8,354.0 8,354.0 8,295.5 8,391.0
PP 8,261.5 8,261.5 8,261.5 8,280.0
S1 8,187.0 8,187.0 8,264.5 8,224.0
S2 8,094.5 8,094.5 8,249.5
S3 7,927.5 8,020.0 8,234.0
S4 7,760.5 7,853.0 8,188.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,356.0 8,204.5 151.5 1.8% 97.0 1.2% 10% False True 95,420
10 8,356.0 8,160.5 195.5 2.4% 85.0 1.0% 30% False False 125,218
20 8,390.0 8,160.5 229.5 2.8% 77.0 0.9% 26% False False 65,393
40 8,492.0 8,160.5 331.5 4.0% 52.5 0.6% 18% False False 32,715
60 8,492.0 7,801.0 691.0 8.4% 51.0 0.6% 61% False False 21,812
80 8,492.0 7,671.0 821.0 10.0% 44.5 0.5% 67% False False 16,361
100 8,492.0 7,509.0 983.0 12.0% 35.5 0.4% 72% False False 13,089
120 8,492.0 7,468.0 1,024.0 12.5% 30.0 0.4% 73% False False 10,907
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,606.0
2.618 8,481.5
1.618 8,405.0
1.000 8,357.5
0.618 8,328.5
HIGH 8,281.0
0.618 8,252.0
0.500 8,243.0
0.382 8,233.5
LOW 8,204.5
0.618 8,157.0
1.000 8,128.0
1.618 8,080.5
2.618 8,004.0
4.250 7,879.5
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 8,243.0 8,280.0
PP 8,235.0 8,260.0
S1 8,227.5 8,240.0

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

View Archives - Comment on this page... - Back to Index of Symbols