FTSE 100 Index Future September 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	6,021.0	6,048.0	27.0	0.4%	5,877.5
High	6,072.5	6,177.0	104.5	1.7%	6,075.0
Low	5,996.5	6,041.5	45.0	0.8%	5,819.0
Close	6,019.5	6,115.5	96.0	1.6%	5,992.0
Range	76.0	135.5	59.5	78.3%	256.0
ATR	116.1	119.0	3.0	2.5%	0.0
Volume	60,311	104,147	43,836	72.7%	437,427

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,518.0	6,452.0	6,190.0
R3	6,382.5	6,316.5	6,153.0
R2	6,247.0	6,247.0	6,140.5
R1	6,181.0	6,181.0	6,128.0	6,214.0
PP	6,111.5	6,111.5	6,111.5	6,128.0
S1	6,045.5	6,045.5	6,103.0	6,078.5
S2	5,976.0	5,976.0	6,090.5
S3	5,840.5	5,910.0	6,078.0
S4	5,705.0	5,774.5	6,041.0

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,730.0	6,617.0	6,133.0
R3	6,474.0	6,361.0	6,062.5
R2	6,218.0	6,218.0	6,039.0
R1	6,105.0	6,105.0	6,015.5	6,161.5
PP	5,962.0	5,962.0	5,962.0	5,990.0
S1	5,849.0	5,849.0	5,968.5	5,905.5
S2	5,706.0	5,706.0	5,945.0
S3	5,450.0	5,593.0	5,921.5
S4	5,194.0	5,337.0	5,851.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,177.0	5,948.5	228.5	3.7%	96.5	1.6%	73%	True	False	80,936
10	6,177.0	5,815.5	361.5	5.9%	125.0	2.0%	83%	True	False	90,010
20	6,291.0	5,815.5	475.5	7.8%	106.5	1.7%	63%	False	False	85,557
40	6,302.5	5,815.5	487.0	8.0%	121.0	2.0%	62%	False	False	88,083

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.5
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,753.0
2.618	6,531.5
1.618	6,396.0
1.000	6,312.5
0.618	6,260.5
HIGH	6,177.0
0.618	6,125.0
0.500	6,109.0
0.382	6,093.5
LOW	6,041.5
0.618	5,958.0
1.000	5,906.0
1.618	5,822.5
2.618	5,687.0
4.250	5,465.5

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	6,113.5	6,100.5
PP	6,111.5	6,085.5
S1	6,109.0	6,071.0

Download as Excel Spreadsheet

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

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