FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	5,860.0	5,947.0	87.0	1.5%	5,529.0
High	5,929.5	6,239.5	310.0	5.2%	5,929.5
Low	5,834.0	5,943.0	109.0	1.9%	5,524.5
Close	5,884.5	6,176.5	292.0	5.0%	5,884.5
Range	95.5	296.5	201.0	210.5%	405.0
ATR	119.1	136.0	16.8	14.1%	0.0
Volume	93,827	204,912	111,085	118.4%	536,273

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	7,009.0	6,889.5	6,339.5
R3	6,712.5	6,593.0	6,258.0
R2	6,416.0	6,416.0	6,231.0
R1	6,296.5	6,296.5	6,203.5	6,356.0
PP	6,119.5	6,119.5	6,119.5	6,149.5
S1	6,000.0	6,000.0	6,149.5	6,060.0
S2	5,823.0	5,823.0	6,122.0
S3	5,526.5	5,703.5	6,095.0
S4	5,230.0	5,407.0	6,013.5

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,994.5	6,844.5	6,107.0
R3	6,589.5	6,439.5	5,996.0
R2	6,184.5	6,184.5	5,959.0
R1	6,034.5	6,034.5	5,921.5	6,109.5
PP	5,779.5	5,779.5	5,779.5	5,817.0
S1	5,629.5	5,629.5	5,847.5	5,704.5
S2	5,374.5	5,374.5	5,810.0
S3	4,969.5	5,224.5	5,773.0
S4	4,564.5	4,819.5	5,662.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,239.5	5,632.0	607.5	9.8%	170.5	2.8%	90%	True	False	126,466
10	6,239.5	5,463.0	776.5	12.6%	151.0	2.4%	92%	True	False	126,556
20	6,239.5	5,463.0	776.5	12.6%	129.0	2.1%	92%	True	False	109,692
40	6,239.5	5,463.0	776.5	12.6%	111.5	1.8%	92%	True	False	110,387
60	6,239.5	5,463.0	776.5	12.6%	101.0	1.6%	92%	True	False	81,792
80	6,239.5	5,463.0	776.5	12.6%	82.5	1.3%	92%	True	False	61,347
100	6,262.5	5,463.0	799.5	12.9%	68.0	1.1%	89%	False	False	49,079

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	24.9
Widest range in 111 trading days

Fibonacci Retracements and Extensions
4.250	7,499.5
2.618	7,015.5
1.618	6,719.0
1.000	6,536.0
0.618	6,422.5
HIGH	6,239.5
0.618	6,126.0
0.500	6,091.0
0.382	6,056.5
LOW	5,943.0
0.618	5,760.0
1.000	5,646.5
1.618	5,463.5
2.618	5,167.0
4.250	4,683.0

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	6,148.0	6,129.0
PP	6,119.5	6,081.5
S1	6,091.0	6,034.0

Download as Excel Spreadsheet

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

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