FTSE 100 Index Future September 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	6,245.0	6,170.0	-75.0	-1.2%	6,021.0
High	6,245.0	6,192.5	-52.5	-0.8%	6,267.5
Low	6,150.5	6,023.0	-127.5	-2.1%	5,996.5
Close	6,186.5	6,080.5	-106.0	-1.7%	6,080.5
Range	94.5	169.5	75.0	79.4%	271.0
ATR	121.4	124.9	3.4	2.8%	0.0
Volume	85,769	95,869	10,100	11.8%	456,680

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,607.0	6,513.5	6,173.5
R3	6,437.5	6,344.0	6,127.0
R2	6,268.0	6,268.0	6,111.5
R1	6,174.5	6,174.5	6,096.0	6,136.5
PP	6,098.5	6,098.5	6,098.5	6,080.0
S1	6,005.0	6,005.0	6,065.0	5,967.0
S2	5,929.0	5,929.0	6,049.5
S3	5,759.5	5,835.5	6,034.0
S4	5,590.0	5,666.0	5,987.5

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,928.0	6,775.0	6,229.5
R3	6,657.0	6,504.0	6,155.0
R2	6,386.0	6,386.0	6,130.0
R1	6,233.0	6,233.0	6,105.5	6,309.5
PP	6,115.0	6,115.0	6,115.0	6,153.0
S1	5,962.0	5,962.0	6,055.5	6,038.5
S2	5,844.0	5,844.0	6,031.0
S3	5,573.0	5,691.0	6,006.0
S4	5,302.0	5,420.0	5,931.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,267.5	5,996.5	271.0	4.5%	128.5	2.1%	31%	False	False	91,336
10	6,267.5	5,819.0	448.5	7.4%	117.5	1.9%	58%	False	False	89,410
20	6,283.0	5,815.5	467.5	7.7%	114.5	1.9%	57%	False	False	86,921
40	6,302.5	5,815.5	487.0	8.0%	123.0	2.0%	54%	False	False	86,919
60	6,464.0	5,815.5	648.5	10.7%	118.0	1.9%	41%	False	False	78,087

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.2
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6,913.0
2.618	6,636.5
1.618	6,467.0
1.000	6,362.0
0.618	6,297.5
HIGH	6,192.5
0.618	6,128.0
0.500	6,108.0
0.382	6,087.5
LOW	6,023.0
0.618	5,918.0
1.000	5,853.5
1.618	5,748.5
2.618	5,579.0
4.250	5,302.5

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	6,108.0	6,145.0
PP	6,098.5	6,123.5
S1	6,089.5	6,102.0

Download as Excel Spreadsheet

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

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