FTSE 100 Index Future September 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	6,119.0	6,060.0	-59.0	-1.0%	6,021.0
High	6,152.5	6,108.0	-44.5	-0.7%	6,267.5
Low	6,047.5	6,031.5	-16.0	-0.3%	5,996.5
Close	6,057.5	6,101.5	44.0	0.7%	6,080.5
Range	105.0	76.5	-28.5	-27.1%	271.0
ATR	120.7	117.6	-3.2	-2.6%	0.0
Volume	77,740	70,059	-7,681	-9.9%	456,680

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,310.0	6,282.0	6,143.5
R3	6,233.5	6,205.5	6,122.5
R2	6,157.0	6,157.0	6,115.5
R1	6,129.0	6,129.0	6,108.5	6,143.0
PP	6,080.5	6,080.5	6,080.5	6,087.0
S1	6,052.5	6,052.5	6,094.5	6,066.5
S2	6,004.0	6,004.0	6,087.5
S3	5,927.5	5,976.0	6,080.5
S4	5,851.0	5,899.5	6,059.5

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	6,245.0	6,023.0	222.0	3.6%	106.0	1.7%	35%	False	False	78,845
10	6,267.5	5,948.5	319.0	5.2%	109.0	1.8%	48%	False	False	83,227
20	6,267.5	5,815.5	452.0	7.4%	115.0	1.9%	63%	False	False	86,269
40	6,291.0	5,815.5	475.5	7.8%	117.5	1.9%	60%	False	False	85,643
60	6,464.0	5,815.5	648.5	10.6%	119.5	2.0%	44%	False	False	81,624

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.3
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,433.0
2.618	6,308.5
1.618	6,232.0
1.000	6,184.5
0.618	6,155.5
HIGH	6,108.0
0.618	6,079.0
0.500	6,070.0
0.382	6,060.5
LOW	6,031.5
0.618	5,984.0
1.000	5,955.0
1.618	5,907.5
2.618	5,831.0
4.250	5,706.5

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	6,091.0	6,098.5
PP	6,080.5	6,095.0
S1	6,070.0	6,092.0

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

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