FTSE 100 Index Future September 2020

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	6,148.0	6,255.0	107.0	1.7%	6,017.5
High	6,269.5	6,302.5	33.0	0.5%	6,279.5
Low	6,144.5	6,148.5	4.0	0.1%	5,894.0
Close	6,204.0	6,288.0	84.0	1.4%	6,251.0
Range	125.0	154.0	29.0	23.2%	385.5
ATR	130.4	132.1	1.7	1.3%	0.0
Volume	77,363	81,820	4,457	5.8%	1,098,051

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,708.5	6,652.0	6,372.5
R3	6,554.5	6,498.0	6,330.5
R2	6,400.5	6,400.5	6,316.0
R1	6,344.0	6,344.0	6,302.0	6,372.0
PP	6,246.5	6,246.5	6,246.5	6,260.5
S1	6,190.0	6,190.0	6,274.0	6,218.0
S2	6,092.5	6,092.5	6,260.0
S3	5,938.5	6,036.0	6,245.5
S4	5,784.5	5,882.0	6,203.5

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	7,298.0	7,160.0	6,463.0
R3	6,912.5	6,774.5	6,357.0
R2	6,527.0	6,527.0	6,321.5
R1	6,389.0	6,389.0	6,286.5	6,458.0
PP	6,141.5	6,141.5	6,141.5	6,176.0
S1	6,003.5	6,003.5	6,215.5	6,072.5
S2	5,756.0	5,756.0	6,180.5
S3	5,370.5	5,618.0	6,145.0
S4	4,985.0	5,232.5	6,039.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,302.5	6,106.0	196.5	3.1%	123.5	2.0%	93%	True	False	99,589
10	6,338.0	5,894.0	444.0	7.1%	154.5	2.5%	89%	False	False	134,292
20	6,464.0	5,894.0	570.0	9.1%	115.5	1.8%	69%	False	False	68,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,957.0
2.618	6,705.5
1.618	6,551.5
1.000	6,456.5
0.618	6,397.5
HIGH	6,302.5
0.618	6,243.5
0.500	6,225.5
0.382	6,207.5
LOW	6,148.5
0.618	6,053.5
1.000	5,994.5
1.618	5,899.5
2.618	5,745.5
4.250	5,494.0

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	6,267.0	6,266.5
PP	6,246.5	6,245.0
S1	6,225.5	6,223.5

Download as Excel Spreadsheet

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

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