FTSE 100 Index Future December 2021

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	7,262.5	7,221.5	-41.0	-0.6%	7,337.0
High	7,288.0	7,263.5	-24.5	-0.3%	7,357.0
Low	7,188.5	7,198.0	9.5	0.1%	7,188.5
Close	7,218.0	7,255.5	37.5	0.5%	7,218.0
Range	99.5	65.5	-34.0	-34.2%	168.5
ATR	62.5	62.7	0.2	0.3%	0.0
Volume	102,159	76,930	-25,229	-24.7%	410,648

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,435.5	7,411.0	7,291.5
R3	7,370.0	7,345.5	7,273.5
R2	7,304.5	7,304.5	7,267.5
R1	7,280.0	7,280.0	7,261.5	7,292.0
PP	7,239.0	7,239.0	7,239.0	7,245.0
S1	7,214.5	7,214.5	7,249.5	7,227.0
S2	7,173.5	7,173.5	7,243.5
S3	7,108.0	7,149.0	7,237.5
S4	7,042.5	7,083.5	7,219.5

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,760.0	7,657.5	7,310.5
R3	7,591.5	7,489.0	7,264.5
R2	7,423.0	7,423.0	7,249.0
R1	7,320.5	7,320.5	7,233.5	7,287.5
PP	7,254.5	7,254.5	7,254.5	7,238.0
S1	7,152.0	7,152.0	7,202.5	7,119.0
S2	7,086.0	7,086.0	7,187.0
S3	6,917.5	6,983.5	7,171.5
S4	6,749.0	6,815.0	7,125.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,357.0	7,188.5	168.5	2.3%	62.5	0.9%	40%	False	False	83,487
10	7,388.5	7,188.5	200.0	2.8%	63.0	0.9%	34%	False	False	81,603
20	7,388.5	7,168.0	220.5	3.0%	57.5	0.8%	40%	False	False	80,182
40	7,388.5	6,916.0	472.5	6.5%	64.0	0.9%	72%	False	False	82,827
60	7,388.5	6,791.5	597.0	8.2%	68.0	0.9%	78%	False	False	89,188
80	7,388.5	6,791.5	597.0	8.2%	55.0	0.8%	78%	False	False	66,937
100	7,388.5	6,730.0	658.5	9.1%	49.5	0.7%	80%	False	False	53,575
120	7,388.5	6,730.0	658.5	9.1%	46.0	0.6%	80%	False	False	44,647

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,542.0
2.618	7,435.0
1.618	7,369.5
1.000	7,329.0
0.618	7,304.0
HIGH	7,263.5
0.618	7,238.5
0.500	7,231.0
0.382	7,223.0
LOW	7,198.0
0.618	7,157.5
1.000	7,132.5
1.618	7,092.0
2.618	7,026.5
4.250	6,919.5

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	7,247.0	7,250.0
PP	7,239.0	7,244.0
S1	7,231.0	7,238.0

Download as Excel Spreadsheet

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

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