FTSE 100 Index Future September 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	6,060.0	6,052.5	-7.5	-0.1%	6,021.0
High	6,108.0	6,073.0	-35.0	-0.6%	6,267.5
Low	6,031.5	6,003.0	-28.5	-0.5%	5,996.5
Close	6,101.5	6,012.5	-89.0	-1.5%	6,080.5
Range	76.5	70.0	-6.5	-8.5%	271.0
ATR	117.6	116.2	-1.4	-1.2%	0.0
Volume	70,059	72,746	2,687	3.8%	456,680

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,239.5	6,196.0	6,051.0
R3	6,169.5	6,126.0	6,032.0
R2	6,099.5	6,099.5	6,025.5
R1	6,056.0	6,056.0	6,019.0	6,043.0
PP	6,029.5	6,029.5	6,029.5	6,023.0
S1	5,986.0	5,986.0	6,006.0	5,973.0
S2	5,959.5	5,959.5	5,999.5
S3	5,889.5	5,916.0	5,993.0
S4	5,819.5	5,846.0	5,974.0

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	6,192.5	6,003.0	189.5	3.2%	101.0	1.7%	5%	False	True	76,240
10	6,267.5	5,964.5	303.0	5.0%	104.0	1.7%	16%	False	False	80,797
20	6,267.5	5,815.5	452.0	7.5%	112.5	1.9%	44%	False	False	86,048
40	6,291.0	5,815.5	475.5	7.9%	114.5	1.9%	41%	False	False	84,957
60	6,464.0	5,815.5	648.5	10.8%	120.0	2.0%	30%	False	False	82,836

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	19.6
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6,370.5
2.618	6,256.5
1.618	6,186.5
1.000	6,143.0
0.618	6,116.5
HIGH	6,073.0
0.618	6,046.5
0.500	6,038.0
0.382	6,029.5
LOW	6,003.0
0.618	5,959.5
1.000	5,933.0
1.618	5,889.5
2.618	5,819.5
4.250	5,705.5

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	6,038.0	6,078.0
PP	6,029.5	6,056.0
S1	6,021.0	6,034.0

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

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