FTSE 100 Index Future December 2021

Trading Metrics calculated at close of trading on 17-Nov-2021

Day Change Summary
	Previous	Current
	16-Nov-2021	17-Nov-2021	Change	Change %	Previous Week
Open	7,334.5	7,310.0	-24.5	-0.3%	7,286.0
High	7,357.0	7,310.0	-47.0	-0.6%	7,388.5
Low	7,307.5	7,263.5	-44.0	-0.6%	7,237.0
Close	7,321.0	7,279.0	-42.0	-0.6%	7,334.5
Range	49.5	46.5	-3.0	-6.1%	151.5
ATR	60.5	60.3	-0.2	-0.4%	0.0
Volume	82,333	77,736	-4,597	-5.6%	387,101

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,423.5	7,398.0	7,304.5
R3	7,377.0	7,351.5	7,292.0
R2	7,330.5	7,330.5	7,287.5
R1	7,305.0	7,305.0	7,283.5	7,294.5
PP	7,284.0	7,284.0	7,284.0	7,279.0
S1	7,258.5	7,258.5	7,274.5	7,248.0
S2	7,237.5	7,237.5	7,270.5
S3	7,191.0	7,212.0	7,266.0
S4	7,144.5	7,165.5	7,253.5

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,774.5	7,706.0	7,418.0
R3	7,623.0	7,554.5	7,376.0
R2	7,471.5	7,471.5	7,362.5
R1	7,403.0	7,403.0	7,348.5	7,437.0
PP	7,320.0	7,320.0	7,320.0	7,337.0
S1	7,251.5	7,251.5	7,320.5	7,286.0
S2	7,168.5	7,168.5	7,306.5
S3	7,017.0	7,100.0	7,293.0
S4	6,865.5	6,948.5	7,251.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,388.5	7,263.5	125.0	1.7%	56.0	0.8%	12%	False	True	79,311
10	7,388.5	7,229.0	159.5	2.2%	55.5	0.8%	31%	False	False	79,292
20	7,388.5	7,157.5	231.0	3.2%	53.5	0.7%	53%	False	False	77,302
40	7,388.5	6,916.0	472.5	6.5%	64.0	0.9%	77%	False	False	82,848
60	7,388.5	6,791.5	597.0	8.2%	65.5	0.9%	82%	False	False	84,900
80	7,388.5	6,791.5	597.0	8.2%	53.5	0.7%	82%	False	False	63,751
100	7,388.5	6,730.0	658.5	9.0%	48.0	0.7%	83%	False	False	51,002
120	7,388.5	6,730.0	658.5	9.0%	44.5	0.6%	83%	False	False	42,502

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	14.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,507.5
2.618	7,431.5
1.618	7,385.0
1.000	7,356.5
0.618	7,338.5
HIGH	7,310.0
0.618	7,292.0
0.500	7,287.0
0.382	7,281.5
LOW	7,263.5
0.618	7,235.0
1.000	7,217.0
1.618	7,188.5
2.618	7,142.0
4.250	7,066.0

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	7,287.0	7,310.0
PP	7,284.0	7,300.0
S1	7,281.5	7,289.5

Download as Excel Spreadsheet

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

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