FTSE 100 Index Future September 2020

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	6,023.5	5,877.5	-146.0	-2.4%	6,070.0
High	6,023.5	6,004.5	-19.0	-0.3%	6,129.5
Low	5,815.5	5,819.0	3.5	0.1%	5,815.5
Close	5,886.5	6,000.5	114.0	1.9%	5,886.5
Range	208.0	185.5	-22.5	-10.8%	314.0
ATR	125.5	129.8	4.3	3.4%	0.0
Volume	120,009	105,295	-14,714	-12.3%	455,709

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,498.0	6,434.5	6,102.5
R3	6,312.5	6,249.0	6,051.5
R2	6,127.0	6,127.0	6,034.5
R1	6,063.5	6,063.5	6,017.5	6,095.0
PP	5,941.5	5,941.5	5,941.5	5,957.0
S1	5,878.0	5,878.0	5,983.5	5,910.0
S2	5,756.0	5,756.0	5,966.5
S3	5,570.5	5,692.5	5,949.5
S4	5,385.0	5,507.0	5,898.5

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,886.0	6,700.0	6,059.0
R3	6,572.0	6,386.0	5,973.0
R2	6,258.0	6,258.0	5,944.0
R1	6,072.0	6,072.0	5,915.5	6,008.0
PP	5,944.0	5,944.0	5,944.0	5,912.0
S1	5,758.0	5,758.0	5,857.5	5,694.0
S2	5,630.0	5,630.0	5,829.0
S3	5,316.0	5,444.0	5,800.0
S4	5,002.0	5,130.0	5,714.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,129.5	5,815.5	314.0	5.2%	154.5	2.6%	59%	False	False	98,948
10	6,283.0	5,815.5	467.5	7.8%	121.0	2.0%	40%	False	False	87,238
20	6,291.0	5,815.5	475.5	7.9%	119.0	2.0%	39%	False	False	85,830
40	6,463.0	5,815.5	647.5	10.8%	135.0	2.2%	29%	False	False	96,983

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	23.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,793.0
2.618	6,490.0
1.618	6,304.5
1.000	6,190.0
0.618	6,119.0
HIGH	6,004.5
0.618	5,933.5
0.500	5,912.0
0.382	5,890.0
LOW	5,819.0
0.618	5,704.5
1.000	5,633.5
1.618	5,519.0
2.618	5,333.5
4.250	5,030.5

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	5,971.0	5,990.5
PP	5,941.5	5,980.5
S1	5,912.0	5,970.5

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

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