FTSE 100 Index Future December 2020

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

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	6,525.0	6,575.0	50.0	0.8%	6,379.5
High	6,565.0	6,614.5	49.5	0.8%	6,558.5
Low	6,508.0	6,529.5	21.5	0.3%	6,237.0
Close	6,554.5	6,566.5	12.0	0.2%	6,541.0
Range	57.0	85.0	28.0	49.1%	321.5
ATR	107.8	106.1	-1.6	-1.5%	0.0
Volume	88,387	109,260	20,873	23.6%	631,825

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,825.0	6,781.0	6,613.0
R3	6,740.0	6,696.0	6,590.0
R2	6,655.0	6,655.0	6,582.0
R1	6,611.0	6,611.0	6,574.5	6,590.5
PP	6,570.0	6,570.0	6,570.0	6,560.0
S1	6,526.0	6,526.0	6,558.5	6,505.5
S2	6,485.0	6,485.0	6,551.0
S3	6,400.0	6,441.0	6,543.0
S4	6,315.0	6,356.0	6,520.0

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	7,410.0	7,297.0	6,718.0
R3	7,088.5	6,975.5	6,629.5
R2	6,767.0	6,767.0	6,600.0
R1	6,654.0	6,654.0	6,570.5	6,710.5
PP	6,445.5	6,445.5	6,445.5	6,474.0
S1	6,332.5	6,332.5	6,511.5	6,389.0
S2	6,124.0	6,124.0	6,482.0
S3	5,802.5	6,011.0	6,452.5
S4	5,481.0	5,689.5	6,364.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,614.5	6,419.0	195.5	3.0%	80.0	1.2%	75%	True	False	101,701
10	6,614.5	6,237.0	377.5	5.7%	97.5	1.5%	87%	True	False	120,120
20	6,614.5	6,237.0	377.5	5.7%	95.5	1.5%	87%	True	False	113,637
40	6,614.5	5,463.0	1,151.5	17.5%	116.0	1.8%	96%	True	False	115,743
60	6,614.5	5,463.0	1,151.5	17.5%	109.0	1.7%	96%	True	False	107,888
80	6,614.5	5,463.0	1,151.5	17.5%	103.0	1.6%	96%	True	False	93,985
100	6,614.5	5,463.0	1,151.5	17.5%	88.0	1.3%	96%	True	False	75,190
120	6,614.5	5,463.0	1,151.5	17.5%	75.5	1.1%	96%	True	False	62,660

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	23.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,976.0
2.618	6,837.0
1.618	6,752.0
1.000	6,699.5
0.618	6,667.0
HIGH	6,614.5
0.618	6,582.0
0.500	6,572.0
0.382	6,562.0
LOW	6,529.5
0.618	6,477.0
1.000	6,444.5
1.618	6,392.0
2.618	6,307.0
4.250	6,168.0

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	6,572.0	6,565.0
PP	6,570.0	6,563.0
S1	6,568.5	6,561.0

Download as Excel Spreadsheet

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

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